Essays about: "Zmijewski score"

Found 2 essays containing the words Zmijewski score.

1. 1. Financial Distress and Governance Structure

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Joran Poortstra; Dawid Marton; [2019]
   Keywords : financial distress; corporate governance; Altman Z-score; Ohlson O-score; Zmijewski score; Business and Economics;

   Abstract : Topics of financial distress and corporate governance structure have attracted many researchers before. However, no one combined the three distress models of Altman (1968), Ohlson (1980) and Zmijewski (1984) with corporate governance variables. 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