Treatment of Double Default Effects within the Basel Regulatory Framework and a Theoretical and an Experimental Investigation of Higher-Order Risk Preferences [Elektronische Ressource] / Sebastian Ebert

Treatment of Double Default Effects within theBasel Regulatory Framework and a Theoreticaland an Experimental Investigation ofHigher-Order Risk PreferencesInaugural-Dissertationzur Erlangung des Grades eines Doktorsder Wirtschafts- und Gesellschaftswissenschaftendurch dieRechts- und Staatswissenschaftliche Fakultätder Rheinischen Friedrich-Wilhelms-UniversitätBonnvorgelegt vonSebastian Ebertaus Gutach (Schwarzwaldbahn)Bonn 2011Dekan: Prof. Dr. Klaus SandmannErstreferent: Prof. Dr. Eva LütkebohmertZweitreferent: Prof. Dr. h.c. Harris Schlesinger, Ph.D.Tag der mündlichen Prüfung: 08.07.2011Diese Dissertation ist auf dem Hochschulschriftenserver der ULB Bonn(http://hss.ulb.uni-bonn.de/diss_online) elektronisch publiziert.ii.meinen ElternvAcknowledgementsFirst of all I want to thank my supervisor Eva Lütkebohmert, who introduced me to con-ducting research by starting my dissertation with a joint project. This collaboration wasalways very pleasant and fruitful. Ilearned a lot fromher deep insights into bankingregu-lation as well as from her mathematical expertise. Later on she also gave me the freedomtostartmyownresearch agenda. Further, shealways tookhertimetodiscussmyresearchaswellasmyplansandambitions. IalsowanttothankHarrisSchlesinger. Myresearchonhigher-order risk preferences has significantly benefited from numerous communicationswith him over the recent years.