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Publications by Leandro Saita
Multi-Period Corporate Default Prediction With Stochastic Covariates
Journal of Financial Economics
Management
Finance
Economics
Strategy
Accounting
Econometrics
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Valuation of Loan Credit Default Swaps Correlated Prepayment and Default Risks With Stochastic Recovery Rate
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Default Risk in Corporate Yield Spreads
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Are Corporate Default Probabilities Consistent With the Static Tradeoff Theory?
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A Comparison of Stochastic Default Rate Models
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Factor Analysis for Survival Time Prediction With Informative Censoring and Diverse Covariates
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Multi-Period Dynamic Technician Routing and Scheduling Problems With Experience-Based Service Times and Stochastic Customers
