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Bankruptcy risk model and empirical tests
We analyze the size dependence and temporal stability of firm bankruptcy risk in the US economy by applying Zipf scaling techniques. We focus on a single risk factor—the debt-to-asset ratio R—in order to study the stability of the Zipf distribution of R over time. We find that the Zipf exponent incr...
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| Huvudupphovsmän: | , , , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Publicerad: |
National Academy of Sciences
2010
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| Ämnen: | |
| Länkar: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2972955/ https://ncbi.nlm.nih.gov/pubmed/20937903 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1011942107 |
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