Risk-return Portfolio Level Trade-off for Czech Banks
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DOI: 10.18267/j.pep.859
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More about this item
Keywords
bank profitability; bank risk; risk-return trade-off; RORWA; RAROC; dynamic panel regression;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- D01 - Microeconomics - - General - - - Microeconomic Behavior: Underlying Principles
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
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