The Proposition Value Of Corporate Ratings - A Reliability Testing Of Corporate Ratings By Applying Roc And Cap Techniques
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References listed on IDEAS
- Blochlinger, Andreas & Leippold, Markus, 2006. "Economic benefit of powerful credit scoring," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 851-873, March.
- Barniv, Ran & McDonald, James B, 1999. "Review of Categorical Models for Classification Issues in Accounting and Finance," Review of Quantitative Finance and Accounting, Springer, vol. 13(1), pages 39-62, July.
- repec:bla:joares:v:4:y:1966:i::p:71-111 is not listed on IDEAS
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KeywordsAltman Model; Cumulative Accuracy Profile (CAP); Distance to Default; Logit Model; Moody’s KMV; Receiver Operating Characteristic (ROC); Z-score.;
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