Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks
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- Meslier, Céline & Tacneng, Ruth & Tarazi, Amine, 2014.
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- repec:spt:fininv:v:7:y:2018:i:2:f:7_2_2 is not listed on IDEAS
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More about this item
Keywordsbank lending; loan portfolio; portfolio theory; diversification; riskreturn analysis;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C43 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Index Numbers and Aggregation
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ACC-2007-06-11 (Accounting & Auditing)
- NEP-ALL-2007-06-11 (All new papers)
- NEP-BAN-2007-06-11 (Banking)
- NEP-EEC-2007-06-11 (European Economics)
- NEP-EFF-2007-06-11 (Efficiency & Productivity)
- NEP-RMG-2007-06-11 (Risk Management)
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