The evidence of modern portfolio theory on loan portfolio of Philippine Stock Exchange listed banks

• Main Authors: Banez, Francesca Joyce P., Gomez, Maria Asuncion F., Lim, Karen Dixie N., Santos, Gizelle Anne J.
• Format: text
• Language: English
• Published: Animo Repository 2014
• Subjects: Bank loans > Philippines; Banks and banking > Philippines; Stocks > Philippines; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/18505
• Institution: De La Salle University

This study investigates whether there is evidence of the modern portfolio theory (MPT) on loan portfolio of Philippine Stock Exchange (PSE) listed banks. To be able to determine if there is evidence of MPT in banks, the study examines the loan portfolio mix of a bank and how it affects the profitabi...