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Top Ten 20 Most Cited Books within Credit Scoring Papers

Using the same citations database used to compile the overall Most Referenced Books list, I then condition on just the subset of research papers listed within Credit Scoring. Such research is somewhat more focused, and so, the books listed here are more specifically relevant (and prioritized) to the needs of a credit scoring researcher. Updated as of 26-Apr-2008.

Cited in 6 SCORE papersOptions, Futures and Other Derivatives

Options, Futures and Other Derivatives
by John C. Hull,
Prentice Hall, (June 10, 2005), Hardcover, 816 pages.
Amazon: Sales Rank= #16,406; Reviews= (66).

Cited in 5 SCORE papersCorporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt

Corporate Financial Distress and Bankruptcy: Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt
by Edward I. Altman, Edith Hotchkiss,
Wiley, (December 2, 2005), Hardcover, 368 pages.
Amazon: Sales Rank= #37,096; Reviews= (2).

Cited in 4 SCORE papersCredit Risk: Pricing, Measurement, and Management

Credit Risk: Pricing, Measurement, and Management
by Darrell Duffie, Kenneth J. Singleton,
Princeton University Press, (January 6, 2003), Hardcover, 464 pages.
Amazon: Sales Rank= #144,490; Reviews= (5).

Cited in 4 SCORE papersCredit Risk Measurement: New Approaches to Value at Risk and Other Paradigms

Credit Risk Measurement: New Approaches to Value at Risk and Other Paradigms
by Anthony Saunders, Linda Allen,
Wiley, (February 1, 2001), Hardcover, 288 pages.
Amazon: Sales Rank= #70,569; Reviews= (4).

Cited in 4 SCORE papersEconometric Analysis

Econometric Analysis
by William H. Greene,
Prentice Hall, (August 17, 2007), Hardcover, 1216 pages.
Amazon: Sales Rank= #53,014; Reviews= (50).

Cited in 4 SCORE papersCredit Ratings: Methodologies, Rationale and Default Risk

Credit Ratings: Methodologies, Rationale and Default Risk
by Michael K. Ong (Editor),
Risk Books, (October 29, 2002), Hardcover, 535 pages.
Amazon: Sales Rank= #783,864; Reviews= (1).

Cited in 4 SCORE papersApplied Logistic Regression

Applied Logistic Regression
by David W. Hosmer, Stanley Lemeshow,
Wiley-Interscience Publication, (September 15, 2000), Hardcover, 392 pages.
Amazon: Sales Rank= #27,754; Reviews= (7).

Cited in 3 SCORE papersCredit Risk: Models and Management

Credit Risk: Models and Management
by David Shimko,
Risk Books, (April 1, 2004), Hardcover, 638 pages.
Amazon: Sales Rank= #1,230,774; Reviews= (1).

Cited in 3 SCORE papersThe Statistical Analysis of Failure Time Data

The Statistical Analysis of Failure Time Data
by John D. Kalbfleisch, Ross L. Prentice,
Wiley-Interscience, (September 9, 2002), Hardcover, 462 pages.
Amazon: Sales Rank= #275,046; Reviews= (1).

Cited in 3 SCORE papersLimited-Dependent and Qualitative Variables in Econometrics

Limited-Dependent and Qualitative Variables in Econometrics
by G. S. Maddala,
Cambridge University Press, (June 27, 1986), Paperback, 401 pages.
Amazon: Sales Rank= #368,746; Reviews= (5).

Cited in 3 SCORE papersThe Econometric Analysis of Transition Data

The Econometric Analysis of Transition Data
by Tony Lancaster,
Cambridge University Press, (June 26, 1992), Paperback, 364 pages.
Amazon: Sales Rank= #493,037; Reviews= (1).

Cited in 3 SCORE papersMonetary History of the United States, 1867-1960

Monetary History of the United States, 1867-1960
by Milton Friedman, Anna Jacobson Schwartz,
Princeton University Press, (November 1, 1971), Paperback, 888 pages.
Amazon: Sales Rank= #103,129; Reviews= (8).

Cited in 2 SCORE papersAdvanced Credit Risk Analysis

Advanced Credit Risk Analysis
by Didier Cossin, Hugues Pirotte,
Wiley, (June 9, 2000), Hardcover, 400 pages.
Amazon: Sales Rank= #1,245,961; Reviews= (9).

Cited in 2 SCORE papersAn Introduction to the Bootstrap

An Introduction to the Bootstrap
by Bradley Efron, R.J. Tibshirani,
Chapman & Hall/CRC, (May 15, 1994), Hardcover, 436 pages.
Amazon: Sales Rank= #16,402; Reviews= (7).

Cited in 2 SCORE papersAdvanced Econometrics

Advanced Econometrics
by Takeshi Amemiya,
Harvard University Press, (November 7, 1985), Hardcover, 536 pages.
Amazon: Sales Rank= #91,452; Reviews= (6).

Cited in 2 SCORE papersAnalysis of Survival Data

Analysis of Survival Data
by D.R. Cox, David Oakes,
Chapman & Hall/CRC, (June 1, 1984), Hardcover, 208 pages.
Amazon: Sales Rank= #1,080,828; No customer reviews yet.

Cited in 2 SCORE papersThe Theory and Practice of Econometrics

The Theory and Practice of Econometrics
by George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lütkepohl, and Tsoung-Chao Lee,
Wiley, (January 1, 1985), Hardcover, 1056 pages.
Amazon: Sales Rank= #1,062,751; Reviews= (3).

Cited in 2 SCORE papersStatistical Analysis with Missing Data, Second Edition

Statistical Analysis with Missing Data, Second Edition
by Roderick J. A. Little, Donald B. Rubin,
Wiley-Interscience, (September 9, 2002), Hardcover, 408 pages.
Amazon: Sales Rank= #210,831; Reviews= (5).

Cited in 2 SCORE papersThe Nature of Statistical Learning Theory

The Nature of Statistical Learning Theory
by Vladimir N. Vapnik,
Springer, (November 19, 1999), Hardcover, 314 pages.
Amazon: Sales Rank= #294,780; Reviews= (4).

Cited in 2 SCORE papersApplied Multivariate Statistical Analysis

Applied Multivariate Statistical Analysis
by Wolfgang Härdle, Leopold Simar,
Springer, (September 10, 2003), Hardcover, 486 pages.
Amazon: Sales Rank= #1,204,053; Reviews= (1).

 

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