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Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios - Lecture Notes in Economics and Mathematical Systems Jochen Kuhn 2006 edition
Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios - Lecture Notes in Economics and Mathematical Systems
Jochen Kuhn
This book criticizes the fact that profitability measures derived from capital market models such as the Sharpe ratio and the reward-to-VaR ratio are proposed for loan portfolios, although it is not proven whether their risk-return trade-offs are optimal for banks.
152 pages, 1 black & white tables, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 14 de agosto de 2006 |
| ISBN13 | 9783540348191 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 152 |
| Dimensiones | 155 × 235 × 8 mm · 240 g |
| Lengua | Inglés |
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