Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues

Roberto Marchesini; Grady Perdue; Vicki Bryan

doi:10.3905/jfi.2004.391027

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Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues

Roberto Marchesini, Grady Perdue and Vicki Bryan

The Journal of Fixed Income Spring 2004, 13 (4) 50-56; DOI: https://doi.org/10.3905/jfi.2004.391027

Roberto Marchesini

A professor of finance at the University of Houston-Clear Lake in Houston, TX.

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For correspondence: marchesini@cl.uh.edu

Grady Perdue

A professor of finance at the University of Houston-Clear Lake in Houston, TX.

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For correspondence: perdue@cl.uh.edu

Vicki Bryan

A vice president, investments, at AIM Capital Management Inc. in Houston, TX.

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For correspondence: vicki.bryan@aiminvestments.com

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Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues

Roberto Marchesini, Grady Perdue, Vicki Bryan

The Journal of Fixed Income Mar 2004, 13 (4) 50-56; DOI: 10.3905/jfi.2004.391027

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Applying Bankruptcy Prediction Models to Distressed High Yield Bond Issues

Roberto Marchesini, Grady Perdue, Vicki Bryan

The Journal of Fixed Income Mar 2004, 13 (4) 50-56; DOI: 10.3905/jfi.2004.391027

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