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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Main Author: Δανιήλ, Ισιδώρα
Other Authors: Ρουμπούτσου, Αθηνά
Language:en_US
Published: 2020
Subjects:
Online Access:http://hdl.handle.net/11610/19925
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author Δανιήλ, Ισιδώρα
author2 Ρουμπούτσου, Αθηνά
author_facet Ρουμπούτσου, Αθηνά
Δανιήλ, Ισιδώρα
author_sort Δανιήλ, Ισιδώρα
collection DSpace
description 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.
id oai:hellanicus.lib.aegean.gr:11610-19925
institution Hellanicus
language en_US
publishDate 2020
record_format dspace
spelling oai:hellanicus.lib.aegean.gr:11610-199252020-06-03T05:33:40Z Trading strategies in the tanker market Δανιήλ, Ισιδώρα Ρουμπούτσου, Αθηνά trading tankers shipping δεξαμενόπλοιο Shipping Tankers 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. 2020-02-13T12:50:56Z 2020-02-13T12:50:56Z 2019-02-11 http://hdl.handle.net/11610/19925 en_US Default License application/pdf Χίος
spellingShingle trading
tankers
shipping
δεξαμενόπλοιο
Shipping
Tankers
Δανιήλ, Ισιδώρα
Trading strategies in the tanker market
title Trading strategies in the tanker market
title_full Trading strategies in the tanker market
title_fullStr Trading strategies in the tanker market
title_full_unstemmed Trading strategies in the tanker market
title_short Trading strategies in the tanker market
title_sort trading strategies in the tanker market
topic trading
tankers
shipping
δεξαμενόπλοιο
Shipping
Tankers
url http://hdl.handle.net/11610/19925
work_keys_str_mv AT daniēlisidōra tradingstrategiesinthetankermarket