Essays about: "Altman and Sabato"

Found 3 essays containing the words Altman and Sabato.

  1. 1. Predicting Corporate Bankruptcy With Personality Traits

    University essay from Handelshögskolan i Stockholm/Institutionen för redovisning och finansiering

    Author : Marko Ivanovic; Tom Schreiber; [2023]
    Keywords : Corporate Bankruptcy Prediction; Big Five Personality Traits; Behavioural Finance;

    Abstract : This study aims to research whether incumbent corporate bankruptcy prediction models that are based on solely financial variables can be augmented with personality traits variables to increase their performance. For this purpose, a data set consisting of active and bankrupt small and medium enterprises in 13 European countries is studied. READ MORE

  3. 2. IN SEARCH OF A PARSIMONIOUS BANKRUPTCY MODEL FOR PRIVATE FIRMS AND THE COST TO LENDERS

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : John-Edward Olingsberg; Oscar Küntzel; [2019]
    Keywords : Private Default Prediction; Hazard Model; Basel III; Misclassification Costs; Parsimonious;

    Abstract : This paper comprehensively reviews in excess of 200 financial and non-financial covariates in search of a parsimonious bankruptcy prediction model for the private market. Financial and real-estate companies aside, the entire population of Swedish independent, limited liability companies are examined between 1998-2017 corresponding to 245,844 unique companies and 55,411 corporate default events. READ MORE

  4. 3. Bankruptcy Prediction of Swedish SMEs and the importance of CEO characteristics

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Izabella Källholm; Fredrika Svanholm; [2018]
    Keywords : Altman and Sabato; Bankruptcy Prediction; Financial Distress; SME; CEO characteristics;

    Abstract : This thesis investigates whether an accounting-based bankruptcy prediction model based on the logit analysis developed by Altman and Sabato (2007) can be enhanced by incorporating CEO specific variables. The study concentrates on Swedish non-listed SMEs by reason that the SME sector is an important engine to the growth of the Swedish economy. READ MORE