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Decision analysis using multinomial logit models: Mortgage portfolio valuation

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  • Pinder, Jonathan P.

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  • Pinder, Jonathan P., 1996. "Decision analysis using multinomial logit models: Mortgage portfolio valuation," Journal of Economics and Business, Elsevier, vol. 48(1), pages 67-77, February.
    • Handle: RePEc:eee:jebusi:v:48:y:1996:i:1:p:67-77
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    References listed on IDEAS

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    1. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    2. Beaver, Wh, 1966. "Financial Ratios As Predictors Of Failure," Journal of Accounting Research, Wiley Blackwell, vol. 4, pages 71-111.
    3. Johnsen, Thomajean & Melicher, Ronald W., 1994. "Predicting corporate bankruptcy and financial distress: Information value added by multinomial logit models," Journal of Economics and Business, Elsevier, vol. 46(4), pages 269-286, October.
    4. Platt, Harlan D. & Platt, Marjorie B., 1991. "A note on the use of industry-relative ratios in bankruptcy prediction," Journal of Banking & Finance, Elsevier, vol. 15(6), pages 1183-1194, December.
    5. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    6. Theil, Henri, 1969. "A Multinomial Extension of the Linear Logit Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 10(3), pages 251-259, October.
    7. Lo, Andrew W., 1986. "Logit versus discriminant analysis : A specification test and application to corporate bankruptcies," Journal of Econometrics, Elsevier, vol. 31(2), pages 151-178, March.
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    Cited by:

    1. Gama, Ana Paula Matias & Duarte, Fábio Dias & Esperança, José Paulo, 2017. "Why discouraged borrowers exist? An empirical (re)examination from less developed countries," Emerging Markets Review, Elsevier, vol. 33(C), pages 19-41.
    2. Kim Changki, 2005. "Surrender Rate Impacts on Asset Liability Management," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 1(1), pages 1-36, June.

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