Upcoming PhD defence with Mamdouh Medhat

Center for Financial Frictions (FRIC) and the Department of Finance are proud to announce the upcoming PhD defence by FRIC center member Mamdouh Medhat.

The PhD defence will take place on Wednesday May 27, 2015 at 1 p.m.

We are also very proud to announce that Mamdouh Medhat has accepted an offer from Cass Business School, City University London as Assistant Professor.

Mamdouh will defend his PhD dissertation:

Measuring and Pricing the Risk of Corporate Failures
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

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)

Location for the PhD defence
Solbjerg Plads 3, SPs07