M. X. Huang

Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics

Shatin, N.T.

Hong Kong

Hong Kong

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 47,585

in Total Papers Downloads

945

SSRN CITATIONS
Rank 37,829

SSRN RANKINGS

Top 37,829

in Total Papers Citations

0

CROSSREF CITATIONS

17

Scholarly Papers (4)

1.

Benchmarking Model of Default Probabilities of Listed Companies

Journal of Fixed Income, Vol. 15, No. 2, pp. 76-86, 2006
Number of pages: 11 Posted: 30 Apr 2007
Cho-Hoi Hui, T. C. Wong, Chi-Fai Lo and M. X. Huang
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Downloads 378 (83,929)

Abstract:

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Basel II, Default probabilities, Benchmarking models

2.

Predictions of Default Probabilities by Models with Dynamic Leverage Ratios

Number of pages: 30 Posted: 28 Mar 2008
Cho-Hoi Hui, Chi-Fai Lo, M. X. Huang and H. C. Lee
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong, Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics and Department of Physics
Downloads 227 (144,878)
Citation 4

Abstract:

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Credit Risk Models, Credit Ratings, Default Probability

3.

Does Using Time-Varying Target Leverage Ratios in Structural Credit Risk Models Improve Their Accuracy?

Journal of Risk Model Validation, Volume 6/Number 3, page 27-49, 2012
Number of pages: 24 Posted: 07 Mar 2008 Last Revised: 05 Oct 2012
Cho-Hoi Hui, T. C. Wong, Chi-Fai Lo and M. X. Huang
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Downloads 214 (153,205)
Citation 3

Abstract:

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Leverage, Default probabilities, Credit risk

4.

Are Corporates' Target Leverage Ratios Time-Dependent?

International Review of Financial Analysis, Vol. 15, pp. 220-236, 2006
Number of pages: 17 Posted: 25 Apr 2007
Cho-Hoi Hui, Chi-Fai Lo and M. X. Huang
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Downloads 126 (240,961)

Abstract:

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Credit Risk Models, Credit Ratings, Default Probability