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Diversification and the banks' risk-return-characteristics: evidence from loan portfolios of German banks
Behr, Andreas; Kamp, Andreas; Memmel, Christoph; … - 2007
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's...
Persistent link: https://www.econbiz.de/10010295924
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Investment, default propensity score and cash flow sensitivity in six EU member states : evidence based on firm-level panel data
Behr, Andreas; Schiwy, Christoph; Weinblat, Jurij - In: Applied economics 51 (2019) 49, pp. 5345-5368
Persistent link: https://www.econbiz.de/10012197231
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Default prediction using balance-sheet data : a comparison of models
Behr, Andreas; Weinblat, Jurij - In: Journal of risk finance : the convergence of financial … 18 (2017) 5, pp. 523-540
Persistent link: https://www.econbiz.de/10011814892
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Diversification and the banks' risk-return-characteristics : evidence from loan portfolios of German banks
Behr, Andreas; Kamp, Andreas; Memmel, Christoph; … - 2007
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's...
Persistent link: https://www.econbiz.de/10003446353
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Diversification and the Banks' Risk-Return-Characteristics : Evidence from Loan Portfolios of German Banks
Behr, Andreas - 2016
Banks face a tradeoff between diversifying and focusing their loan portfolio. In this paper we carry out an empirical study for the German market to shed light on the question whether or not the benefits of risk sharing outweigh those of specialization. We use data from the Bundesbank's...
Persistent link: https://www.econbiz.de/10012989297