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Article

Asset allocation and value at risk in shipping equity portfolios

Syriopoulos, Theodore - Nama Orang; Roumpis, Efthimios - Nama Orang;

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 investments, the assessment of stock
volatility is a critical issue for efficient asset allocation, dynamic portfolio
management and firm valuation. The empirical findings indicate a highly volatile
profile for shipping stock returns, in line with respective (tanker and dry bulk)
earnings. Sectoral and company fundamentals may affect shipping stock
volatility, which is found to be sensitive to asymmetric shocks. The results
support high portfolio returns for shipping stock portfolios that appear to be
superior to standard market benchmarks but are associated with higher risk level.


Ketersediaan
#
IPC Corporate University Library ATC MR SYR a
ATC1600190
Tersedia
Informasi Detail
Judul Seri
Maritime Policy & Management
No. Panggil
ATC MR SYR a
Penerbit
greece : Routledge., 2009
Deskripsi Fisik
23 p
Bahasa
English
ISBN/ISSN
0308-8839
Klasifikasi
MR
Tipe Isi
-
Tipe Media
-
Tipe Pembawa
online resource
Edisi
VOL. 36, NO. , 2009
Subjek
Shipping services
Shipping Market
Info Detail Spesifik
-
Pernyataan Tanggungjawab
Syriopoulos, Theodore
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PT Pendidikan Maritim dan Logistik Indonesia (PMLI) berdiri pada 10 Juli 2013, berdasarkan Akta Pendirian No. 26 Tanggal 10 Juli 2013 dan Akta Kementerian Hukum dan Hak Asasi Manusia No. AHU-45955.AH.01.01 tahun 2013.

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