Corporate Disclosures and Financial Risk Assessment: A Dichotomous Data-Analytical Approach Using Multivariate Scoring Models and Scenario Techniques [Paperback]

This publication links information asymmetries anddecision processes of financial investors through quantitative models. The aimis to analyze empirical observations and synthesize outputs in order to add newacademic insights with practical pertinence. Multivariate scoring models and statistical analysesinvestigate situations on the market level that enables corporations to lowertheir capital costs if specific conditions are met. Scenario techniques andfurther econometrical models are applied to research the microeconomic level.

Philipp Kissing graduated from the Universities ofMannheim and M?nster with a major in quantitative finance. In parallel to hisprofessional activities at the investment management of a German insurancecompany, he was engaged in a research group in Paris and attained his PhD.

This publication links information asymmetries anddecision processes of financial investors through quantitative models. The aimis to analyze empirical observations and synthesize outputs in order to add newacademic insights with practical pertinence. Multivariate scoring models and statistical analysesinvestigate situations on the market level that enables corporations to lowertheir capital costs if specific conditions are met. Scenario techniques andfurther econometrical models are applied to research the microeconomic level.

Contents

• TheoreticalFoundation and Previous Research Results
  
• CorporateDisclosures of Mid-Caps and Market Risk Indicators
  
• CorporateDisclosures and the Decision-Making-Process of Fls]