Concepedia

Loan Portfolio Optimization

Loan Portfolio Optimization is a methodological framework in financial risk management that systematically determines the optimal allocation of credit resources across diverse loan assets to maximize risk-adjusted returns while adhering to regulatory, liquidity, and credit quality constraints.

23

Publications

1K

Citations

56

Authors

38

Institutions

Publications per year

2017–2026

8

Parents

Publications

23

How loan portfolio diversification affects risk, efficiency and capitalization: A managerial behavior model for Austrian banks

Stefania Patrizia Sonia Rossi, Markus S. Schwaiger, Gerhard Winkler · Journal of Banking & Finance · 2009 · 232 citations

, , +16

Loan portfolio diversification, market structure and bank stability

Jeungbo Shim · Journal of Banking & Finance · 2019 · 164 citations

, , +16

Loan Market Competition and Bank Risk-Taking

Wolf Wagner · Journal of Financial Services Research · 2009 · 103 citations · Full text

, , +16

RISK RETURN, AND MANAGERIAL OBJECTIVES: SOME EVIDENCE FROM THE SAVINGS AND LOAN INDUSTRY

James A. Verbrugge, Steven Goldstein · The Journal of Financial Research · 1981 · 54 citations

, , +16

Loan portfolio optimization using Genetic Algorithm: A case of credit constraints

Noura Metawa, Mohamed Elhoseny, M. Kabir Hassan et al. · 2016 · 52 citations

, , +16

1–5 of 23

Authors

56

  1. WW
    Wolf Wagner

    Erasmus University Rotterdam, Netherlands

    2 publications · 118 citations

    2

    h-index

  2. NJ
    Nadya Jahn

    Deutsche Bundesbank, Germany

    1 publications · 16 citations

    1

    h-index

  3. CM
    Christoph Memmel

    Deutsche Bundesbank, Germany

    1 publications · 16 citations

    1

    h-index

  4. GT
    Gerry Tsoukalas

    University of Pennsylvania, United States

    1 publications · 33 citations

    1

    h-index

  5. JC
    Jens Clausen

    University of Copenhagen, Denmark

    1 publications · 30 citations

    1

    h-index

1–5 of 56

Institutions

38

  1. University of New Orleans

    New Orleans, United States

    1 h-index

    1 publications

    52 citations

  2. Lahore College for Women University

    Lahore, Pakistan

    1 h-index

    1 publications

    32 citations

  3. University of Colorado Denver

    Denver, United States

    1 h-index

    1 publications

    164 citations

  4. Southern Illinois University Carbondale

    Carbondale, United States

    1 h-index

    1 publications

    14 citations

  5. Ho Chi Minh University of Banking

    Ho Chi Minh City, Vietnam

    1 h-index

    2 publications

    52 citations

  6. University of Vienna

    Vienna, Austria

    1 h-index

    1 publications

    232 citations

  7. Nicholls State University

    Thibodaux, United States

    1 h-index

    1 publications

    14 citations

  8. University of Pennsylvania

    Philadelphia, United States

    1 h-index

    1 publications

    33 citations

1–8 of 38

Venues

  1. Journal of Banking & Finance

    3 publications · 422 citations

    3

    h-index

  2. Journal of Financial Services Research

    2 publications · 117 citations

    2

    h-index

  3. International Review of Financial Analysis

    IRFA · 1 publications · 32 citations

    1

    h-index

  4. The Journal of Financial Research

    1 publications · 54 citations

    1

    h-index

  5. Journal of Economic Dynamics and Control

    1 publications · 30 citations

    1

    h-index

1–5