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Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/185541
Description: We study the problem of simultaneous and coherent assessment the probability of a firm's bankruptcy at various time horizons in future. In contrast with usual (one-period) formulations of the problem, ... More
Reviewed: Reviewed
Date: 2005
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/154934
Description: This study investigates the multi-period prediction of firm bankruptcy as a multi-alternative problem of Statistical Decision Theory. This approach enables a simultaneous assessment to be made of the ... More
Reviewed: Reviewed
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