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 - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540348191 - August 14, 2006
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Jochen Kuhn
Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios - Lecture Notes in Economics and Mathematical Systems 2006 edition

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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

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 14, 2006
ISBN13 9783540348191
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 152
Dimensions 155 × 235 × 8 mm   ·   240 g
Language English  

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