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OUR VALUE COMES FROM AN ANALYTICAL UNDERSTANDING OF THE FORCES AT WORK IN FINANCIAL MARKETS
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Apr 30, 2024
Six variables that predict defaults
We discuss which variables can help us predict corporate defaults The current pandemic is triggering a stark growth in corporate...
Feb 26, 2024
When should you invest in distressed stocks?
We discuss the optimal timing of a strategy that invests in firms that are close to bankruptcy In a previous post, we provided evidence...
Feb 26, 2024
How much is default risk captured by other factors?
Is there a distress risk factor? And how much of this factor is explained by other risk factors? In previous posts, we have discussed the...
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