Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks
Year of publication: |
2007
|
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Authors: | Behr, Andreas ; Kamp, Andreas ; Memmel, Christoph ; Pfingsten, Andreas |
Publisher: |
Frankfurt a. M. : Deutsche Bundesbank |
Subject: | Kreditgeschäft | Portfolio-Management | Kreditwürdigkeit | Gewinn | Bankrisiko | Schätzung | Deutschland | bank lending | loan portfolio | portfolio theory | diversification | riskreturn analysis |
Series: | Discussion Paper Series 2 ; 2007,05 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 527426016 [GVK] hdl:10419/19764 [Handle] RePEc:zbw:bubdp2:5576 [RePEc] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; C43 - Index Numbers and Aggregation ; C23 - Models with Panel Data ; G11 - Portfolio Choice |
Source: |
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Banks' concentration versus diversification in the loan portfolio : new evidence from Germany
Jahn, Nadya, (2013)
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Behr, Andreas, (2007)
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Do banks diversify loan portfolios? A tentative answer based on individual bank loan portfolios
Kamp, Andreas, (2005)
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Behr, Andreas, (2007)
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