Work

Machine learning loss given default for corporate debt

Year: 2021

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2021.08.009

Authors: Luke M. Olson, Min Qi, Xiaofei Zhang, Xinlei Zhao

Institutions: Office of Financial Research, Office of the Comptroller of the Currency

Language: English

Topic: Financial Distress and Bankruptcy Prediction

Subfield: Accounting

Field: Business, Management and Accounting

Domain: Social Sciences

Open Access status: closed

Funder: Office of Child Care

OpenAlex ID: W3198477196

FWCI: 3.778

Cites: 28

Cited by: 18

Related to: 10