Asset allocation and value at risk in shipping equity portfolios
Year of publication: |
2009
|
---|---|
Authors: | Syriopoulos, Theodore ; Roumpis, Efthimios |
Published in: |
Maritime policy and management : MPM. - London : Taylor & Francis, ISSN 0308-8839, ZDB-ID 750606-5. - Vol. 36.2009, 1, p. 57-78
|
Subject: | Reederei | Shipping company | Aktie | Share | Volatilität | Volatility | Marktrisiko | Market risk | ARCH-Modell | ARCH model |
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