Intertemporal defaulted bond recoveries prediction via machine learning

European Journal of Operational Research, Volume 297, Issue 3, 16 March 2022, Pages 1162-1177

Author(s):

Abdolreza Nazemi

School of Economics and Business Engineering, Karlsruhe Institute of Technology, Germany

Friedrich Baumann

School of Economics and Business Engineering, Karlsruhe Institute of Technology, Germany

Frank J. Fabozzi

EDHEC Business School

European Journal of Operational Research, Volume 297, Issue 3, 16 March 2022, Pages 1162-1177

Type: EDHEC Publication
Date: le 16/03/2022
Research Cluster : Finance
Source : European Journal of Operational Research

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