摘要
以散货船经营多样化来减少市场风险已是航运界的共识，但如何定量分析多种海运项目搭配的最佳组合，是一个值得探讨的问题。笔者试图从船公司投资／营运决策着手，论证多样化经营的效果以及定量分析在不了解船东的风险反感程度条件下，如何制定散货船风险性经营的最优多样化策略。
The idea that diversification in bulk shipping can reduce the market risks has been widely accepted within the circles, while the quantitative analysis of such diversification is worth discussing.Through the shipping company's investment/operating decision model, this paper intends to prove the positive effect of diversification on risk management and analyse quantitatively how to determine the OPtimal POrtfolio strategy for the risky bulk shipping, without the knowledge of shipowners' attitudes towards the risks.
出处
《上海海运学院学报》
1996年第1期7-13,共7页
Journal of Shanghai Maritime University
关键词
散货船
航运市场
风险
投资
bulk cargo carriers
shipping markets
risk
correlation coefficients
investments
