Performance of default-risk measures : the sample matters
Isabel Abinzano, Ana Gonzalez-Urteaga, Luis Muga, Santiago Sanchez
| Year of publication: |
2020
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|---|---|
| Authors: | Abinzano, Isabel ; Gonzalez-Urteaga, Ana ; Muga, Luis ; Sanchez, Santiago |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 120.2020, p. 1-17
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| Subject: | Credit-risk measures | Default prediction | Hard to value stocks | Messung | Measurement | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2020.105959 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012521486