A Study of Banking Behavior in Optimal Structure of Banking Assets

摘要：

Applying some theory of modern portfolio,the paper studies banks assets structure in the optimal state,gets the proportion of high-risk and low-risk assets in banks assets structure under the utility maximization state,analyzes the differences of banking behavior in various states,and points out that the factors determining the differences of banking behavior includes △σ2,fi and λ.

关键词： banking assets structure banking behavior,Asset Portfolio Selection maximization-utility state

作者: ZHOU Hongwei HU Xu

作者单位: College of Finance,Hunan University,P.R.China,410079

会议类型: 国际会议

会议名称: 2007 International Conference on Management Science and Engineering(2007管理科学与工程国际学术会议)

会议地点: 河南焦作

会议语种:英文

页码: 1724-1727

在线出版日期: 2007-08-20（万方平台首次上网日期，不代表论文的发表时间）