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Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability
16 references·0 citing·44 second hop
Breaking the Bank? A Probabilistic Assessment of Euro Area Bank Profitability (2019)Breaking the Bank? A Probabilistic Assess…How does capital affect bank performance during financial crises? (2013)How does capital affect bank …The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)The Credit Crisis Around the …Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland (2010)Determinants of Bank Profitab…Bank activity and funding strategies: The impact on risk and returns☆ (2010)Bank activity and funding str…Bank governance, regulation and risk taking (2008)Bank governance, regulation a…Rethinking Bank Regulation: Till Angels Govern (2005)Rethinking Bank Regulation: T…Diversification in Banking: Is Noninterest Income the Answer? (2004)Diversification in Banking: I…Bank regulation and supervision: what works best? (2003)Bank regulation and supervisi…Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Liberalization, Moral Hazard …Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence (1999)Determinants of Commercial Ba…The Relationship between Capital and Earnings in Banking (1995)The Relationship between Capi…Autoregressive Conditional Density Estimation (1994)Autoregressive Conditional De…Determinants of European bank profitability: A note (1992)Determinants of European bank…Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Concentration and other determinants of bank profitability in Europe, North America and Australia (1989)Concentration and other deter…Safety First and the Holding of Assets (1952)Safety First and the Holding …Expectation in Economics (1949)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? 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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,662 cited
  • 2008Bank governance, regulation and risk taking3,267 cited
  • 1952Safety First and the Holding of Assets2,555 cited
  • 2003Bank regulation and supervision: what works best?2,370 cited
  • 2000Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough?2,232 cited
  • 1999Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence2,104 cited
  • 2013How does capital affect bank performance during financial crises?1,810 cited
  • 1994Autoregressive Conditional Density Estimation1,580 cited
  • 2011The Credit Crisis Around the Globe: Why Did Some Banks Perform Better?1,425 cited
  • 1992Determinants of European bank profitability: A note1,352 cited
  • 1989Concentration and other determinants of bank profitability in Europe, North America and Australia1,325 cited
  • 2010Bank activity and funding strategies: The impact on risk and returns☆1,262 cited
  • 2010Determinants of Bank Profitability Before and During the Crisis: Evidence from Switzerland1,217 cited
  • 2004Diversification in Banking: Is Noninterest Income the Answer?1,208 cited

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1995
The Relationship between Capital and Earnings in Banking
1,132 cited
  • 2005Rethinking Bank Regulation: Till Angels Govern1,080 cited
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