BibTex RIS Kaynak Göster

Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan

Yıl 2015, Cilt: 5 Sayı: 2, 312 - 323, 01.06.2015

Öz

This paper attempts to explain the banking performance in Jordan to draw out the implications of related theories and evidence for policy makers. Accordingly, they can influence the banking industry, which, in turn, impacts the economy overall. We investigate the portfolio behaviour of Jordanian banks. The model used is based on the portfolio choice theory, originated by Hicks (1935) and developed by Markowitz (1952) and Tobin (1958). Several nested models are developed to test the theoretical restrictions, including symmetry and homogeneity of the interest rate matrix. The empirical results, in general, clearly do not provide any support for interest rates which are important in determining the general composition of the portfolio holdings of Jordanian banks. The results show, however, that availability of funds is more important in determining the structure of these portfolios.

Yıl 2015, Cilt: 5 Sayı: 2, 312 - 323, 01.06.2015

Öz

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Ayrıntılar

Diğer ID JA27EP87VA
Bölüm Araştırma Makalesi
Yazarlar

Alaaeddin Al-tarawneh Bu kişi benim

Mohmmad Khataybeh Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2015
Yayımlandığı Sayı Yıl 2015 Cilt: 5 Sayı: 2

Kaynak Göster

APA Al-tarawneh, A., & Khataybeh, M. (2015). Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan. International Journal of Economics and Financial Issues, 5(2), 312-323.
AMA Al-tarawneh A, Khataybeh M. Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan. IJEFI. Haziran 2015;5(2):312-323.
Chicago Al-tarawneh, Alaaeddin, ve Mohmmad Khataybeh. “Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan”. International Journal of Economics and Financial Issues 5, sy. 2 (Haziran 2015): 312-23.
EndNote Al-tarawneh A, Khataybeh M (01 Haziran 2015) Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan. International Journal of Economics and Financial Issues 5 2 312–323.
IEEE A. Al-tarawneh ve M. Khataybeh, “Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan”, IJEFI, c. 5, sy. 2, ss. 312–323, 2015.
ISNAD Al-tarawneh, Alaaeddin - Khataybeh, Mohmmad. “Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan”. International Journal of Economics and Financial Issues 5/2 (Haziran 2015), 312-323.
JAMA Al-tarawneh A, Khataybeh M. Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan. IJEFI. 2015;5:312–323.
MLA Al-tarawneh, Alaaeddin ve Mohmmad Khataybeh. “Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan”. International Journal of Economics and Financial Issues, c. 5, sy. 2, 2015, ss. 312-23.
Vancouver Al-tarawneh A, Khataybeh M. Portfolio Behaviour of Commercial Banks under Risk Aversion, The Expected Utility Approach: Evidence from Jordan. IJEFI. 2015;5(2):312-23.