Chargement en cours…
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...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2006.
|
| Édition: | 1st ed. 2006. |
| Collection: | Lecture Notes in Economics and Mathematical Systems,
578 |
| Sujets: | |
| Accès en ligne: | Texto Completo |