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Introducing recursive partitioning for financial classification : the case of financial distress

Frydman, Halina; Altman, Edward I.; Kao, Duen-Li - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 269-291

Persistent link: https://www.econbiz.de/10002174003

Introducing recursive partitioning for financial classification : the case of financial distress

Frydman, Halina

Persistent link: https://www.econbiz.de/10001273336

The implications of corporate bond rating drift

Altman, Edward I.; Kao, Duen-li - 1991

Persistent link: https://www.econbiz.de/10000964215

Testing the adequacy of Markov chain and mover-stayer models as representations of credit behavior

Frydman, Halina - In: Operations research 33 (1985) 6, pp. 1203-1214

Persistent link: https://www.econbiz.de/10001019471

Statistical models in credit management

Kallberg, Jarl G. - In: Advances in working capital management : a research annual 1 (1988), pp. 147-174

Persistent link: https://www.econbiz.de/10001063787

Battle for Alphas : Hedge Funds Versus Long-Only Portfolios

Kao, Duen-Li - 2003

The study reported here empirically examined whether the alphas of hedge funds and those of long-only portfolios present different distributions and are derived from different risk factors. Adjusted for return volatility differences, hedge funds seem to offer more consistent alphas for potential...

Persistent link: https://www.econbiz.de/10012786899

Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress.

Frydman, Halina; Altman, Edward I; Kao, Duen-Li - In: Journal of Finance 40 (1985) 1, pp. 269-91

Persistent link: https://www.econbiz.de/10005214040

ALTERNATIVE INVESTMENTS - Battle for Alphas: Hedge Funds versus Long-Only Portfolios - The different return distributions and risk factors of hedge funds versus long-only portfolio...

Kao, Duen-Li - In: Financial analysts' journal : FAJ 58 (2002) 2, pp. 16-37

Persistent link: https://www.econbiz.de/10006267748

PORTFOLIO MANAGEMENT - Equity Style Timing - The opportunities provided by exploiting size, style, and asset-class differences in the US markets are reviewed, followed by explorati...

Kao, Duen-Li; Shumaker, Robert D. - In: Financial analysts' journal : FAJ 55 (1999) 1, pp. 37-48

Persistent link: https://www.econbiz.de/10006300461

VALUATION - Estimating and Pricing Credit Risk: An Overview - In a review of the developments in estimating and pricing credit risk, this article examines the critical components o...

Kao, Duen-Li - In: Financial analysts' journal : FAJ 56 (2000) 4, pp. 50-66

Persistent link: https://www.econbiz.de/10006285476