Edward I. Altman

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Identifer

Contact

Affiliations

• New York University (NYU) / Stern School of Business / Finance Department
  • EDIRC entry
  • location:

Research profile

author of:

• Airline Bankruptcy propensitites: A zeta analysis (RePEc:ags:ndtr80:311672)
  by Altman, Edward I. & Gritta, Richard D.
• The Anatomy of Distressed Debt Markets (RePEc:anr:refeco:v:11:y:2019:p:21-37)
  by Edward I. Altman & Robert Benhenni
• Building Sme rating: is it necessary for lenders to monitor financial statements of the borrowers? (RePEc:ban:bancar:v:10:y:2013:m:october:p:54-71)
  by Edward I. Altman & Alessandro Giannozzi & Oliviero Roggi & Gabriele Sabato
• Z-Score Models’ application to Italian companies subject to extraordinary administration (RePEc:ban:bancar:v:4:y:2013:m:april:p:24-37)
  by Edward I. Altman & Alessandro Danovi & Alberto Falini
• The link between default and recovery rates: effects on the procyclicality of regulatory capital ratios (RePEc:bis:biswps:113)
  by Edward I. Altman & Andrea Resti & Andrea Sironi
• Modelling Credit Risk for SMEs: Evidence from the U.S. Market (RePEc:bla:abacus:v:43:y:2007:i:3:p:332-357)
  by Edward I. Altman & Gabriele Sabato
• Managing Credit Risk: A Challenge for the New Millennium (RePEc:bla:ecnote:v:31:y:2002:i:2:p:201-214)
  by Edward I Altman
• The Impact of the Rating Agencies’ Through‐the‐cycle Methodology on Rating Dynamics (RePEc:bla:ecnote:v:34:y:2005:i:2:p:127-154)
  by Edward I. Altman & Herbert A. Rijken
• The Bankruptcy System's Chapter 22 Recidivism Problem: How Serious is It? (RePEc:bla:finrev:v:50:y:2015:i:1:p:1-26)
  by Edward I. Altman & Ben Branch
• Revisiting The High Yield Bond Market: Mature But Never Dull (RePEc:bla:jacrfn:v:13:y:2000:i:1:p:64-74)
  by Edward I. Altman
• The Controversy Over Executive Compensation (RePEc:bla:jacrfn:v:16:y:2004:i:1:p:108-111)
  by Edward Altman & George Benston & Gerald Bierwag & Marshall Blume & Richard Brealey & Willard Carleton & Andrew Chen & Elroy Dimson & Franklin Edwards & Robert Eisenbeis & Wayne Ferson & Mark Flannery
• Global Debt Markets in 2007: New Paradigm or the Great Credit Bubble? (RePEc:bla:jacrfn:v:19:y:2007:i:3:p:17-31)
  by Edward I. Altman
• Morgan Stanley Roundtable on Managing Financial Trouble (RePEc:bla:jacrfn:v:19:y:2007:i:4:p:16-43)
  by Edward Altman
• Post‐Chapter 11 Bankruptcy Performance: Avoiding Chapter 22 (RePEc:bla:jacrfn:v:21:y:2009:i:3:p:53-64)
  by Edward I. Altman & Tushar Kant & Thongchai Rattanaruengyot
• Toward a Bottom‐Up Approach to Assessing Sovereign Default Risk (RePEc:bla:jacrfn:v:23:y:2011:i:1:p:20-31)
  by Edward I. Altman & Herbert A. Rijken
• Setting the Record Straight on Junk Bonds: A Review of the Research on Default Rates and Returns (RePEc:bla:jacrfn:v:3:y:1990:i:2:p:82-95)
  by Edward I. Altman
• The Prediction Of Corporate Bankruptcy: A Discriminant Analysis (RePEc:bla:jfinan:v:23:y:1968:i:1:p:193-194)
  by Edward I. Altman
• Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy (RePEc:bla:jfinan:v:23:y:1968:i:4:p:589-609)
  by Edward I. Altman
• Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation (RePEc:bla:jfinan:v:24:y:1969:i:5:p:887-900)
  by Altman, Edward I
• Ratio Analysis and the Prediction of Firm Failure: A Reply (RePEc:bla:jfinan:v:25:y:1970:i:5:p:1169-72)
  by Altman, Edward I
• Railroad Bankruptcy Propensity (RePEc:bla:jfinan:v:26:y:1971:i:2:p:333-45)
  by Altman, Edward I
• Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply (RePEc:bla:jfinan:v:27:y:1972:i:3:p:718-21)
  by Altman, Edward I
• Volatility Behavior of Industrial Stock Price Indices (RePEc:bla:jfinan:v:28:y:1973:i:4:p:957-71)
  by Schwartz, Robert A & Altman, Edward I
• Comparative Analysis of Risk Measures: France and the United States (RePEc:bla:jfinan:v:29:y:1974:i:5:p:1495-1511)
  by Altman, Edward I & Jacquillat, Bertrand C & Levasseur, Michel
• A Financial Early Warning System for Over-the-Counter Broker-Dealers (RePEc:bla:jfinan:v:31:y:1976:i:4:p:1201-17)
  by Altman, Edward I & Loris, Bettina
• A Further Empirical Investigation of the Bankruptcy Cost Question (RePEc:bla:jfinan:v:39:y:1984:i:4:p:1067-89)
  by Altman, Edward I
• Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress (RePEc:bla:jfinan:v:40:y:1985:i:1:p:269-91)
  by Frydman, Halina & Altman, Edward I & Kao, Duen-Li
• The Equity Performance of Firms Emerging from Bankruptcy (RePEc:bla:jfinan:v:54:y:1999:i:5:p:1855-1868)
  by Allan C. Eberhart & Edward I. Altman & Reena Aggarwal
• Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration (RePEc:cup:jfinqa:v:11:y:1976:i:04:p:575-575_02)
  by Altman, Edward I. & Brenner, Menachem
• Financial Applications of Discriminant Analysis: A Clarification (RePEc:cup:jfinqa:v:13:y:1978:i:01:p:185-195_00)
  by Altman, Edward I. & Eisenbeis, Robert A.
• Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending (RePEc:cup:jfinqa:v:15:y:1980:i:04:p:813-832_01)
  by Altman, Edward I.
• Information Effects and Stock Market Response to Signs of Firm Deterioration (RePEc:cup:jfinqa:v:16:y:1981:i:01:p:35-51_00)
  by Altman, Edward I. & Brenner, Menachem
• Common Stock Price Volatility Measures and Patterns (RePEc:cup:jfinqa:v:4:y:1970:i:05:p:603-625_01)
  by Altman, Edward I. & Schwartz, Robert A.
• Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience (RePEc:cup:jfinqa:v:9:y:1974:i:02:p:195-211_01)
  by Altman, Edward I. & Margaine, Michel & Schlosser, Michel & Vernimmen, Pierre
• An integrated pricing model for defaultable loans and bonds (RePEc:eee:ejores:v:163:y:2005:i:1:p:65-82)
  by Onorato, Mario & Altman, Edward I.
• An emerging market credit scoring system for corporate bonds (RePEc:eee:ememar:v:6:y:2005:i:4:p:311-323)
  by Altman, Edward I.
• Has the Evergrande debt crisis rattled Chinese capital markets? A series of event studies and their implications (RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004457)
  by Altman, Edward I. & Hu, Xiaolu & Yu, Jing
• Assessing the credit worthiness of Italian SMEs and mini-bond issuers (RePEc:eee:glofin:v:43:y:2020:i:c:s1044028317304891)
  by Altman, Edward I. & Esentato, Maurizio & Sabato, Gabriele
• Analyzing risks, returns and potential interest in the U.S. high yield corporate debt market for Japanese investors (RePEc:eee:japwor:v:1:y:1989:i:2:p:163-186)
  by Altman, Edward I. & Minowa, Yoshiki
• ZETATM analysis A new model to identify bankruptcy risk of corporations (RePEc:eee:jbfina:v:1:y:1977:i:1:p:29-54)
  by Altman, Edward I. & Haldeman, Robert G. & Narayanan, P.
• Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) (RePEc:eee:jbfina:v:18:y:1994:i:3:p:505-529)
  by Altman, Edward I. & Marco, Giancarlo & Varetto, Franco
• Credit risk measurement: Developments over the last 20 years (RePEc:eee:jbfina:v:21:y:1997:i:11-12:p:1721-1742)
  by Altman, Edward I. & Saunders, Anthony
• The importance and subtlety of credit rating migration (RePEc:eee:jbfina:v:22:y:1998:i:10-11:p:1231-1247)
  by Altman, Edward I.
• Default rates in the syndicated bank loan market: A mortality analysis (RePEc:eee:jbfina:v:24:y:2000:i:1-2:p:229-253)
  by Altman, Edward I. & Suggitt, Heather J.
• Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets (RePEc:eee:jbfina:v:25:y:2001:i:1:p:1-2)
  by Altman, Edward I.
• An analysis and critique of the BIS proposal on capital adequacy and ratings (RePEc:eee:jbfina:v:25:y:2001:i:1:p:25-46)
  by Altman, Edward I. & Saunders, Anthony
• Credit ratings and the BIS capital adequacy reform agenda (RePEc:eee:jbfina:v:26:y:2002:i:5:p:909-921)
  by Altman, Edward I. & Bharath, Sreedhar T. & Saunders, Anthony
• How rating agencies achieve rating stability (RePEc:eee:jbfina:v:28:y:2004:i:11:p:2679-2714)
  by Altman, Edward I. & Rijken, Herbert A.
• Ultimate recovery mixtures (RePEc:eee:jbfina:v:40:y:2014:i:c:p:116-129)
  by Altman, Edward I. & Kalotay, Egon A.
• Introduction: Company and country risk models (RePEc:eee:jbfina:v:8:y:1984:i:2:p:151-151)
  by Altman, Edward I.
• The success of business failure prediction models : An international survey (RePEc:eee:jbfina:v:8:y:1984:i:2:p:171-198)
  by Altman, Edward I.
• Statistical classification models applied to common stock analysis (RePEc:eee:jbrese:v:9:y:1981:i:2:p:123-149)
  by Altman, Edward I.
• Predicting performance in the savings and loan association industry (RePEc:eee:moneco:v:3:y:1977:i:4:p:443-466)
  by Altman, Edward I.
• Predicting financial distress of companies: revisiting the Z-Score and ZETA® models (RePEc:elg:eechap:14545_17)
  by Edward I. Altman
• Financial Distress and Restructuring Models (RePEc:fma:fmanag:chen95)
  by Yehning Chen & J. Fred Weston & Edward I. Altman
• Rating Migration of Corporate Bonds: Comparative Results and Investor/Lender Implications (RePEc:fth:nystfi:96-1)
  by Edward I. Altman
• The Equity Performance of Firms Emerging from Bankruptcy (RePEc:fth:nystfi:96-2)
  by Edward I. Altman & Allan C. Eberhart & Reena Aggarwal
• The Equity Performance of Firms Emerging from Bankruptcy (RePEc:fth:nystfi:96-22)
  by Allan C. Eberhart & Edward I. Altman & Reena Aggarwal
• Credit Risk Measurement: Developments over the Last 20 Years (RePEc:fth:nystfi:96-3)
  by Edward I. Altman & Anthony Saunders
• The Investment Performance of Defaulted Bonds for 1987-95 and Market Outlook (RePEc:fth:nystfi:96-4)
  by Edward I. Altman & Anthony C. Morris
• Business Failure Classification Models: An International Survey (RePEc:fth:nystfi:96-5)
  by Edward I. Altman & Paul Narayanan
• Corporate Bond and Commercial Loan Portfolio Analysis (RePEc:fth:nystfi:96-6)
  by Edward I. Altman
• Credit Risk Measurement and Management: The Ironic Challenge in the Next Decade (RePEc:fth:nystfi:98-003)
  by Edward I. Altman
• Market Size and Investment Performance of Defaulted Bonds & Bank Loans: 1987-1998 (RePEc:fth:nystfi:99-004)
  by Edward I. Altman & Luis Beltran
• Defaults & Returns on High Yield Bonds: Analysis Through 1998 and Default Outlook for 1999-2001 (RePEc:fth:nystfi:99-005)
  by Edward I. Altman & Diane Cooke & Vellore Kishore
• An Analysis and Critique of the BIS Proposal on Capital Adequacy and Ratings (RePEc:fth:nystfi:99-084)
  by Edward Altman & Anthony Saunders
• Applications of Distress Prediction Models: What Have We Learned After 50 Years from the Z-Score Models? (RePEc:gam:jijfss:v:6:y:2018:i:3:p:70-:d:161643)
  by Edward I. Altman
• Knowledge based framework for facilitating e-learning services (RePEc:ids:ijilea:v:4:y:2007:i:2:p:112-126)
  by Edward Altman & Ankush Mittal & Krishnan V. Pagalthivarthi
• Sovereign default risk assessment (RePEc:ids:injbaf:v:5:y:2013:i:1/2:p:6-27)
  by Edward I. Altman & Herbert A. Rijken
• Unknown item RePEc:inm:ormoor:v:22:y:1997:i:3:p:588-618 (article)
• Revisiting SME default predictors: The Omega Score (RePEc:inn:wpaper:2022-19)
  by Edward I. Altman & Marco Balzano & Alessandro Giannozzi & Stjepan Srhoj
• Effects of the New Basel Capital Accord on Bank Capital Requirements for SMEs (RePEc:kap:jfsres:v:28:y:2005:i:1:p:15-42)
  by Edward Altman & Gabriele Sabato
• Bank Debt versus Bond Debt: Evidence from Secondary Market Prices (RePEc:mcb:jmoncb:v:42:y:2010:i:4:p:755-767)
  by Edward I. Altman & Amar Gande & Anthony Saunders
• Defaults and Returns in the High-Yield Bond Market: Third-Quarter 2013 Review (RePEc:mul:jdp901:doi:10.12831/75573:y:2013:i:2:p:269-296)
  by Edward I. Altman & Brenda J. Kuehne
• A universal critical density underlying the physics of electrons at the LaAlO3/SrTiO3 interface (RePEc:nat:natcom:v:3:y:2012:i:1:d:10.1038_ncomms2116)
  by Arjun Joshua & S. Pecker & J. Ruhman & E. Altman & S. Ilani
• Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses (RePEc:oup:revfin:v:21:y:2017:i:1:p:433-463.)
  by Egon A. Kalotay & Edward I. Altman
• Assessing Potential Financial Problems for Firms in Brazil (RePEc:pal:jintbs:v:10:y:1979:i:2:p:9-24)
  by Edward I Altman & Tara K N Baidya & Luis Manoel Ribeiro Dias
• Customer lifetime value: stochastic optimization approach (RePEc:pal:jorsoc:v:55:y:2004:i:8:d:10.1057_palgrave.jors.2601755)
  by W-K Ching & M K Ng & K-K Wong & E Altman
• Defaults and Returns in the High-Yield Bond and Distressed Debt Market: Review and Outlook (RePEc:pal:palchp:978-1-137-44762-3_9)
  by Edward I. Altman & Brenda J. Kuehne
• Toward a bottom-up approach to assessing sovereign default risk: an update (RePEc:ris:jofitr:1508)
  by Altman, Edward & Rijken, Herbert
• Predicting Railroad Bankruptcies in America (RePEc:rje:bellje:v:4:y:1973:i:spring:p:184-211)
  by Edward I. Altman
• Share Markets and Portfolio Theory (RePEc:sae:ausman:v:6:y:1981:i:1:p:144-146)
  by Edward I. Altman
• On the Convergence to Nash Equilibrium in Problems of Distributed Computing (RePEc:spr:annopr:v:109:y:2002:i:1:p:279-291:10.1023/a:1016312521369)
  by T. Boulogne & E. Altman & O. Pourtallier
• Dynamic Games in Novel Networks: Guest Editors’ Forewords (RePEc:spr:dyngam:v:6:y:2016:i:4:d:10.1007_s13235-016-0193-3)
  by E. Altman & F. De Pellegrini
• Rethinking SME default prediction: a systematic literature review and future perspectives (RePEc:spr:scient:v:126:y:2021:i:3:d:10.1007_s11192-020-03856-0)
  by Francesco Ciampi & Alessandro Giannozzi & Giacomo Marzi & Edward I. Altman
• A Race for Long Horizon Bankruptcy Prediction (RePEc:taf:applec:v:52:y:2020:i:37:p:4092-4111)
  by Edward I. Altman & Małgorzata Iwanicz-Drozdowska & Erkki K. Laitinen & Arto Suvas
• Gated-type polling systems with walking and switch-in times (RePEc:tiu:tiutis:c093d92a-422f-4216-b528-08db6a510fcc)
  by Altman, E. & Blanc, J.P.C. & Khamisy, A. & Yechiali, U.
• The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications (RePEc:ucp:jnlbus:v:78:y:2005:i:6:p:2203-2228)
  by Edward I. Altman & Brooks Brady & Andrea Resti & Andrea Sironi
• Bank Debt versus Bond Debt: Evidence from Secondary Market Prices (RePEc:wly:jmoncb:v:42:y:2010:i:4:p:755-767)
  by Edward I. Altman & Amar Gande & Anthony Saunders
• Corporate Bond and Commercial Loan Portfolio Analysis (RePEc:wop:pennin:96-41)
  by Edward Altman
• The Value Of Personal Credit History In Risk Screening Of Entrepreneurs: Evidence From Marketplace Lending (RePEc:wsi:jfmmix:v:09:y:2021:i:01:n:s2282717x21500043)
  by Galina Andreeva & Edward I. Altman
• Managing and Measuring Risk:Emerging Global Standards and Regulations After the Financial Crisis (RePEc:wsi:wsbook:8565)
  by None
• Toward A Bottom-Up Approach To Assessing Sovereign Default Risk: An Update (RePEc:wsi:wschap:9789814417501_0002)
  by Edward I. Altman & Herbert Rijken
• MODELING CREDIT RISK FOR SMEs: EVIDENCE FROM THE US MARKET (RePEc:wsi:wschap:9789814417501_0009)
  by Edward I. Altman & Gabriele Sabato
• Revisiting SME default predictors: The Omega Score (RePEc:zbw:glodps:1207)
  by Altman, Edward I. & Balzano, Marco & Giannozzi, Alessandro & Srhoj, Stjepan