PhD defence: Mamdouh Medhat

In order to obtain the PhD degree, Mamdouh Medhat has submitted his thesis entitled: Measuring and Pricing the Risk of Corporate Failures.

Onsdag, 27 maj, 2015 - 01:00 to 03:00

This PhD dissertation consists of three chapters. The first presents an additive regression framework that allows the estimation and analysis of time-varying effects on default probabilities. The second studies the validity of an assumption in the Basel accords stating that the default probabilities of smaller firms are less cyclical. The third argues that firms' cash holdings can help rationalize the low returns to distressed equity.

Supervisor:
Professor David Lando
Department of Finance
Copenhagen Business School
 
Secondary supervisor:
Professor Søren Feodor Nielsen
Department of Finance
Copenhagen Business School

Assessment Committee:
Professor Lasse Heje Pedersen (Chair)
Department of Finance
Copenhagen Business School

Associate Professor Johan Hombert
Finance Department
HEC Paris

Economist Diana Bonfim
Economics and Research Department
Banco de Portugal

Thesis
The thesis is available here.
 
Reception
The Doctoral School of Economics and Management will host a reception, which will take place immediately after the defence in the FUHU Faculty Club (Solbjerg Plads 3, 3rd floor).
 

Sidst opdateret: Communications // 31/07/2018