Testing bankruptcy models

Reference no: EM133199020 , Length: word count:2000

Question:

The request is for chapter ( methodology) using the excel list of companies from EIKON to download the data needed for testing bankruptcy models ( 3 Altman models, 2 Shumway and 1 Merton model) and then use the ROC curve to test the predictability power of the all these models for the time period of 31-12-2010 to 31-12-2021. all ratios must be downloaded from EIKON to test the models.

Clear description of the data collection and cleaning, and detailed description and justification of the method you have employed must be mentioned.

Article - Are hazard models superior to traditional bankruptcy prediction approaches? A comprehensive test by Julian Bauer and, Vineet Agarwal

Attachment:- Rectified data.rar

Reference no: EM133199020

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