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The portfolio of the major trading banks : an econometric analysis

Lim, Guay Cheng

Description

The Australian trading banks are prominent financial intermediaries of the monetary sector and their portfolio behaviour has implications for monetary policy. The purpose of this study is to develop and estimate a short-run (monthly) model of bank portfolio choice. Since the pioneering article by Markowitz and Tobin, mean-variance analysis has been the primary theory of portfolio selection. The resultant optimum portfolio, though desired, need not be attainable in the short-run and the...[Show more]

CollectionsOpen Access Theses
Date published: 1982
Type: Thesis (PhD)
URI: http://hdl.handle.net/1885/127626
DOI: 10.25911/5d74e073de1c0

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