SSRN Electronic Journal · 2003 · 18 citations · 27 references
BusinessEconomicsFinanceFinancial EconomicsFinancial Risk ManagementQuantitative FinanceBasel Regulatory FrameworkCredit AnalysisCredit RiskCredit Risk AssessmentFactor ModelsFinancial RiskBasel Ii Capital FrameworkCredit Risk ModelingFactor Model SpecificationRisk Factor ModelingRisk Factor Modelling
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The Pricing of Options and Corporate Liabilities
Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
The Statistical Analysis of Failure Time Data.
Murray Aitkin, John D. Kalbfleisch, Ross L. Prentice · Biometrics · 1981 · 10K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations