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Maritime Policy & Management
The flagship journal of international shipping and port research
Volume 36, 2009 - Issue 1
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Original Articles

Asset allocation and value at risk in shipping equity portfolios

Theodore Syriopoulos Department of Shipping, Trade & Transport, School of Business Sciences, University of the Aegean, 2A Korai Street, 82100 Chios, GreeceCorrespondence[email protected]
&
Efthimios Roumpis Department of Shipping, Trade & Transport, School of Business Sciences, University of the Aegean, 2A Korai Street, 82100 Chios, Greece
Pages 57-78 | Published online: 23 Mar 2009

Citations (13)

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Read on this site (3)

Dejan Dragan, Abolfazl Keshavarzsaleh, Marko Intihar, Vlado Popović & Tomaž Kramberger. (2021) Throughput forecasting of different types of cargo in the adriatic seaport Koper. Maritime Policy & Management 48:1, pages 19-45.
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Theodore Syriopoulos & George Bakos. (2019) Investor herding behaviour in globally listed shipping stocks. Maritime Policy & Management 46:5, pages 545-564.
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Wolfgang Drobetz, Tim Richter & Martin Wambach. (2012) Dynamics of time-varying volatility in the dry bulk and tanker freight markets. Applied Financial Economics 22:16, pages 1367-1384.
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Articles from other publishers (10)

Nektarios A. Michail. (2020) World economic growth and seaborne trade volume: Quantifying the relationship. Transportation Research Interdisciplinary Perspectives 4, pages 100108.
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Nektarios A. Michail & Konstantinos D. Melas. (2019) A cointegrating stock trading strategy: application to listed tanker shipping companies. Journal of Shipping and Trade 4:1.
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Jae-Boong Lee, Su-Han Woo, Jeong Seok Song, Byeongchan Seong & Keun-Sik Park. (2019) Diversification effect of ship investment funds in South Korea. Journal of Korea Trade 23:1, pages 62-74.
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Panos K. Pouliasis, Nikos C. Papapostolou, Ioannis Kyriakou & Ilias D. Visvikis. (2018) Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice 116, pages 178-200.
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Keun-Sik Park, Young-Joon Seo, A-Rom Kim & Min-Ho Ha. (2018) Ship Acquisition of Shipping Companies by Sale & Purchase Activities for Sustainable Growth: Exploratory Fuzzy-AHP Application. Sustainability 10:6, pages 1763.
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Kostas Andriosopoulos, Michael Doumpos, Nikos C. Papapostolou & Panos K. Pouliasis. (2013) Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review 52, pages 16-34.
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Wolfgang Drobetz & Lars Tegtmeier. (2013) The development of a performance index for KG funds and a comparison with other shipping-related indices. Maritime Economics & Logistics 15:1, pages 32-71.
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Mike G. Tsionas, Andreas G. Merikas & Anna A. Merika. (2012) Concentrated ownership and corporate performance revisited: The case of shipping. Transportation Research Part E: Logistics and Transportation Review 48:4, pages 843-852.
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Wolfgang Drobetz, Lars Tegtmeier & Mihail Topalov. (2012) Die Konstruktion eines Performanceindexes für geschlossene Schiffsfonds. Kredit und Kapital 45:1, pages 79-113.
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Nektarios Michail & Konstantinos Melas. (2018) A Cointegrating Stock Trading Strategy for Tanker Shipping Companies. SSRN Electronic Journal.
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