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Mind the tail, or risk to fail
16 references·3 citing·38 second hop
Mind the tail, or risk to fail (2019)Mind the tail, or risk to failHow does capital affect bank performance during financial crises? (2013)How does capital affect bank …Ex Ante Skewness and Expected Stock Returns (2012)Ex Ante Skewness and Expected…In Search of Distress Risk (2008)In Search of Distress RiskForecasting Default with the Merton Distance to Default Model (2008)Forecasting Default with the …Comparing the performance of market-based and accounting-based bankruptcy prediction models (2007)Comparing the performance of …35 years of studies on business failure: an overview of the classic statistical methodologies and their related problems (2005)35 years of studies on busine…Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…From value at risk to stress testing: The extreme value approach (2000)From value at risk to stress …Coherent Measures of Risk (1999)Coherent Measures of RiskTroubled debt restructurings (1990)Troubled debt restructuringsFinancial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Determinants of corporate borrowing (1977)Determinants of corporate bor…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Safety First and the Holding of Assets (1952)Safety First and the Holding …Financial distress and jump tail risk: Evidence from China's listed companies (2023)Financial distress and jump t…Toward a Digital Technology Perspective of Entrepreneurship (2022)Toward a Digital Technology P…Modeling of Bank Credit Risk Management Using the Cost Risk Model (2021)Modeling of Bank Credit Risk …The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Dividend Policy, Growth, and the Valuation of Shares (1961)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)A Survey of Corporate Governance (1997)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)The Economics of Structured Finance (2009)Credit Spreads and Business Cycle Fluctuations (2012)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Financial Ratios As Predictors of Failure (1966)Conditional logit analysis of qualitative choice behavior (1972)The Effect of Audit Quality on Earnings Management* (1998)Bank Runs, Deposit Insurance, and Liquidity (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Liquidity risk management and credit supply in the financial crisis (2011)Bank size, capital, and systemic risk: Some international evidence (2015)Macroprudential Policy, Countercyclical Bank Capital Buffers, and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments (2017)The Pricing of Options and Corporate Liabilities (1973)Multi-period corporate default prediction with stochastic covariates (2006)The impact of corporate social responsibility on the cost of bank loans (2010)Editor's Choice Digesting Anomalies: An Investment ApproachAdvances in prospect theory: Cumulative representation of uncertainty (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)… and the Cross-Section of Expected Returns (2015)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Modeling Term Structures of Defaultable Bonds (1999)On the Measurement of Poverty (1987)An Engine, Not a Camera (2006)Bank activity and funding strategies: The impact on risk and returns☆ (2010)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)
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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1977Determinants of corporate borrowing13,160 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 1952Safety First and the Holding of Assets2,537 cited
  • 2008In Search of Distress Risk2,232 cited
  • 2008Forecasting Default with the Merton Distance to Default Model2,220 cited
  • 2013How does capital affect bank performance during financial crises?1,690 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 1990Troubled debt restructurings1,096 cited
  • 2004Bankruptcy Prediction with Industry Effects810 cited
  • 200535 years of studies on business failure: an overview of the classic statistical methodologies and their related problems795 cited
  • 2012Ex Ante Skewness and Expected Stock Returns762 cited
  • 2007Comparing the performance of market-based and accounting-based bankruptcy prediction models584 cited
  • 2000

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From value at risk to stress testing: The extreme value approach
517 cited

Cited by

  • 2021Modeling of Bank Credit Risk Management Using the Cost Risk Model23 cited
  • 2023Financial distress and jump tail risk: Evidence from China's listed companies14 cited
  • 2022Toward a Digital Technology Perspective of Entrepreneurship6 cited