Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Manolis G. Kavussanos; Dimitris N. Dimitrakopoulos
| Year of publication: |
2011
|
|---|---|
| Authors: | Kavussanos, Manolis G. ; Dimitrakopoulos, Dimitris N. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 5, p. 258-268
|
| Subject: | Freight rate risk | Shipping | Tankers | Value at Risk | Expected tail loss | Frachtrate | Freight rate | Risikomaß | Risk measure | Risiko | Risk | Frachtschifffahrt | Cargo shipping | Marktrisiko | Market risk | Tankschifffahrt | Tanker shipping | Risikomanagement | Risk management | Welt | World | Schifffahrt |
| Extent: | graph. Darst. |
|---|---|
| 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/10009492114