The assessment of market efficiency in the shipping sector: a new approach

The aim of this paper is to use an alternative measure of the efficiency of the different shipping industries, i.e. VLCC/ULCC (250 000 dwt), Suezmax (140 000 dwt), Aframax (80 000 dwt), which are the main carriers of crude oil, and Handymax (40 000 dwt), which carries the vast majority of clean (oil) products.

Updated: 27/10/2011
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Views: 5,780

Optimal portfolio selection and index tracking for the shipping equity and freight rate markets

Author(s):

Kostas Andriosopoulos

 et al.
Topic:
Finance

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.

Updated: 12/08/2015
Comments:
Views: 6,566