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...
Call Number: | Libro Electrónico |
---|---|
Main Author: | |
Corporate Author: | |
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 |