Essays about: "Campbell et al 2008 model"
Found 1 essay containing the words Campbell et al 2008 model.
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1. Comparative study of bankruptcy prediction model
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This paper evaluates the predictive ability of two recently proposed mixed bankruptcy prediction models, Chava & Jarrow (2004) and Campbell, Hilscher, and Szilagyi (2008) respectively,and evaluate the performance of the two models by ROC curve and CAP curve. The result shows, the model from Campbell et al is better. READ MORE
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