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...
| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin :
Springer-Verlag,
c2006
Berlin : ©2006 |
| Series: | Lecture notes in economics and mathematical systems ;
578 Lecture notes in economics and mathematical systems ; 578. |
| Subjects: |
Internet
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INTERNET RESOURCE |
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