This paper investigates the presence of time-varying comovements, volatility implications and dynamic correlations in major Balkan and leading mature equity markets, in order to provide quantified responses to international asset allocation decisions. Since asset returns and correlation dynamics...

This study employs alternative dynamic volatility models to investigate the risk and return characteristics of a carefully selected sample of shipping stocks, in order to enhance asset allocation opportunities. As private and institutional investors are in search of alternative style...

We present a framework for designing optimal allocation strategies for large stock portfolios using dynamic factor models and multivariate volatility parametrisations. We attempt to elaborate on the fundamental structure of the Fama and French (FF) factor model with a special focus on the time...

The chapter discusses ship finance and analyzes modern instruments, methods and markets that shipping companies employ to fund their investment projects. In a highly dynamic and volatile business environment, ship finance becomes highly sophisticated, innovative and complex. Emphasis is placed...