How does credit portfolio diversification affect banks’ return and risk? Evidence from Chinese listed commercial banks

How does credit portfolio diversification affect banks’ return and risk? Evidence from Chinese listed commercial banks

Does diversification of credit portfolio indeed lead to increased performance and reduced risk of banks as traditional portfolio theory suggests? This paper investigates empirically the effects of diversification on the Chinese banks’ return and risk from the aspect of sector. Panel data on 16 Chin...

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Bibliographic Details
Main Authors: Yibing Chen, Yong Shi, Xianhua Wei, Lingling Zhang
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2014-06-01
Series:Technological and Economic Development of Economy
Subjects:
sectoral diversification
credit portfolio
return and risk
emerging markets
HHI
risk-adjusted HHI
Online Access:https://journals.vgtu.lt/index.php/TEDE/article/view/3419

Internet

https://journals.vgtu.lt/index.php/TEDE/article/view/3419

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