Predicting bankruptcy and catastrophic loss| A portfolio approach
<p>This paper uses logistic regression to assign risk of catastrophic loss (defined as a loss of 80% or more of market cap value) to companies, and analyzes the subsequent returns of high risk and low risk portfolios. In the final model, the low risk portfolio had a three-year mean return of...
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| Language: | EN |
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Duquesne University
2017
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| Online Access: | http://pqdtopen.proquest.com/#viewpdf?dispub=10268695 |