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Relationship between CAPM-β and market changes in the Japanese liner shipping industry

雑誌名 Maritime policy & management
出版社 Taylor & Francis
巻号 Vol.39 No.3
筆者・編者・翻訳者 Koichiro Tezuka, Masahiro Ishii, Motokazu Ishizaka
記事概要

Introduction
Market changes and its effects on risk
Data and observatory points
Estimation models and methodology
Empirical results
Conclusion and future research