淡江大學機構典藏:Item 987654321/93261
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    题名: Asymmetric Diversification, Bank Value Maximization, and Default Probability
    作者: Tsai, Yung-Shun;Lin, Chien-Chih;Chen, Hsiao-Yin
    贡献者: 淡江大學財務金融學系
    关键词: Diversification;Business Cycle;Systemic Risk;Banking
    日期: 2013-04-03
    上传时间: 2013-12-13 15:14:37 (UTC+8)
    摘要: This study discusses the existence of the optimal diversification to maximize bank value. It finds that the impact of diversification on bank value depends on the business cycle. Since diversification can lower individual risk and raise system risk simultaneously, it will not always be beneficial for financial institutions to diversify their assets fully. This paper finds that, in a good economy, there will be an optimal
    diversification to maximize a bank’s value, but in a bad economy, diversification will hurt a bank’s value. Empirical evidence from Taiwan’s banks is provided.
    關聯: 2013 International Symposium on Business and Management (ISBM 2013), 21p.
    显示于类别:[財務金融學系暨研究所] 會議論文

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