Measuring the market risk of freight rates : a value-at-risk approach
Year of publication: |
2008
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Authors: | Angelidis, Timotheos ; Skiadopoulos, George |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 11.2008, 5, p. 447-469
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Subject: | Massengutschifffahrt | Dry bulk shipping | Frachtrate | Freight rate | Risikomaß | Risk measure | Theorie | Theory |
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