Vladimir L. Philosophov

Interregional Bankruptcy Service for Central Russia - Analytic Department

Moscow

Russia

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 12,477

SSRN RANKINGS

Top 12,477

in Total Papers Downloads

2,952

CITATIONS
Rank 15,810

SSRN RANKINGS

Top 15,810

in Total Papers Citations

22

Scholarly Papers (4)

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, Monash University and Interregional Bankruptcy Service for Central Russia - Analytic Department
Downloads 1,185 (12,060)
Citation 7

Abstract:

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 856 (18,897)
Citation 4

Abstract:

Capital structure optimization, Quantitative methods, Bankruptcy prognosis

3.

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 630 (30,981)
Citation 11

Abstract:

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

4.

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 190 (121,747)

Abstract:

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