Blar i Master Thesis på forfatter "Rasmussen, Thomas Samdal"
-
Managing risk with freight futures from IMAREX : testing hedging effectiveness and the unbiasedness hypothesis
Rasmussen, Thomas Samdal; Tversland, Eivind (Master thesis, 2007)This thesis investigates the hedging effectiveness and unbiasedness hypothesis of the IMAREX PM4TC freight futures contract. First, we present theory of dry bulk shipping and risk management. Then, we study hedging ...