Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios (Lecture Notes in Economics and Mathematical Systems) by Unknow


Optimal Risk-Return Trade-Offs of Commercial Banks: and the Suitability of Profitability Measures for Loan Portfolios (Lecture Notes in Economics and Mathematical Systems) by Unknow

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Type: pdf, ePub, zip, txt
Publisher: Springer
Released: September 25, 2006
Page Count: 152
Language: English

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From the Back CoverThe 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... read more ...











 
 
 
 
 
 



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