Improving corporate bond recovery rate prediction using multi-factor support vector regressions

Author:

Nazemi Abdolreza,Heidenreich Konstantin,Fabozzi Frank J.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference32 articles.

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5. Almost everything you wanted to know about recoveries on defaulted bonds;Altman;Financial Analysts Journal,1996

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