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20 research outputs found
Mutual Fund Ratings and Performance Persistence
Author
B G Malkiel
B N Lehmann
+68Â more
C A Blake
C Cicotello
C R Blake
D Blake
D E Allen
D Hendricks
D Indro
D Kavvathas
D P Budiono
E F Fama
E F Fama
E F Fama
E J Elton
E J Elton
E J Elton
E J Elton
E J Elton
G H Golub
H Mamaysky
J Berk
J Chen
J Chevalier
J Chevalier
J Coval
J Fletcher
J Huij
J Huij
J L Treynor
J Lintner
J-K Kang
K Brown
K Cuthbertson
L Barras
L Starks
M Grinblatt
M Grinblatt
M Grinblatt
M Grinblatt
M J Gruber
M Jensen
M L Detzler
M M Carhart
M T Kacperczyk
Morningstar
N Amenc
N Bollen
N Jegadeesh
Nicolas Moussavi
O Garnier
Philippe Mitaine
Pierre Hereil
R B Israel
R Kosowski
R M Edelen
R Otten
R Shukla
S Bhattacharya
S Brown
S Brown
S Darolles
T W Anderson
Thierry Roncalli
V Nanda
W E Ferson
W F Sharpe
W F Sharpe
W F Sharpe
W Goetzmann
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
Full text link
Crossref
An Empirical Study on Credit Rating Change Behavior
Author
C Gourieroux
D B Gross
+11Â more
D Kavvathas
D Lando
E Altman
J Campbell
L Carty
M Blume
P Nickell
T Shumway
Wulin Suo
Y Du
Yu Du
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Dynamic Estimation of Credit Rating Transition Probabilities
Author
A Berd
Arthur M. Berd
+14Â more
D Duffie
D Kavvathas
D Lando
G Gupton
J Christensen
J Sobehart
J Sobehart
L Carty
L Carty
P Crosbie
R Jarrow
S Das
S Kealhofer
S Keenan
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Forward-looking Estimation of Default Probabilities with Italian Data
Author
A Bangia
A Estrella
+16Â more
A Sironi
Banca D&apos
C Birchenhall
C Borio
C Pederzoli
Chiara Pederzoli
Costanza Torricelli
D Kavvathas
F Altissimo
Giuseppe Marotta
K Dullman
M Artis
M Gordy
M P Ascenzo
P Nickell
Pricewaterhousecoopers
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Discrete versus Continuous State Switching Models for Portfolio Credit Risk
Author
A Bangia
A Lucas
+16Â more
Andre Lucas
C Finger
D Duffie
D Kavvathas
G Gupton
J Caouette
L Allen
M B Gordy
P Nickell
Pieter Klaassen
R Jarrow
R Merton
S Koopman
S R Das
T Wilson
T Wilson
Publication venue
'Elsevier BV'
Publication date
01/01/2003
Field of study
No full text
Crossref
Nonparametric Estimation for Non-Homogeneous Semi-Markov Processes: An Application to Credit Risk
Author
A Iosifescu Manu
Andre A. Monteiro
+18Â more
Andre Lucas
D Kavvathas
D Lando
D R Cox
D R Cox
E E E Alvarez
G D&apos
G S Goodman
Georgi V. Smirnov
I Ekeland
N Limnios
O O Aalen
P K Andersen
P L�vy
R De Dominicis
S J Koopman
T J Hastie
Y Jafry
Publication venue
'Elsevier BV'
Publication date
01/01/2006
Field of study
No full text
Crossref
A Cyclicality Linked Corporate Short-term Credit Model - Solvency Ratio Approach
Author
B Beaver
B Beaver
+14Â more
B Beaver
D Kavvathas
Darrell Duffie
Darrell Duffie
Darrell Duffie
E I Altman
Greg M Gupton
Gregory R Duffee
Hsien-Hsing Liao
Ren-Raw Chen
S A Hillegeist
S Chava
Tsung-Kang Chen
Tsung-Kang Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2005
Field of study
No full text
Crossref
Credit Rating Dynamics in the Presence of Unknown Structural Breaks
Author
A Bangia
D Duffie
+29Â more
D Egloff
D Kavvathas
D Lando
D Lando
D Lando
E Altman
E Altman
H Frydman
Haipeng Xing
J Christensen
J Fons
M Blume
M Crowder
M Gordy
Ning Sun
P Andersen
P Nickell
R Cantor
R Cantor
R Frey
R Jarrow
R Jarrow
S Das
T Lai
U K�chler
V Acharya
W Treacy
Y Jafry
Ying Chen
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
Bankruptcy Prediction With Industry Effects, Market Versus Accounting Variables, And Reduced Form Credit Risk Models
Author
A Warga
Andrei Shleifer
+28Â more
B Efron
C Brown
D Cox
D Duffie
D Duffie
D Kavvathas
D Madan
E I Altman
Elazar Berkovitch
G Duffee
Guenther
J Klein
K Kahle
L Lang
M E Zmijewski
N Keifer
P Allison
P Allison
R Jarrow
R Jarrow
R Jarrow
Robert A. Jarrow
Sudheer Chava
T Janosi
T Shumway
Tim Opler
V Acharya
V Maksimovic
Publication venue
'Elsevier BV'
Publication date
01/01/2001
Field of study
No full text
Crossref
Non-Markov Effects and Property-Liability Insurer Rating Transitions
Author
C Mann
D Kavvathas
+27Â more
D Lando
D R Cox
D T Hamilton
D W Sommer
E I Altman
E I Altman
E I Altman
E T Lee
G Zanjani
H S Denenberg
J D Cummins
J D Kalbfleisch
J H Anthony
J M Ambrose
J M Ambrose
James M. Carson
K Epermanis
L V Carty
N A Doherty
P Nickell
R Adiel
S Figlewski
S H Lee
S W Pottier
S W Pottier
Y L Wang
Yuling Wang
Publication venue
'Elsevier BV'
Publication date
01/01/2010
Field of study
No full text
Crossref
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