The performance of Asian airlines in the recent financial turmoil based on VaR and modified Sharpe ratio

Journal of Air Transport Management

Volumn 14, Issue 5, 2008, Pages 257-262

  Chuang, I Yuan ^a   Chiu, Yen Chen ^b   Edward Wang, C ^c  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b NATIONAL TAICHUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c NATIONAL TAIPEI UNIVERSITY   (Taiwan)

Author keywords

Airlines; Asian financial crisis; Employee stock ownership plans; Modified Sharpe ratio; Value at risk

Indexed keywords

AIRLINE INDUSTRY; FINANCIAL CRISIS; OWNERSHIP;

EID: 50649084127     PISSN: 09696997     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jairtraman.2008.05.001     Document Type: Article

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