| 所在主题： | |
| 文件名: Edward I. Altman.rar | |
| 资料下载链接地址: https://bbs.pinggu.org/a-888346.html | |
| 附件大小: | |
|
（所有资源均来自Edward I. Altman的个人主页：http://pages.stern.nyu.edu/~ealtman/）
About Edward I. Altman ： Edward Altman is the MaxL. Heine Professor of Finance at the Stern School of Business, New YorkUniversity. Since 1990, he has directed the research effort in Fixed Income andCredit Markets at the NYU Salomon Centerand is currently the Vice-Director of the Center. Prior to serving in hispresent position, Professor Altman chaired the Stern School'sMBA Program for 12 years. He has been a visiting Professor at the Hautes Etudes Commerciales and Universite de Paris-Dauphine in France,at the Pontificia Catolica Universidade in Rio de Janeiro,at the Australian Graduate School of Management in Sydneyand Luigi Bocconi Universityin Milan. Edward I. Altman教授是国际著名的金融学家，专门从事企业的信用风险管理研究，他在1968年提出的Z-Score风险预警模型，更是众多风险估值方法和预警管理模型的鼻祖，并因此享誉国际。 Edward I. Altman教授，目前是纽约大学(New York University) 金融系的讲座教授(Chair Professor)与纽约大学Salomon 研究中心的Deputy Director，也是美国著名金融杂志Journal of Banking and Finance的执行编辑。其主要研究领域包括：企业危机之预测与诊断、金融行业的风险管理、商业银行贷款策略研究、资本市场与公司理财研究等。 目录 A Flexible Approach to Modeling Ultimate Recoveries on Defaulted Loans and Bonds A Simple Empirical Model of Equity-Implied Probabilities of Default About Corporate Default Rates, 2007 An Analysis Critique of the BIS Proposal on Capital Adequacy and Ratings, 1/2000 An Emerging Market Credit Scoring System for Corporate Bonds An Integrated Pricing Model for Defaultable Loans and Bonds Are Historically Based Default and Recovery Models in the High-Yield and Distressed Debt Markets Still Relevant in Today's Credit Environment? - 10/2006 Avoiding Chapter 22: Why Post-Emergence Liquidity, Profitability and Leverage Make All the Difference Bank Debt versus Bond Debt: Evidence from Secondary Market Prices Business Failure Classification Models: An International Survey Corporate Distress Diagnosis: Comparisons using Linear Discriminant Analysis & Neural Networks Corporate Distress Prediction Models in a Turbulent Economic and Basel II Environment, 9/2002 Corporate Financial Distress Diagnosis in China Credit Ratings and the BIS Reform Agenda, 3/28/2001 Current Conditions in the High Yield and Defaulted Debt Markets, 2006 Default Recovery Rates and LGD in Credit Risk Modeling and Practice: An Updated Review of the Literature and Empirical Evidence, 11/2006 Default Recovery Rates in Credit Risk Modeling: A Review of the Literature and Empirical Evidence, 12/2003 Defaults & Returns in the High-Yield Bond & Distressed Debt Market: The Year 2009 in Review & Outlook Defaults and Returns in the High-Yield Bond Market: The Year 2007 in Review and Outlook Defaults and Returns on High Yield Bonds: The Year 2002 in Review and the Market Outlook, 2/2003 Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs Emerging Market Corporate Bonds?A Scoring System, 5/15/1995 Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? How Rating Agencies Achieve Rating Stability, 4/2004 Informational Efficiency of Loans Versus Bonds: Evidence from Secondary Market Prices, 11/2003 Market Dynamics and Investment Performance of Distressed and Defaulted Debt Securities, 12/1998 Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-2002, 2/2002 Modeling Credit Risk for SMEs: Evidence from the US Market, 11/2006 Post-Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 Predicting Corporate Bankruptcy: The Z-Score Model Predicting Financial Distress of Companies: Revisiting the Z-Score and Zeta Models, 7/2000 Sovereign Default Risk Assessment From The Bottom-Up Technical Appendix to A Simple Empirical Model of Equity-Implied Probabilities of Default The Anatomy of the High Yield Bond Market, 9/21/1998 The Effects of Rating Through the Cycle on Rating Stability, Rating Timeliness and Default Prediction, March 2005 The Equity Performance of Firms Emerging from Bankruptcy, 11/1998 The Importance and Subtlety of Credit Rating Migration, 9/1997 The Investment Performance & Market Dynamics of Defaulted Bonds & Bank Loans: 2009 Review & 2010 Outlook The Investment Performance and Market Size of Defaulted Bonds and Bank Loans: 2006 Review and 2007 Outlook, February 2007 The Investment Performance and Market Size of Defaulted Bonds and Bank Loans: 2007 Review and 2008 Outlook The Japanese Non-Performing Loans Problem: Securitization as a Solution, 4/14/1999 The Link between Default and Recovery Rates: Theory, Empirical Evidence and Implications, 3/2003 The Reemergence of Distressed Exchanges in Corporate Restructurings The Value of Qualitative Information in SME Risk Management The Z-Metrics Methodology for Estimating Company Credit Ratings and Default Risk Probabilities Toward a Bottom-Up Approach to Assessing Sovereign Default Risk Why GM Should File for Bankruptcy with a DIP-Twist Help from Its Friends ZETA Analysis 来源：http://pages.stern.nyu.edu/~ealtman/ |
|
熟悉论坛请点击新手指南
|
|
| 下载说明 | |
|
1、论坛支持迅雷和网际快车等p2p多线程软件下载，请在上面选择下载通道单击右健下载即可。 2、论坛会定期自动批量更新下载地址,所以请不要浪费时间盗链论坛资源,盗链地址会很快失效。 3、本站为非盈利性质的学术交流网站,鼓励和保护原创作品，拒绝未经版权人许可的上传行为。本站如接到版权人发出的合格侵权通知，将积极的采取必要措施；同时，本站也将在技术手段和能力范围内，履行版权保护的注意义务。 (如有侵权，欢迎举报) |
|
京ICP备16021002号-2 京B2-20170662号
京公网安备 11010802022788号
论坛法律顾问：王进律师
知识产权保护声明
免责及隐私声明
