Diversification and performance in banking: The Israeli case

Journal of Financial Services Research

Volumn 27, Issue 1, 2005, Pages 27-49

  Landskroner, Yoram ^a   Ruthenberg, David ^a   Zaken, David ^b  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b Financial Stability Division   (Israel)

Author keywords

Diversification gains; Efficient frontier; Optimal portfolio; RAROCV risk adjusted return on capital; VARV value at risk

Indexed keywords

EID: 17444378632     PISSN: 09208550     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10693-005-6411-6     Document Type: Article

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