Assessing the risk-return trade-off in loan portfolios
Year of publication: |
2012
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Authors: | Mencía, Javier |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 36.2012, 6, p. 1665-1677
|
Subject: | Portfolio-Management | Portfolio selection | Risiko | Risk | Schätzung | Estimation | Kreditgeschäft | Bank lending | Kapitaleinkommen | Capital income | Risiko-Ertrags-Verhältnis | Risk-return tradeoff | Kreditrisiko | Credit risk | CAPM |
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