Browsing NHH Brage by Author "Lian, Jørgen"
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Portfolio risk management in shipping : a multi-factor approach
Lian, Jørgen; Toften, Henrik S. (Master thesis, 2015)This paper applies modern portfolio theory to manage portfolio risk for real shipping investments. The aim is to propose a multi-factor model for explaining vessel return variation. In doing so, we seek to improve extant ...