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We study the relationship between the risk of default and Environmental, Social and Governance (ESG) factors using Supervised Machine Learning (SML) techniques on a cross-section of European listed companies. Our proxy for credit risk is the z-score originally proposed by Altman (1968).We...
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We study the relationship between the risk of default and Environmental, Social, and Governance (ESG) factors using Machine Learning (ML) techniques on a cross-section of European listed companies. Our proxy for credit risk is the z-score originally proposed by Altman (1968). We consider an...
Persistent link: https://www.econbiz.de/10014258775
We study the relationship between the risk of default and Environmental, Social and Governance (ESG) factors using Supervised Machine Learning (SML) techniques on a crosssection of European listed companies. Our proxy for credit risk is the z-score originally proposed by Altman (1968). We...
Persistent link: https://www.econbiz.de/10013463784