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Bankruptcy Credit Risk and High Yield Hardcover – 5 Feb 2002


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From the Back Cover

This is the authoritative collection of the writings of Dr. Edward I. Altman, the world′s leading authority on bankruptcy, corporate distress, and defaults, and creator of the widely–used Z–Score model. This book contains both classic and never–before–published articles, along with Altman′s comprehensive introduction that places all the articles in context. The four major and related themes explored here are: Distress Prediction Models. Credit Risk Management. High Yield "Junk" Bonds and Distressed Securities. Bankruptcy and Firm Valuation. These articles span more than 30 years of contributions to scholarly and professional publications and for government regulatory and policy considerations. Altman′s pioneering works have formed the basis for modern credit risk management procedures and policies by practitioners and regulators, and have motivated and guided works from other scholars around the globe.

About the Author

Edward I. Altman is the Max L. Heine Professor of Finance at the Leonar N. Stern School of Business, New York University. Since 1990, he has directed the research effort in Fixed Income and Credit Markets at the NYU Salomon Center and is currently the Vice–Director of the Center. Professor Altman is the current editor of the Handbook of Corporate Finance and the Handbook of Financial Markets and Institutions.

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Amazon.com: 1.0 out of 5 stars 1 review
11 of 12 people found the following review helpful
1.0 out of 5 stars Recycled and Outdated 17 July 2002
By A Customer - Published on Amazon.com
Format: Hardcover
Reading this guy's work is a real testimony to the staying power generated by doing something first. His 1967 paper on bankruptcy was the first to estimate a multivariate default prediction model. THAT'S 35 YEARS AGO. Things like computers and more data make both his estimation algorithm and parameter estimates relics of little significance, and his inability to recognize this is symptomatic of a more cluelessness exhibited in his discussion of other matters (he doesn't simply reference the old model; it's now irrelevant structure is examined and built upon throughout the book).

Very little of what is here is new, and what's new isn't that good either. Freshmen looking for succinct references to someone their professor has heard of but not read will appreciate this volume. I suggest reading S&P or Moody's research instead.
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