var约束下资产组合投资模型在航运公司运价风险规避中运用-application of portfolio investment model under var constraint in freight rate risk aversion of shipping companies.docxVIP

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var约束下资产组合投资模型在航运公司运价风险规避中运用-application of portfolio investment model under var constraint in freight rate risk aversion of shipping companies.docx

var约束下资产组合投资模型在航运公司运价风险规避中运用-application of portfolio investment model under var constraint in freight rate risk aversion of shipping companies

thatthelosscanbeeffectivelycontrolled.TheValue-at-RiskModel,whichisoneofthemostimportantriskmanagementtools,hasbeendevelopedsince1990s,andnowhasbecometheworld’sstandardtoolofmeasuringandcontrollingrisks.ThethesisdiscusseshowtoavoidfreightrisksbyVaRConstrainedPortfolioModelsothattheshippingcompaniescangetstablerevenue.Thethesisfirstlyintroducesthreemainshippingmarkets:drybulkmarket,oiltankermarketandcontainershippingmarket.Thentherecomesthedefinition,featureandcalculatingmethodsofVaRModel,andalsotheeconometricmodelofVaR:GARCH,EGARCHModel.Thethesisthengivesquantitativemeasurementoftheriskoftheth

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var约束下资产组合投资模型在航运公司运价风险规避中运用-application of portfolio investment model under var constraint in freight rate risk aversion of shipping companies.docxVIP