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

By S. Rossi, Markus Schwaiger, G. Winkler. 2009

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Foreign bank diversification and efficiency prior to and during the financial crisis: Does one business model fit all? (2015, methodology): “Acharya et al. (2006) find no evidence that diversification in loan mix is associated with higher return and/or lower risk, while Rossi et al. (2009) find that asset diversification raises profit efficiency by reducing bank risk and cost efficiency.”
The effects of loan portfolio concentration on Brazilian banks return and risk (2011, result): “This view is also empirically supported by Argentinean banks on the Argentinean financial crisis of 2001 and 2002 [Bebczuk and Galindo, 2008] and by Austrian banks over the years 1997-2003 [Rossi et al., 2009].”