Optimal diversification, bank value maximization and default probability
Year of publication: |
2015
|
---|---|
Authors: | Tsai, Yung-Shun ; Lin, Chien-Chih ; Chen, Hsiao-Yin |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 22/24, p. 2488-2499
|
Subject: | diversification | default probability | systemic risk | banking | business cycle | Theorie | Theory | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Systemrisiko | Systemic risk | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Wahrscheinlichkeitsrechnung | Probability theory | Konjunktur | Business cycle | Diversifikation | Diversification | Bank |
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