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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
~subject:"Estimation"
~subject:"Financial distress"
~subject:"Risk"
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Estimation
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European journal of operational research : EJOR
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ECONIS (ZBW)
14
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1
Machine learning for corporate default risk : multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
Sigrist, Fabio Roman Albert
;
Leuenberger, Nicola
- In:
European journal of operational research : EJOR
305
(
2023
)
3
,
pp. 1390-1406
Persistent link: https://www.econbiz.de/10013498806
Saved in:
2
The profitability of online loans : a competing risks analysis on default and prepayment
Li, Zhiyong
;
Li, Aimin
;
Bellotti, Anthony
;
Yao, Xiao
- In:
European journal of operational research : EJOR
306
(
2023
)
2
,
pp. 968-985
Persistent link: https://www.econbiz.de/10014279674
Saved in:
3
Dissection bankruptcy frictions
Dou, Winston Wei
;
Taylor, Lucian A.
;
Wang, Wei
;
Wang, Wenyu
-
2019
Persistent link: https://www.econbiz.de/10012170850
Saved in:
4
Sharp asymptotics for large portfolio losses under extreme risks
Tang, Qihe
;
Tang, Zhaofeng
;
Yang, Yang
- In:
European journal of operational research : EJOR
276
(
2019
)
2
,
pp. 710-722
Persistent link: https://www.econbiz.de/10012003644
Saved in:
5
Liquidity tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
Saved in:
6
Nonstationary Z-Score measures
Mare, Davide Salvatore
;
Moreira, Fernando
;
Rossi, Roberto
- In:
European journal of operational research : EJOR
260
(
2017
)
1
,
pp. 348-358
Persistent link: https://www.econbiz.de/10011698038
Saved in:
7
Corporate failure prediction in the European energy sector : a multicriteria approach and the effect of country characteristics
Doumpos, Michalis
;
Andriosopoulos, Kostas
;
Galariotis, …
- In:
European journal of operational research : EJOR
262
(
2017
)
1
,
pp. 347-360
Persistent link: https://www.econbiz.de/10011785781
Saved in:
8
Prediction of financial distress : an empirical study of listed Chinese companies using data mining
Geng, Ruibin
;
Bose, Indranil
;
Chen, Xi
- In:
European journal of operational research : EJOR
241
(
2015
)
1
,
pp. 236-247
Persistent link: https://www.econbiz.de/10010486864
Saved in:
9
Financial distress drivers in Brazilian banks : a dynamic slacks approach
Wanke, Peter
;
Barros, Carlos Pestana
;
Faria, João Ricardo
- In:
European journal of operational research : EJOR
240
(
2015
)
1
,
pp. 258-268
Persistent link: https://www.econbiz.de/10010491713
Saved in:
10
Corporate bankruptcy reorganizations : estimates from a bargaining model
Eraslan, Hülya
(
contributor
)
-
2007
-
This version: May 17, 2007
Persistent link: https://www.econbiz.de/10003727390
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