1 A revised version of the paper was published by the Journal of Portfolio Management (1996)Table 23 The Effect of Default Barriers in Terms of the Default Probabilities (Six- Month Out-of-Sample Test) 168 Table 24 ... (One- Year Out-of-Sample Test) 169 Table 25 Percentages of Default Firms in Each Decile (Default Definition II) 170anbsp;...
|Title||:||Two Essays in Financial Economics: I. Empirical Performance of the Constant Elasticity Variance Option Pricing Model. II. Default Prediction of Alternative Structural Credit Risk Models and Implications of Default Barriers|
|Publisher||:||ProQuest - 2007|