Equity, leverage e probabilità d’insolvenza delle banche: come il mercato valuta il rischio default
Savio, Mario (A.A. 2011/2012) Equity, leverage e probabilità d’insolvenza delle banche: come il mercato valuta il rischio default. Tesi di Laurea in M&A and investment banking, LUISS Guido Carli, relatore Jurgen Dennert, pp. 90. [Master's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Definizione di capitale (bancario). Optimal capital structure. E come sulla creazione di valore. Analisi empirica.
References
Bibliografia: pp. 88-90.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | M&A and investment banking |
| Thesis Supervisor: | Dennert, Jurgen |
| Thesis Co-Supervisor: | Curcio, Domenico |
| Academic Year: | 2011/2012 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 10 Jan 2013 18:27 |
| Last Modified: | 23 Oct 2018 10:08 |
| URI: | https://tesi.luiss.it/id/eprint/8881 |
Downloads
Downloads per month over past year
Repository Staff Only
 |
View Item |
