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Variable selection in forecasting models for corporate bankruptcy
(2011)
In this paper we develop statistical models for bankruptcy prediction of Italian
firms in the limited liability sector, using annual balance sheet information.
Several issues involved in default risk analysis are investigated, ...
On the longshot bias in tennis betting markets: the CaSco normalization
(2017)
This study focuses on investigating bookmakers’ behavior in the tennis gambling market in presence of a clear underdog. The aim of this paper is threefold. First, it investigates the distance (bias) between the true but ...

