Measuring market risk for financial assets with moderate tail fatness : the case of global government bond portfolios

von Dimitrakopoulos, Dimitris
Veröffentlicht in International journal of decision sciences, risk and management (2009)

Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets

von Kavussanos, Manolis G.
Veröffentlicht in International review of financial analysis (2011)

Information linkages between Panamax freight derivatives and commodity derivatives markets

von Kavussanos, Manolis G.
Veröffentlicht in Maritime economics & logistics (2010)

Value at risk models for volatile emerging markets equity portfolios

von Dimitrakopoulos, Dimitris N.
Veröffentlicht in The quarterly review of economics and finance (2010)

Economic spillovers between related derivatives markets : the case of commodity and freight markets

von Kavussanos, Manolis G.
Veröffentlicht in Transportation research / E (2014)