Optimising a Mining Portfolio Using CVaR
Year of publication: |
2011-11
|
---|---|
Authors: | Allen, David E ; Kramadibrata, Akhmad R. ; Powell, R. J. ; Singh, Abhay Kumar |
Institutions: | School of Business, Edith Cowan University |
Subject: | Value at risk | Conditional value at risk | Mining share portfolios |
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