Halina Frydman

New York University (NYU) - Department of Information, Operations, and Management Sciences

Professor

44 West Fourth Street

New York, NY 10012

United States

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 15,192

SSRN RANKINGS

Top 15,192

in Total Papers Downloads

3,104

CITATIONS
Rank 12,517

SSRN RANKINGS

Top 12,517

in Total Papers Citations

42

Scholarly Papers (9)

1.

Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions

NYU Stern Finance Working Paper No. FIN-06-007
Number of pages: 55 Posted: 03 Oct 2006
Stephen Figlewski, Halina Frydman and Weijian Liang
New York University - Stern School of Business, New York University (NYU) - Department of Information, Operations, and Management Sciences and NYU Stern School of Business
Downloads 936 (23,449)
Citation 31

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credit risk, default intensity, Cox model

2.
Downloads 709 ( 34,583)
Citation 5

Cost Inefficiency, Size of Firms and Takeovers

Stern Working Paper No. SOR 2001-4; Milken Institute Working Paper
Number of pages: 46 Posted: 02 Aug 2001
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics
Downloads 627 (40,212)
Citation 2

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Corporate finance and governance; Mergers; Acquisitions; Econometric methods; Models with panel data; Truncated and censored models; Cox Hazard Model

Cost Inefficiency, Size of Firms, and Takeovers

NYU Working Paper No. FIN-00-061
Number of pages: 42 Posted: 13 Nov 2008
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 43 (415,811)
Citation 2

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Corporate Finance and Governance, Mergers, Acquisitions, Econometric Methods, Models with Panel Data, Truncated and Censored Models

Cost Inefficiency, Size of Firms and Takeovers

NYU Working Paper No. SOR-2001-4
Number of pages: 24 Posted: 31 Oct 2008
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics
Downloads 39 (431,898)
Citation 9

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corporate finance and governance, mergers, acquisitions, econometric methods, models with panel data, truncated and censored models

Cost Inefficiency, Size of Firms and Takeovers

Review of Quantitative Finance and Accounting, Vol. 17, No. 4, pp. 397-420, 2001
Posted: 02 Aug 2001
Susanne Trimbath, Halina Frydman and Roman Frydman
STP Advisory Services, LLC, New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Economics

Abstract:

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Corporate finance and governance; Mergers; Acquisitions; Econometric methods Models with panel data Truncated and censored models; Cox Hazard Model

3.
Downloads 530 ( 50,753)
Citation 18

Credit Rating Dynamics and Markov Mixture Models

Wharton Financial Institutions Center Working Paper No. 04-15
Number of pages: 25 Posted: 01 Oct 2004
Halina Frydman and Til Schuermann
New York University (NYU) - Department of Information, Operations, and Management Sciences and Oliver Wyman
Downloads 387 (73,955)
Citation 9

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Risk management, credit risk, credit derivatives

Credit Rating Dynamics and Markov Mixture Models

NYU Working Paper No. S-CDM-04-08
Number of pages: 25 Posted: 05 Nov 2008
Halina Frydman and Til Schuermann
New York University (NYU) - Department of Information, Operations, and Management Sciences and Oliver Wyman
Downloads 143 (201,192)
Citation 18

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Risk management, credit risk, credit derivatives

Credit Rating Dynamics and Markov Mixture Models

Journal of Banking and Finance, Forthcoming, Wharton Financial Institutions Center Working Paper No. 04-15
Posted: 18 Jul 2009
Halina Frydman and Til Schuermann
New York University (NYU) - Department of Information, Operations, and Management Sciences and Oliver Wyman

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Risk management, credit risk, credit derivatives

Financial Buyers in Takeovers: Focus on Cost Efficiency

Milken Institute Working Paper No. 02-01
Number of pages: 23 Posted: 21 Nov 2002
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 424 (66,333)

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Investment Banking, Corporate Finance and Governance, Mergers and Acquisitions

Financial Buyers in Takeovers: Focus on Cost Efficiency

NYU Working Paper No. SOR-2003-3
Number of pages: 23 Posted: 03 Nov 2008
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC
Downloads 51 (386,373)

Abstract:

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Investment Banking, Corporate Finance and Governance, Mergers, Acquisitions, Econometric Methods

Financial Buyers in Takeovers: Focus on Cost Efficiency

Managerial Finance, Vol. 28, No. 12, 2002, pp. 1-13
Posted: 10 Dec 2002
Halina Frydman, Roman Frydman and Susanne Trimbath
New York University (NYU) - Department of Information, Operations, and Management Sciences, New York University (NYU) - Department of Economics and STP Advisory Services, LLC

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Investment Banking, Corporate Finance and Governance, Mergers and Acquisitions

5.

Discrete Quantile Estimation

NYU Working Paper No. SOR-2007-2
Number of pages: 24 Posted: 03 Nov 2008
Halina Frydman and Gary Simon
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 134 (211,429)

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Quantile estimation, Discrete parameter, Discrete population, Expost confidence, Singleton confidence set

6.

Estimation in the Mixture of Markov Chains

NYU Working Paper No. SOR-2003-4
Number of pages: 23 Posted: 03 Nov 2008
Halina Frydman
New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 124 (224,557)

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Mixtures of Markov Chains, Mover-stayer model, EM algorithm

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

NYU Working Paper No. SOR-2003-2
Number of pages: 24 Posted: 03 Nov 2008
Halina Frydman and Ashay Kadam
New York University (NYU) - Department of Information, Operations, and Management Sciences and IIM Udaipur
Downloads 106 (252,983)
Citation 9

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Ratings migration, mover-stayer model, Markov chain, estimation

Estimation in the Continuous Time Mover-Stayer Model with an Application to Bond Ratings Migration

Applied Stochastic Models in Business and Industry, Vol. 20, No. 2, pp. 155-170, 2004, Cass Business School Research Paper
Posted: 08 Apr 2005
Ashay Kadam and Halina Frydman
IIM Udaipur and New York University (NYU) - Department of Information, Operations, and Management Sciences

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Ratings migration, Mover-Stayer model, Markov chain, Maximum Likelihood Estimation

8.

Maximum Likelihood Estimation of Hidden Markov Processes

NYU Working Paper No. SOR-2001-3
Number of pages: 17 Posted: 31 Oct 2008
Halina Frydman and Peter Lakner
New York University (NYU) - Department of Information, Operations, and Management Sciences and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 52 (376,768)

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9.

Parametric Estimation of Hazard Functions with Stochastic Covariate Processes

NYU Working Paper No. SOR-97-11
Number of pages: 15 Posted: 31 Oct 2008
Simeon M. Berman and Halina Frydman
affiliation not provided to SSRN and New York University (NYU) - Department of Information, Operations, and Management Sciences
Downloads 38 (426,953)
Citation 4

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