Imagem da capa

Código QR (código de barras bidimensional)

Optimal Risk-Return Trade-Offs of Commercial Banks and the Suitability of Profitability Measures for Loan Portfolios /

Na minha lista:

Detalhes bibliográficos
Autor principal:	Khn, Jochen
Autor Corporativo:	SpringerLink (Online service)
Formato:	Recurso Eletrônico livro eletrônico
Idioma:	inglês
Publicado em:	Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
coleção:	Lecture Notes in Economics and Mathematical Systems, 578
Assuntos:	Economics. Finance. Banks and banking. Economics/Management Science. Finance /Banking. Quantitative Finance.
Acesso em linha:	http://dx.doi.org/10.1007/3-540-34821-2
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!

Registros relacionados

Risk Assessment Decisions in Banking and Finance /
por: Bol, Georg
Publicado em: (2008)

Risk Management in Credit Portfolios Concentration Risk and Basel II /
por: Hibbeln, Martin
Publicado em: (2010)

Strategic Trading in Illiquid Markets
por: Mnch, Burkart
Publicado em: (2005)

Risk Management Challenge and Opportunity /
por: Frenkel, Michael
Publicado em: (2005)

Bond Portfolio Optimization
por: Puhle, Michael
Publicado em: (2008)

Handbook of Quantitative Finance and Risk Management
por: Lee, Cheng-Few
Publicado em: (2010)

The Market Approach to Comparable Company Valuation
por: Meitner, Matthias
Publicado em: (2006)

Private Equity Exits Divestment Process Management for Leveraged Buyouts /
por: Povaly, Stefan
Publicado em: (2007)

The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
por: Engelmann, Bernd
Publicado em: (2006)

Portfolio Management with Heuristic Optimization
por: Maringer, Dietmar
Publicado em: (2005)

A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
por: Genser, Michael
Publicado em: (2006)

Portfolios of Real Options
por: Brosch, Rainer
Publicado em: (2008)

Pricing of Derivatives on Mean-Reverting Assets
por: Lutz, Bjrn
Publicado em: (2010)

Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
por: Repplinger, Detlef
Publicado em: (2008)

Market-Conform Valuation of Options
por: Herwig, Tobias
Publicado em: (2006)

Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
por: Bouziane, Markus
Publicado em: (2008)

Sovereign Default Risk Valuation Implications of Debt Crises and Bond Restructurings /
por: Andritzky, Jochen
Publicado em: (2006)

Pricing and Risk Management of Synthetic CDOs
por: Schlsser, Anna
Publicado em: (2011)

Hidden Collective Factors in Speculative Trading A Study in Analytical Economics /
por: Roehner, Bertrand M.
Publicado em: (2009)

Modern Actuarial Risk Theory Using R /
por: Kaas, Rob
Publicado em: (2008)

Empirical Techniques in Finance
por: Bhar, Ramaprasad
Publicado em: (2005)

Complex Systems in Finance and Econometrics
por: Meyers, Robert A.
Publicado em: (2011)

Computational Methods in Financial Engineering Essays in Honour of Manfred Gilli /
por: Kontoghiorghes, Erricos J.
Publicado em: (2008)

Real Estate Risk in Equity Returns Empirical Evidence from U.S. Stock Markets /
por: Michel, Gaston
Publicado em: (2009)

Strategy and Organization of Corporate Banking
por: Laurentis, Giacomo
Publicado em: (2005)

Real Estate Investment A Value Based Approach /
por: Goddard, G Jason
Publicado em: (2012)

Optimisation, Econometric and Financial Analysis
por: Kontoghiorghes, Erricos John
Publicado em: (2007)

Banks and Shareholder Value An Overview of Bank Valuation and Empirical Evidence on Shareholder Value for Banks /
por: Gross, Stephanie
Publicado em: (2006)

Investment Banking A Guide to Underwriting and Advisory Services /
por: Iannotta, Giuliano
Publicado em: (2010)

Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /
por: Brndle, Alexander
Publicado em: (2010)

A Quantitative Liquidity Model for Banks
por: Schmaltz, Christian
Publicado em: (2009)

Corporate Evaluation in the German Banking Sector
por: Reuse, Svend
Publicado em: (2007)

Integrated Market and Credit Portfolio Models Risk Measurement and Computational Aspects /
por: Grundke, Peter
Publicado em: (2008)

The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management /
por: Engelmann, Bernd
Publicado em: (2011)

Sales Management Control Strategies in Banking Strategic Fit and Performance Impact /
por: Mueller, Florian
Publicado em: (2011)

Valuation of Network Effects in Software Markets A Complex Networks Approach /
por: Kemper, Andreas
Publicado em: (2010)

A Trading Desks View of Market Quality
por: Schwartz, Robert A.
Publicado em: (2005)

Portfolio Strategies of Private Equity Firms Theory and Evidence /
por: Lossen, Ulrich
Publicado em: (2007)

Trust as the Key to Loyalty in Business-to-Consumer Exchanges Trust Building Measures in the Banking Industry /
por: Ebert, Tara
Publicado em: (2009)

Exchange Traded Funds Structure, Regulation and Application of a New Fund Class /
por: Hehn, Elisabeth
Publicado em: (2005)