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Edward I. Altman · Study
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Author
Edward I. Altman
117 works
· latest 2024
· 6 institutions
cluster: provisional
ORCID 0000-0002-7874-7310
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117
Citations
37,137
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Most cited in this library
FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY
1968 · 14,869 citations
ZETATM analysis A new model to identify bankruptcy risk of corporations
1977 · 1,812 citations
Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience)
1994 · 1,059 citations
A Further Empirical Investigation of the Bankruptcy Cost Question
1984 · 1,009 citations
Machine learning models and bankruptcy prediction
2017 · 952 citations
Works
60 shown
Predicting financial distress in Latin American companies: A comparative analysis of logistic regression and random forest models
The North American Journal of Economics and Finance
·
2024
·
2 authors
26
citations
Global zombie companies: measurements, determinants, and outcomes
Journal of International Business Studies
·
2024
·
3 authors
47
citations
The Omega Score: An improved tool for SME default predictions
Journal of the International Council for Small Business
·
2023
·
4 authors
·
Open access
26
citations
Revisiting SME default predictors: The Omega Score
Journal of Small Business Management
·
2022
·
3 authors
·
Open access
65
citations
Has the Evergrande Debt Crisis Rattled Chinese Capital Markets? A Series of Event Studies and Their Implications
Finance research letters
·
2022
·
3 authors
·
Open access
34
citations
Rethinking SME default prediction: a systematic literature review and future perspectives
Scientometrics
·
2021
·
4 authors
·
review
·
Open access
149
citations
A Race for Long Horizon Bankruptcy Prediction
Applied Economics
·
2020
·
4 authors
75
citations
Corporate Financial Distress, Restructuring, and Bankruptcy
Wiley eBooks
·
2019
·
3 authors
·
book
159
citations
Corporate Financial Distress, Restructuring, and Bankruptcy : Analyze Leveraged Finance, Distressed Debt, and Bankruptcy
·
2019
·
3 authors
55
citations
Corporate Financial Distress
·
2019
·
3 authors
·
other
52
citations
Assessing the credit worthiness of Italian SMEs and mini-bond issuers
Global Finance Journal
·
2018
·
2 authors
81
citations
Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models?
International Journal of Financial Studies
·
2018
·
1 author
·
Open access
82
citations
A fifty-year retrospective on credit risk models, the Altman Z -score family of models and their applications to financial markets and managerial strategies
The Journal of Credit Risk
·
2018
·
1 author
124
citations
Machine learning models and bankruptcy prediction
Expert Systems with Applications
·
2017
·
3 authors
952
citations
Financial and nonfinancial variables as long-horizon predictors of bankruptcy
The Journal of Credit Risk
·
2016
·
4 authors
·
Open access
74
citations
Financial Distress Prediction in an International Context: A Review and Empirical Analysis of Altman's Z‐ Score Model
Journal of International Financial Management and Accounting
·
2016
·
4 authors
843
citations
The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It?
Financial Review
·
2015
·
2 authors
23
citations
Distressed Firm and Bankruptcy Prediction in an International Context: A Review and Empirical Analysis of Altman's Z-Score Model
SSRN Electronic Journal
·
2014
·
4 authors
·
preprint
·
Open access
188
citations
Ultimate recovery mixtures
Journal of Banking & Finance
·
2013
·
2 authors
·
Open access
75
citations
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models
·
2013
·
1 author
·
other
·
Open access
247
citations
Predicting financial distress of companies: revisiting the Z-Score and ZETA® models
Edward Elgar Publishing eBooks
·
2013
·
1 author
·
chapter
797
citations
Z-Score Models’ application to Italian companies subject to extraordinary administration
·
2013
·
3 authors
83
citations
MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET
World Scientific series in finance
·
2013
·
2 authors
·
chapter
30
citations
Default Recovery Rates and Lgd in Credit Risk Modelling and Practice
Oxford University Press eBooks
·
2012
·
1 author
·
chapter
30
citations
Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk
Journal of applied corporate finance
·
2011
·
2 authors
·
Open access
38
citations
A Simple Empirical Model of Equity-ImpliedProbabilities of Default
The Journal of Fixed Income
·
2010
·
3 authors
·
Open access
48
citations
Defaults and Returns in the High-Yield Bond Market: The Year 2008 in Review and Outlook
Edward Elgar Publishing eBooks
·
2010
·
2 authors
·
chapter
42
citations
The value of non-financial information in SME risk management
The Journal of Credit Risk
·
2010
·
2 authors
·
Open access
339
citations
Corporate financial distress diagnosis model and application in credit rating for listing firms in China
Frontiers of Computer Science in China
·
2010
·
3 authors
118
citations
Bank Debt versus Bond Debt: Evidence from Secondary Market Prices
Journal of money credit and banking
·
2010
·
3 authors
88
citations
The value of non-financial information in small and medium-sized enterprise risk management
·
2010
·
3 authors
191
citations
Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22
Journal of applied corporate finance
·
2009
·
2 authors
·
Open access
39
citations
The re-emergence of distressed exchanges in corporate restructurings
The Journal of Credit Risk
·
2009
·
2 authors
38
citations
Default recovery rates and LGD in credit risk modelling and practice: An updated review of the literature and empirical evidence
Cambridge University Press eBooks
·
2008
·
1 author
·
chapter
81
citations
Managing Credit Risk
Wiley eBooks
·
2008
·
4 authors
·
book
81
citations
Modelling Credit Risk for SMEs: Evidence from the U.S. Market
Abacus
·
2007
·
1 author
606
citations
Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble?
Journal of applied corporate finance
·
2007
·
1 author
50
citations
Corporate Financial Distress Diagnosis in China
·
2007
·
4 authors
41
citations
A Point-in-Time Perspective on Through-the-Cycle Ratings
Financial Analysts Journal
·
2006
·
2 authors
115
citations
Corporate financial distress and bankruptcy : predict and avoid bankruptcy, analyze and invest in distressed debt
·
2005
·
2 authors
371
citations
Corporate Financial Distress and Bankruptcy
Wiley eBooks
·
2005
·
2 authors
·
book
759
citations
An emerging market credit scoring system for corporate bonds
Emerging Markets Review
·
2005
·
1 author
259
citations
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*
The Journal of Business
·
2005
·
4 authors
·
Open access
759
citations
Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs
Journal of Financial Services Research
·
2005
·
1 author
196
citations
Modeling Credit Risk for Smes: Evidence from the Us Market
SSRN Electronic Journal
·
2005
·
1 author
·
preprint
·
Open access
146
citations
Recovery Risk: The Next Challenge in Credit Risk Management
·
2005
·
3 authors
77
citations
How rating agencies achieve rating stability
Journal of Banking & Finance
·
2004
·
2 authors
·
Open access
467
citations
Default Recovery Rates in Credit Risk Modelling: A Review of the Literature and Empirical Evidence
Economic Notes
·
2004
·
3 authors
194
citations
How rating Agenices achieve rating stability
Faculty Digital Archive (New York University Florence)
·
2004
·
2 authors
·
report
·
Open access
66
citations
Defaults and Returns on High-Yield Bonds
The Journal of Portfolio Management
·
2004
·
2 authors
37
citations
Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence
Faculty Digital Archive (New York University Florence)
·
2003
·
3 authors
·
report
·
Open access
72
citations
Informational Efficiency Of Loans Versus Bonds: Evidence From Secondary Market Prices
Faculty Digital Archive (New York University Florence)
·
2003
·
3 authors
·
report
·
Open access
42
citations
2005), “The Link between Default and Recovery Rates
Faculty Digital Archive (New York University Florence)
·
2003
·
4 authors
·
report
·
Open access
35
citations
The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios
·
2002
·
3 authors
45
citations
Managing Credit Risk: A Challenge for the New Millennium
Economic Notes
·
2002
·
1 author
30
citations
Credit ratings and the BIS capital adequacy reform agenda
Journal of Banking & Finance
·
2002
·
3 authors
78
citations
Bankruptcy, Credit Risk, and High Yield Junk Bonds
·
2002
·
1 author
127
citations
REVISITING CREDIT SCORING MODELS IN A BASEL 2 ENVIRONMENT
Faculty Digital Archive (New York University Florence)
·
2002
·
1 author
·
report
·
Open access
79
citations
CORPORATE DISTRESS PREDICTION MODELS IN A TURBULENT ECONOMIC AND BASEL II ENVIRONMENT
Faculty Digital Archive (New York University Florence)
·
2002
·
1 author
·
report
·
Open access
69
citations
An analysis and critique of the BIS proposal on capital adequacy and ratings
Journal of Banking & Finance
·
2001
·
2 authors
149
citations