A fifty-year retrospective on credit risk models, the Altman Z-score family of models and their applications to financial markets and managerial strategies
Year of publication: |
2018
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Authors: | Altman, Edward I. |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 14.2018, 4, p. 1-34
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Subject: | Altman Z-score | bankruptcy prediction | credit risk | probability of default (PD) | equity investment strategy | bond strategies | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Risikomanagement | Risk management | Theorie | Theory | Anleihe | Bond | Finanzmarkt | Financial market | Betriebliche Liquidität | Corporate liquidity |
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