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Non-tradable shares pricing and optimal default point based on hybrid KMV models: Evidence from China
16 references·0 citing·34 second hop
Non-tradable shares pricing and optimal default point based on hybrid KMV models: Evidence from China (2016)Non-tradable shares pricing and optimal d…The performance of corporate financial distress prediction models with features selection guided by domain knowledge and data mining approaches (2015)The performance of corporate …Prediction of financial distress: An empirical study of listed Chinese companies using data mining (2014)Prediction of financial distr…Financial ratio selection for business failure prediction using soft set theory (2014)Financial ratio selection for…Predicting financial distress and corporate failure: A review from the state-of-the-art definitions, modeling, sampling, and featuring approaches (2013)Predicting financial distress…An Average-Strike Put Option Model of the Marketability Discount (2012)An Average-Strike Put Option …A hybrid KMV model, random forests and rough set theory approach for credit rating (2012)A hybrid KMV model, random fo…Redefinition of the KMV model’s optimal default point based on genetic algorithms – Evidence from Taiwan (2011)Redefinition of the KMV model…Particle swarm optimization for bi-level pricing problems in supply chains (2010)Particle swarm optimization f…Forecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Multi-period corporate default prediction with stochastic covariates (2006)Multi-period corporate defaul…Default Risk in Equity Returns (2004)Default Risk in Equity ReturnsAssessing the Probability of Bankruptcy (2004)Assessing the Probability of …How Much Can Marketability Affect Security Values? (1995)How Much Can Marketability Af…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Financial Ratios As Predictors of Failure (1966)Ensemble boosted trees with synthetic features generation in application to bankruptcy prediction (2016)Deep learning models for bankruptcy prediction using textual disclosures (2018)Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering (2022)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Asset pricing and the bid-ask spread (1986)Capital Market Equilibrium with Transaction Costs (1986)Brownian Motion and Stochastic Flow Systems. (1987)Connecting discrete and continuous path-dependent options (1999)The term structure of very short-term rates: New evidence for the expectations hypothesis (2000)Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? (2003)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)… and the Cross-Section of Expected Returns (2015)Mining corporate annual reports for intelligent detection of financial statement fraud – A comparative study of machine learning methods (2017)Systematic review of bankruptcy prediction models: Towards a framework for tool selection (2017)Deep learning for financial applications : A survey (2020)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)The impact of corporate social responsibility on the cost of bank loans (2010)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2004Default Risk in Equity Returns1,997 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 2006Multi-period corporate default prediction with stochastic covariates973 cited
  • 2014Prediction of financial distress: An empirical study of listed Chinese companies using data mining479 cited
  • 2013Predicting financial distress and corporate failure: A review from the state-of-the-art definitions, modeling, sampling, and featuring approaches394 cited
  • 1995How Much Can Marketability Affect Security Values?284 cited
  • 2010Particle swarm optimization for bi-level pricing problems in supply chains127 cited
  • 2012A hybrid KMV model, random forests and rough set theory approach for credit rating111 cited
  • 2014Financial ratio selection for business failure prediction using soft set theory87 cited
  • 2015The performance of corporate financial distress prediction models with features selection guided by domain knowledge and data mining approaches

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84 cited
  • 2012An Average-Strike Put Option Model of the Marketability Discount30 cited
  • 2011Redefinition of the KMV model’s optimal default point based on genetic algorithms – Evidence from Taiwan28 cited
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