Halina Frydman

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

Professor

44 West Fourth Street

New York, NY 10012

United States

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

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    • Tel: 212-998-0453
SCHOLARLY PAPERS

9

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11

CROSSREF CITATIONS

104

Scholarly Papers (9)

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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 948 (26,611)
Citation 24

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credit risk, default intensity, Cox model

2.

Cost Inefficiency, Size of Firms and Takeovers

Downloads 719 ( 39,048)
Citation 10

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 632 (45,890)

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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 46 (453,979)

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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 41 (475,814)

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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

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

3.

Credit Rating Dynamics and Markov Mixture Models

Downloads 554 ( 55,153)
Citation 30

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 390 (83,611)
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 164 (203,480)
Citation 3

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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

4.

Financial Buyers in Takeovers: Focus on Cost Efficiency

Downloads 486 ( 64,879)

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 430 (74,570)

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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 56 (415,502)

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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 138 (233,107)

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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 126 (250,100)

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

7.

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

Downloads 113 (271,023)

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 113 (272,364)

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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 54 (416,022)

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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 (479,254)

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