Corporate default prediction : models, drivers and measurements
This thesis identifies the optimal set of corporate default drivers and examines the prediction performance of corporate default measurement tools, using a sample of companies in the United States from 1970 to 2009. In the discussion of optimal default drivers, feature selection techniques including...
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University of Exeter
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.547067 |