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Edward I. Altman

Global rank #984 98%

Institution: New York University (NYU)

Primary Field: Finance (weighted toward more recent publications)

Homepage: https://www.stern.nyu.edu/faculty/bio/edward-altman

First Publication: 1968

Most Recent: 2020

RePEc ID: pal1182 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 1.01 0.00 1.26
All Time 0.00 20.11 23.29 0.00 63.76

Publication Statistics

Raw Publications 34
Coauthorship-Adjusted Count 44.09

Publications (34)

Year Article Journal Tier Authors
2020 A Race for Long Horizon Bankruptcy Prediction Applied Economics C 4
2017 Intertemporal Forecasts of Defaulted Bond Recoveries and Portfolio Losses Review of Finance B 2
2014 Ultimate recovery mixtures Journal of Banking & Finance B 2
2010 Bank Debt versus Bond Debt: Evidence from Secondary Market Prices Journal of Money, Credit, and Banking B 3
2004 How rating agencies achieve rating stability Journal of Banking & Finance B 2
2002 Credit ratings and the BIS capital adequacy reform agenda Journal of Banking & Finance B 3
2001 Credit ratings and the proposed new BIS guidelines on capital adequacy for bank credit assets Journal of Banking & Finance B 1
2001 An analysis and critique of the BIS proposal on capital adequacy and ratings Journal of Banking & Finance B 2
2000 Default rates in the syndicated bank loan market: A mortality analysis Journal of Banking & Finance B 2
1999 The Equity Performance of Firms Emerging from Bankruptcy Journal of Finance A 3
1998 The importance and subtlety of credit rating migration Journal of Banking & Finance B 1
1997 Credit risk measurement: Developments over the last 20 years Journal of Banking & Finance B 2
1994 Corporate distress diagnosis: Comparisons using linear discriminant analysis and neural networks (the Italian experience) Journal of Banking & Finance B 3
1985 Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress. Journal of Finance A 3
1984 Introduction: Company and country risk models Journal of Banking & Finance B 1
1984 The success of business failure prediction models : An international survey Journal of Banking & Finance B 1
1984 A Further Empirical Investigation of the Bankruptcy Cost Question. Journal of Finance A 1
1981 Information Effects and Stock Market Response to Signs of Firm Deterioration Journal of Financial and Quantitative Analysis B 2
1980 Commercial Bank Lending: Process, Credit Scoring, and Costs of Errors in Lending Journal of Financial and Quantitative Analysis B 1
1978 Financial Applications of Discriminant Analysis: A Clarification Journal of Financial and Quantitative Analysis B 2
1977 Predicting performance in the savings and loan association industry Journal of Monetary Economics A 1
1977 ZETATM analysis A new model to identify bankruptcy risk of corporations Journal of Banking & Finance B 3
1976 Abstract: Information Effects and Stock Market Response to Signs of Firm Deterioration Journal of Financial and Quantitative Analysis B 2
1976 A Financial Early Warning System for Over-the-Counter Broker-Dealers. Journal of Finance A 2
1974 Financial and Statistical Analysis for Commercial Loan Evaluation: A French Experience Journal of Financial and Quantitative Analysis B 4
1974 Comparative Analysis of Risk Measures: France and the United States. Journal of Finance A 3
1973 Volatility Behavior of Industrial Stock Price Indices. Journal of Finance A 2
1972 Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation: Reply. Journal of Finance A 1
1971 Railroad Bankruptcy Propensity. Journal of Finance A 1
1970 Ratio Analysis and the Prediction of Firm Failure: A Reply. Journal of Finance A 1
1970 Common Stock Price Volatility Measures and Patterns Journal of Financial and Quantitative Analysis B 2
1969 Corporate Bankruptcy Potential, Stockholder Returns and Share Valuation. Journal of Finance A 1
1968 THE PREDICTION OF CORPORATE BANKRUPTCY: A DISCRIMINANT ANALYSIS Journal of Finance A 1
1968 FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY Journal of Finance A 1