Dataset - LDM

Bankruptcy Prediction Dataset

The dataset used for bankruptcy prediction, containing explanatory variables from 33 research papers and the Freddie Mac single-family loan-level dataset.
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Merton's Optimal Portfolio Problem under Sporadic Bankruptcy

The dataset used in the paper is a stock market following a geometric Brownian motion and a riskless asset continuously compounded at a constant rate. The stock can go bankrupt,...
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2 datasets found