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

Jochen Kühn

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Institución detectada Año de publicación Navegá Descargá Solicitá
No detectada 2006 SpringerLink

Información

Tipo de recurso:

libros

ISBN impreso

978-3-540-34819-1

ISBN electrónico

978-3-540-34821-4

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

Información sobre derechos de publicación

© Springer-Verlag Berlin Heidelberg 2006

Tabla de contenidos

Introduction

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 1-5

Risk Measures

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 7-22

Asset Pricing

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 23-31

Reward-to-Risk Ratios

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 33-43

Effects of Risk-Taking in Commercial Banks

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 45-59

Risk-Return Trade-Offs for Commercial Banks

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 61-91

Deposits and the Risk-Return Trade-Off

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 93-104

Profitability Measures for Loan Portfolios

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 105-116

Conclusion

Jochen Kühn

Approximating a function consists of replacing it by another function of simpler form that may be used as its surrogate. This strategy is used frequently in numerical integration where, instead of computing ∫ (), one carries out the exact computation of ∫ (), being a function simple to integrate (e.g. a polynomial), as we will see in the next chapter. In other instances the function may be available only partially through its values at some selected points. In these cases we aim at constructing a continuous function that could represent the empirical law which is behind the finite set of data. We provide some examples which illustrate this kind of approach.

Pp. 117-121