Improving performance of corporate rating prediction models by reducing financial ratio heterogeneity

Journal of Banking and Finance

Volumn 32, Issue 3, 2008, Pages 434-446

  Niemann, Martin ^a   Schmidt, Jan Hendrik ^a   Neukirchen, Max ^a  

^a German Office of McKinsey   (Germany)

Author keywords

C65; Default prediction models; Financial ratios; G33; Heterogeneity; Industry effects; Rating models

Indexed keywords

EID: 40149094185     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2007.05.015     Document Type: Article

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