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This work gives a brief overview of the portfolio selection problem following the mean-risk approach first proposed by Markowitz (1952). We consider various risk measures, i.e. variance, value-at-risk and expected-shortfall and we study the efficient frontiers obtained by solving the portfolio...
Persistent link: https://www.econbiz.de/10005859370
integrate the significant factors into any reasonable bank risk, portfolio or capital management framework or approaches for …
Persistent link: https://www.econbiz.de/10005858102
and equity, steadily rising non-performing loans and bank runs at smaller financial institutions have highlighted problems …
Persistent link: https://www.econbiz.de/10009277288
economies, despite great increases in the post-crisis period. The author reviews regulations on foreign bank entry that may have … changes and the need for bank recapitalization in the region, the presence of foreign banks is expected to increase in the …, and may be due to the fact that foreign bank entry in Asia is still a very recent phenomenon, and has occurred mostly …
Persistent link: https://www.econbiz.de/10009278284