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Should banks be diversified? : Evidence from individual bank loan portfolios

Acharya, Viral V.; Hasan, Iftekhar; Saunders, Anthony - 2002

Persistent link: https://www.econbiz.de/10013456907

Broll, Udo; Sobiech, Anna; Wahl, Jack E. - In: Contemporary economics 6 (2012) 4, pp. 50-53

The paper focuses on the interaction between the solvency probability of a banking firm and the diversification … achieve a confidence level for solvency, we demonstrate that diversification reduces the amount of equity. Notably, the VaR …

Persistent link: https://www.econbiz.de/10009768157

Does planning belong to the politics of the past?

Czarniawska, Barbara - In: Contemporary economics 6 (2012) 4, pp. 36-48

According to many authors, so-called “central planning” had disappeared from European countries by 1989. However, this is by no means certain. Many former centrally planned economies still engage in central planning, in both the private and public sectors. Moreover, there is a striking...

Persistent link: https://www.econbiz.de/10009768166

Value at risk and the diversification dogma

Erdely, Arturo - In: Revista de métodos cuantitativos para la economía y … 24 (2017), pp. 209-219

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual …

Persistent link: https://www.econbiz.de/10011845500

On the diversification effect in solvency II for extremely dependent risks

Chen, Yongzhao; Cheung, Ka Chun; Yam, Sheung Chi Phillip; … - In: Risks : open access journal 11 (2023) 8, pp. 1-22

In this article, we investigate the validity of diversification effect under extreme-value copulas, when the marginal … to our results, one can take advantages from the diversification effect for marginal risks with finite mean. This …

Persistent link: https://www.econbiz.de/10014370410

The diversification effect of defense business on risk and return

Zhong, Ke; Cao, Yong; Liao, Kun - In: Quarterly journal of finance & accounting : QJFA 58 (2020) 1/2, pp. 33-66

Persistent link: https://www.econbiz.de/10012288686

When micro prudence increases macro risk : the destabilizung effects of financial innovation, leverage, and diversification

Corsi, Fulvio; Marmi, Stefano; Lillo, Fabrizio - In: Operations research 64 (2016) 5, pp. 1073-1088

Persistent link: https://www.econbiz.de/10011594641

Operational hedging and diversification under correlated supply and demand uncertainty

Sting, Fabian J.; Huchzermeier, Arnd - In: Production and operations management : an international … 23 (2014) 7, pp. 1212-1226

Persistent link: https://www.econbiz.de/10010400657

What is the best risk measure in practice? : a comparsion of standard measures

Emmer, Susanne; Kratz, Marie; Tasche, Dirk - In: Journal of risk 18 (2015/2016) 2, pp. 31-60

Persistent link: https://www.econbiz.de/10011438976

Diversifying diversification : downside risk management with portfolios of insurance securities

Bhansali, Vineer; Holdom, Jeremie - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 101-113

Persistent link: https://www.econbiz.de/10012517346