Do Banks Diversify Loan Portfolios? A Tentative Answer Based on Individual Bank Loan Portfolios

52 Pages Posted: 8 Jun 2016

See all articles by Andreas Kamp

Andreas Kamp

University of Muenster - Finance Center

Andreas Pfingsten

University of Münster - Finance Center Münster

Daniel Porath

University of Applied Sciences Mainz

Date Written: 2005

Abstract

Theory of financial intermediation gives contradicting answers to the question whether

Keywords: bank lending, loan portfolio, portfolio theory, diversification, concentration measures, distance measures, focus

JEL Classification: G21, G11, C43

Suggested Citation

Kamp, Andreas and Pfingsten, Andreas and Porath, Daniel, Do Banks Diversify Loan Portfolios? A Tentative Answer Based on Individual Bank Loan Portfolios (2005). Bundesbank Series 2 Discussion Paper No. 2005,03, Available at SSRN: https://ssrn.com/abstract=2793961

Andreas Kamp (Contact Author)

University of Muenster - Finance Center ( email )

Universitatsstr. 14-16
Muenster, 48143
Germany

Andreas Pfingsten

University of Münster - Finance Center Münster ( email )

Universitätsstr. 14-16
Muenster, D-48143
Germany

Daniel Porath

University of Applied Sciences Mainz ( email )

An der Bruchspitze 50
Mainz 55122
Germany

HOME PAGE: http://www.fh-mainz.de/index.php?id=5726&lastArticle=4692&cHash=b12d1fc2e8#4692

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