Similar Search Results - EconBiz

Market entry, asset returns, and irrational exuberance : asset management anomalies in dry chargo shipping

Bulut, Emrah; Duru, Ikan; Yoshida, Shageru - In: International journal of shipping and transport … 5 (2013) 6, pp. 652-667

Persistent link: https://www.econbiz.de/10010233226

Freight derivatives and risk management : a review

Kavussanos, Manolis G.; Visvikis, Ilias D. - In: Risk management in commodity markets : from shipping to …, (pp. 153-181). 2008

Persistent link: https://www.econbiz.de/10003787697

Optimal Portfolio Selection and Index Tracking for the Shipping Equity and Freight Rate Markets

Andriosopoulos, Kostas D. - 2013

This paper reproduces the performance of two international shipping stock indexes and two physical shipping indexes by investing only in stock portfolios that our algorithms determine. In our analysis, we use daily stock data and address the index-tracking problem with the differential evolution...

Persistent link: https://www.econbiz.de/10013094795

Investing for the long run when returns are predictable

Barberis, Nicholas - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 225-264

Persistent link: https://www.econbiz.de/10001496991

Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement

Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2000

Persistent link: https://www.econbiz.de/10001446941

Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops

Bol, Georg (ed.); Hann, Tae Horn (contributor) - 2000

Persistent link: https://www.econbiz.de/10001455393

How relevant is volatility forecasting for financial risk management?

Christoffersen, Peter F.; Diebold, Francis X. - In: The review of economics and statistics 82 (2000) 1, pp. 12-22

Persistent link: https://www.econbiz.de/10001456328

Value at Risk (VaR) models : a comparative analysis of parametric and non parametric approaches

Ajassa, Giovanni (contributor); … - 1998

Persistent link: https://www.econbiz.de/10001435254

Scenarios identification for financial modelling

Canestrelli, Elio; Giove, Silvio - In: Current topics in quantitative finance : with 23 tables, (pp. 25-36). 1999

Persistent link: https://www.econbiz.de/10001442906

Evaluating the forecasts of risk models

Berkowitz, Jeremy - 1999

Persistent link: https://www.econbiz.de/10001407286

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