Asset allocation and value at risk in shipping equity portfolios
Theodore Syriopoulos and Efthimios Roumpis
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003849023