Bergh, W.M. van den; Steenbeek, O.W.; Berg, J. van den - Erasmus Research Institute of Management (ERIM), ERIM … - 2002
In this article, we demonstrate that a direct relation exists between the context of Japanese firms indicating relative distress and conditional return distribution properties. We map cross-sectional vectors with company characteristics on vectors with return feature vectors, using a fuzzy...
