Search Results - person:"Altman, Edward I."

Predicting financial distress in Latin American companies : a comparative analysis of logistic regression and random forest models

Barboza, Flavio Luiz de Moraes; Altman, Edward I. - 2024

Persistent link: https://www.econbiz.de/10014534855

Assessing Corporate Performance in Latin America : The Potency of Logistic Regression and Random Forest for Predicting Financial Distress

Barboza, Flavio; Altman, Edward I. - 2023

Latin America is a growing financial market. The performance of its private sector corporations is critical, as inadequate performance and financial distress can result in losses for many people. This study analyses the efficacy of Logistic Regression (LR) and Random Forest (RF) techniques for...

Persistent link: https://www.econbiz.de/10014257105

Effects of corporate financial distress on peer firms : do intra-industry non-distressed firms become more conditionally conservative?

Sun, Jie; Yin, Fangyuan; Altman, Edward I.; Makosa, Lewis - 2023

Persistent link: https://www.econbiz.de/10014391341

Revisiting SME default predictors: The Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

Persistent link: https://www.econbiz.de/10013466195

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Revisiting SME default predictors: The Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

Book / Working Paper

The Omega Score: An improved tool for SME default predictions

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2023

Persistent link: https://www.econbiz.de/10015984838

Global Zombies

Altman, Edward I.; Dai, Rui; Wang, Wei - 2022

We propose a two-step filtering process using interest coverage ratio and default prediction models to measure the extent of “zombieism” globally: a phenomenon that describes the existence of companies that are insolvent but continue to survive due to unusual market conditions, financial...

Persistent link: https://www.econbiz.de/10013311987

Has the Evergrande debt crisis rattled Chinese capital markets? : a series of event studies and their implications

Altman, Edward I.; Hu, Xiaolu; Yu, Jing - 2022

Persistent link: https://www.econbiz.de/10014240105

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Has the Evergrande Debt Crisis Rattled Chinese Capital Markets? A Series of Event Studies and Their Implications

Altman, Edward I.; Hu, Xiaolu; Yu, Jing - 2022

Book / Working Paper

Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

SME default prediction is a long-standing issue in the finance and management literature. Proper estimates of the SME risk of failure can support policymakers in implementing restructuring policies, rating agencies and credit analytics firms in assessing creditworthiness, public and private...

Persistent link: https://www.econbiz.de/10013472256

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Revisiting SME default predictors : the Omega Score

Altman, Edward I.; Balzano, Marco; Giannozzi, Alessandro; … - 2022

Book / Working Paper

Assessing Corporate Credit Risk Transitions and Bankruptcy Prediction on SMEs as a Result of the COVID-19 Pandemic

Altman, Edward I.; Sieradzki, Rafal; Thlon, Michał - 2022

We estimate the impact of the COVID-19 pandemic on credit risk changes on a large sample of Polish SME firms. The Altman Z"-Score model, which has proven to be a powerful and robust bankruptcy prediction model across many industries and countries, is used to assess over 1,000 SMEs from seven...

Persistent link: https://www.econbiz.de/10013298186

The birth and growth of the journal of banking and finance : the legacy of Giorgio Szegö and Emilia Carulli

Altman, Edward I.; Saunders, Anthony - 2022

Persistent link: https://www.econbiz.de/10013533185