Trading strategies in the tanker market
My senior thesis is a new approach in timing the sale and purchase of ships in the tanker market and examines the performance of this trading strategy. Based on the long-run cointegration between earnings and price, i will examine trading models which can be used as an indicaton fo investment or div...
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| Κύριος συγγραφέας: | |
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| Άλλοι συγγραφείς: | |
| Γλώσσα: | en_US |
| Δημοσίευση: |
2020
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| Θέματα: | |
| Διαθέσιμο Online: | http://hdl.handle.net/11610/19925 |
| Ετικέτες: |
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| Περίληψη: | My senior thesis is a new approach in timing the sale and purchase of ships in the tanker market and examines the performance of this trading strategy. Based on the long-run cointegration between earnings and price, i will examine trading models which can be used as an indicaton fo investment or diverstment timing desicions. I will also explain and test the robustness of the trading models. The results will indicate the thaning strategies based on earning-price ratios significantly out-perform buy and hold strategies in the tanker market. |
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