Optimal risk-return trade-offs of commercial banks and the suitability measures for loan portfolios

DOI10.1007/3-540-34821-2zbMath1140.91054OpenAlexW614876725MaRDI QIDQ2503446

Jochen Kühn

Publication date: 21 September 2006

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-34821-2

zbMATH Keywords

asset pricingrisk measureSharpe ratioVaRrisk-return trade-offloan portfolioprofitability measure

Mathematics Subject Classification ID

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