The index, launched earlier this month, comprises 30 companies in the maritime shipping industry, including the transport of dry goods and leasing tankers. Each of the constituents is put through a proprietary methodology to determine its weighting in the index, with higher yielding securities receiving preferential weighting. To qualify for inclusion, a company must have a market capitalisation of at least US$250 million and a daily trading volume of at least US$2 million. Its shares must
- People moves: SocGen adds in prime services, Deutsche fills new rates hole, HSBC makes model move, and more
- Quant Finance Master’s Guide 2019
- Credit risk quants are hitting the tech gap
- Princeton tops inaugural Risk.net quant master’s ranking
- Does credit risk need an expected shortfall-style revamp?