Improving the comparability of insolvency predictions
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References listed on IDEAS
- Pavel Okunev, 2005. "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model," Risk and Insurance 0506002, EconWPA.
- Pavel Okunev, 2005. "A Fast Algorithm for Computing Expected Loan Portfolio Tranche Loss in the Gaussian Factor Model," Papers math/0506125, arXiv.org, revised Jun 2005.
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- Farooquee, Arsalan Ali & Shrimali, Gireesh, 2016. "Driving Foreign Investment to Renewable Energy in India: A Payment Security Mechanism to Address Off-Taker Risk," MPRA Paper 71241, University Library of Munich, Germany.
- Mselmi, Nada & Lahiani, Amine & Hamza, Taher, 2017. "Financial distress prediction: The case of French small and medium-sized firms," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 67-80.
- Mousavi, Mohammad M. & Ouenniche, Jamal & Xu, Bing, 2015. "Performance evaluation of bankruptcy prediction models: An orientation-free super-efficiency DEA-based framework," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 64-75.
More about this item
Keywordsfinancial ratio analysis; corporate bankruptcy prediction; forecast validation; accuracy ratio; information entropy; sample selection; rating granularity;
- G33 - Financial Economics - - Corporate Finance and Governance - - - Bankruptcy; Liquidation
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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