On corporate credit risk evaluation based on underlying beta

MaRDI QIDQ5160400zbMATH OpenFDO

Authors Chuanhe Shen, Yang Liu

Publication date 28 October 2021

Full work available at URL http://yokohamapublishers.jp/online2/opjnca/vol20/p1099.html

zbMATH Keywords

convexitynonlinearityKMV modelcorporate credit risk evaluationunderlying betaweighted average cost of capital method (WACC)

Mathematics Subject Classification ID

Credit risk (91G40)

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