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Philosophov, Leonid V.'s
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
4,725 |
Total
Citations
22 |
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1.
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Philosophov, Leonid V. Independent Batten, Jonathan A. Hong Kong University of Science & Technology (HKUST) - Department of Finance Philosophov, Vladimir L. Interregional Bankruptcy Service for Central Russia - Analytic Department
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20 Feb 05
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Last Revised:
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14 Sep 08
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1,108
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2.
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Philosophov, Leonid V. Independent
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906
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Credit risk, credit loss distribution, Basel II, model validation and calibration
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3.
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Philosophov, Leonid V. Independent Philosophov, Vladimir L. Interregional Bankruptcy Service for Central Russia - Analytic Department
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769
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Capital structure optimization, Quantitative methods, Bankruptcy prognosis
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4.
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Philosophov, Leonid V. Independent Philosophov, Vladimir L. Interregional Bankruptcy Service for Central Russia - Analytic Department
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607
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10
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Bankruptcy prognosis, time to bankruptcy, Bayesian decision rules, efficiency of the prognosis.
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5.
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Philosophov, Leonid V. Independent
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549
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1
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Credit risk, Credit loss distribution, Bayesian model, Basel II
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6.
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Philosophov, Leonid V. Independent
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27 Jan 05
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Last Revised:
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05 Feb 12
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355
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Credit risk, Credit loss distribution, Basel II, Bayesian model
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7.
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Philosophov, Leonid V. Independent
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11 Jan 06
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Last Revised:
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11 Jan 12
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256
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Credit risk, Risky bonds, Default prediction, Bond valuation, Bayesian model
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8.
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Philosophov, Leonid V. Independent Philosophov, Vladimir L. Interregional Bankruptcy Service for Central Russia - Analytic Department
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29 Jan 08
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Last Revised:
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24 Jan 10
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175
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Credit risk, Risky bonds, Default prediction, Bond valuation, Bayesian model, Credit rating
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