"Intertemporal defaulted bond recoveries prediction via machine learning."

Abdolreza Nazemi, Friedrich Baumann, Frank J. Fabozzi (2022)

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DOI: 10.1016/J.EJOR.2021.06.047

access: closed

type: Journal Article

metadata version: 2021-12-15

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Abdolreza Nazemi, Friedrich Baumann, Frank J. Fabozzi:
Intertemporal defaulted bond recoveries prediction via machine learning. Eur. J. Oper. Res. 297(3): 1162-1177 (2022)

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