Corporate Finance Dissertations

Characterizing dependence in financial series

Loran Chollete, 2004

Faculty Advisor: Victor H. de la Pena

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Essays in empirical work in emerging markets

Sergio Godoy, 2004

Faculty Advisor: Joseph E. Stiglitz

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Inferring dependencies between financial assets with applications to multi-name credit derivatives

Roy Mashal, 2004

Faculty Advisor: Assaf Zeevi

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On corporate debt and credit risk

Claus M Pedersen, 2004

Faculty Advisor: Suresh M. Sundaresan

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Essays on modeling derivative claims. Essay titles: Essay 1. Modeling energy commodity futures: Is seasonality part of it? Essay 2. Modeling corporate liabilities under regime-switching asset volatility

Milena Todorova, 2004

Faculty Advisor: Mark Broadie

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Human capital, business cycles and asset pricing

Min Wei, 2004

Faculty Advisor: Geert Bekaert

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Essays on individual investors

Daniel Tobias Dorn, 2003

Faculty Advisor: Gur Huberman

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Perspectives on asset pricing in dynamic production economies

Natalia Gershun, 2003

Faculty Advisor: John B. Donaldson

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Asset pricing implications of capital market imperfections

Jaehoon Hahn, 2003

Faculty Advisor: John Donaldson

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