"Predicting loss given default using post-default information."

Ke Li et al. (2021)

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DOI: 10.1016/J.KNOSYS.2021.107068

access: closed

type: Journal Article

metadata version: 2021-05-21

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Ke Li, Fanyin Zhou, Zhiyong Li, Xiao Yao, Yashu Zhang:
Predicting loss given default using post-default information. Knowl. Based Syst. 224: 107068 (2021)

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