Predicting the event and time horizon of bankruptcy using financial ratios and the maturity schedule of long-term debt

DOI10.1007/S11579-007-0008-9zbMath1142.91561OpenAlexW3121356370MaRDI QIDQ941012

Vladimir L. Philosophov, Jonathan A. Batten, Leonid V. Philosophov

Publication date: 4 September 2008

Published in: Mathematics and Financial Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11579-007-0008-9

zbMATH Keywords

forecast efficiencyBayesian decision rulesmulti-period bankruptcy predictionschedule of paying off long-term debttime to bankruptcy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian problems; characterization of Bayes procedures (62C10) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Genetic programming and rough sets: a hybrid approach to bankruptcy classification
• Unnamed Item

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