Investigation into the optimal freight hedging strategy with concentration on Suezmax tankers

• Main Author: Goh, Carson Kai Sheng.
• Other Authors: School of Civil and Environmental Engineering
• Format: Final Year Project
• Language: English
• Published: 2013
• Subjects: DRNTU::Engineering::Maritime studies
• Online Access: http://hdl.handle.net/10356/53935
• Institution: Nanyang Technological University

This objective of this report is to investigate the effectiveness of traditional freight hedging strategies (Time-Charter) in optimising the portfolio management of a fleet of 10 Suezmaxes and balancing portfolio risk and return at the same time. The paper commences by examining the risks in ship...