Leonid V. Philosophov

Independent

Professor

33 - 1 - 147 Vilis Latsis Street

Moscow , 125480

Russia

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 17,512

SSRN RANKINGS

Top 17,512

in Total Papers Downloads

5,592

SSRN CITATIONS
Rank 39,802

SSRN RANKINGS

Top 39,802

in Total Papers Citations

6

CROSSREF CITATIONS

19

Scholarly Papers (8)

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1.

Predicting the Event and Time Horizon of Bankruptcy Using Financial Ratios and the Maturity Schedule of Long-Term Debt

EFA 2005 Moscow Meetings Paper
Number of pages: 51 Posted: 20 Feb 2005 Last Revised: 14 Sep 2008
Leonid V. Philosophov, Jonathan A. Batten and Vladimir L. Philosophov
Independent, RMIT University and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 1,333 (29,700)
Citation 6

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2.

Optimization of a Firm's Capital Structure: A Quantitative Approach Based on a Probabilistic Prognosis of Risk and Time of Bankruptcy

Number of pages: 27 Posted: 23 May 2003
Leonid V. Philosophov and Vladimir L. Philosophov
Independent and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 1,007 (44,415)
Citation 5

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Capital structure optimization, Quantitative methods, Bankruptcy prognosis

3.

Assessing Validity of the Basel Ii Model in Measuring Risk of Credit Portfolios

Number of pages: 15 Posted: 26 Jan 2006
Leonid V. Philosophov
Independent
Downloads 971 (46,737)

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Credit risk, credit loss distribution, Basel II, model validation and calibration

4.

Corporate Bankruptcy Prognosis: An Attempt at a Combined Prediction of the Bankruptcy Event and Time Interval of its Occurrence

Number of pages: 36 Posted: 11 Jan 2002
Leonid V. Philosophov and Vladimir L. Philosophov
Independent and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 673 (76,257)

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Bankruptcy prognosis, time to bankruptcy, Bayesian decision rules, efficiency of the prognosis.

5.

Bayesian Multi-Period Model for Assessing Credit Loss Distributions vs. Basel Ii Model

Number of pages: 18 Posted: 26 Jan 2006
Leonid V. Philosophov
Independent
Downloads 622 (84,204)
Citation 1

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Credit risk, Credit loss distribution, Bayesian model, Basel II

6.

Assessing Validity and Accuracy of the Basel II Model in Measuring Credit Risks of Individual Borrowers and Credit Portfolios

Number of pages: 28 Posted: 27 Jan 2005 Last Revised: 05 Feb 2012
Leonid V. Philosophov
Independent
Downloads 407 (140,896)

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Credit risk, Credit loss distribution, Basel II, Bayesian model

7.

Valuation of Risky Debt: A Multi-Period Bayesian Model

Number of pages: 29 Posted: 11 Jan 2006 Last Revised: 11 Jan 2012
Leonid V. Philosophov
Independent
Downloads 338 (173,018)
Citation 1

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Credit risk, Risky bonds, Default prediction, Bond valuation, Bayesian model

8.

Default Risk Explains Main Part of Corporate Credit Spreads: Evidence from Multi-Period Non-Merton Model

Number of pages: 29 Posted: 29 Jan 2008 Last Revised: 24 Jan 2010
Leonid V. Philosophov and Vladimir L. Philosophov
Independent and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 241 (245,016)

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Credit risk, Risky bonds, Default prediction, Bond valuation, Bayesian model, Credit rating