Edward I. Altman

Finance · 1997–2019

A researcher in the Science corpus: 19 papers; trusts 27 researchers and is trusted by 46 researchers here, as inferred from the citation graph.

Subfields

• Finance — 91 citations into it; #978 of 10,518 by trust here, #893 by citations
• Accounting — 79 citations into it; #960 of 8,970 by trust here, #2,278 by citations
• Economics and Econometrics — 20 citations into it; #7,798 of 23,481 by trust here, #3,935 by citations
• Artificial Intelligence — 16 citations into it; #9,160 of 35,345 by trust here, #22,463 by citations
• Management Science and Operations Research — 7 citations into it
• Statistics and Probability — 6 citations into it

Whom Edward I. Altman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert A. Jarrow
2. Allen N. Berger
3. Leonardo Becchetti
4. G. Sabato
5. Brooks Brady
6. B. Engelmann
7. S. Frame
8. Richard M Cantor
9. Gary King
10. Andrea Resti

Who trusts Edward I. Altman overall

1. Francesco Ciampi
2. Hadiye Aslan
3. You Zhu
4. V. Acharya
5. G. Sabato
6. A. Fard
7. Hui Chi Chen
8. John R. Graham
9. N. Wilson
10. Allen N. Berger

Papers from Edward I. Altman's perspective

Ordered by how strongly the researchers Edward I. Altman trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Default Parameter Estimation Using Market Prices
3. Redefining Business Success: Distinguishing Between Closure and Failure
4. Explaining Rare Events in International Relations (International Organization)
5. The term structure of credit spreads with jump risk
6. Small Business Credit Scoring and Credit Availability*
7. Modelling Credit Risk for SMEs: Evidence from the U.S. Market
8. Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
9. The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality
10. Assessing the Probability of Bankruptcy

Their papers

• The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications (2003) — 802 citations
• The Link between Default and Recovery Rates: Implications for Credit Risk Models and Procyclicality (2002) — 111 citations
• Default Rates in the Syndicated Bank Loan Market: A Mortality Analysis (2000) — 124 citations
• Corporate Financial Distress, Restructuring, and Bankruptcy (2019) — 158 citations
• Machine learning models and bankruptcy prediction (2017) — 799 citations
• Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐Score Model (2017) — 835 citations
• Distressed Firm and Bankruptcy Prediction in an International Context: A Review and Empirical Analysis of Altman's Z-Score Model (2014) — 175 citations
• PREDICTING FINANCIAL DISTRESS OF COMPANIES: REVISITING THE Z-SCORE AND ZETA ® MODELS (2013) — 785 citations
• MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET (2013) — 148 citations
• The value of non-financial information in small and medium-sized enterprise risk management (2010) — 283 citations
• The Value of Non-Financial Information in SME Risk Management (2008) — 117 citations
• Modelling Credit Risk for SMEs: Evidence from the U.S. Market (2007) — 628 citations
• A Point-in-Time Perspective on Through-the-Cycle Ratings (2006) — 118 citations
• An emerging market credit scoring system for corporate bonds (2005) — 236 citations
• Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs (2005) — 227 citations
• Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt (2005) — 584 citations
• Bankruptcy, Credit Risk, and High Yield Junk Bonds (2002) — 160 citations
• Revisiting Credit Scoring Models in a Basel 2 Environment (2002) — 114 citations
• Credit risk measurement: Developments over the last 20 years (1997)