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Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /

The present 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 assessed whether their risk-return trade-offs are optimal for banks. This volume intends to fil...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kühn, Jochen (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Lecture Notes in Economics and Mathematical Systems, 578
Subjects:
Online Access:Texto Completo