Optimal risk return trade-offs of commercial banks and the suitability of profitability measures for loan portfolios

Autori

• Jochen Kuhn

Parametri

• Libri di testo
• Libri di testo universitari
• Lecture notes in economics and mathematical systems

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2006

(In brossura)