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Using DEA and financial ratings for credit risk evaluation : an empirical anaylsis
Iazzolino, Gianpaolo, (2013)
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics
Singh, Arti, (2017)
Smoothing transition probability matrices under a risk sensitive approach
Perilioglu, Ahmet, (2017)
The prediction of corporate bankruptcy : a discriminant analysis
Altman, Edward I., (1967)
Market size, investment performance, and expected new supply of defaulted bonds & bank loans : 1987 - 1999
Altman, Edward I., (2000)
Defaults & returns on high yield bonds : analysis through 1999 and default outlook for 2000 - 2002