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Two centuries of commodity cycles : dynamics of the metals & mining industry in light of modern portfolio theory

Pfeifer, Jan - 2020

Persistent link: https://www.econbiz.de/10012491739

Investing in minerals

1968

Persistent link: https://www.econbiz.de/10000424909

Switching between the banking and metals and mining sectors of Australia

Haque, Tariq - In: International review of finance 9 (2009) 4, pp. 387-403

Persistent link: https://www.econbiz.de/10003923625

Portfolio return characteristics of different industries

Pouchkarev, Igor; Spronk, Jaap; Vliet, Pim van - In: Modern concepts of the theory of the firm : managing …, (pp. 434-448). 2004

Persistent link: https://www.econbiz.de/10001802722

Portfolio return characteristics of different industries

Pouchkarev, Igor (contributor); Spronk, Jaap (contributor); … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001732943

Optimising a Mining Portfolio Using CVaR

Allen, David E. - 2012

The mining industry can be extremely volatile during times of economic downturn. We compare extreme risk in mining … share portfolios from each of the world's seven leading mining areas using Conditional Value at Risk (CVaR) which measures …

Persistent link: https://www.econbiz.de/10013113404

Quadratic investment portfolio based on value-at-risk with risk-free assets : for stocks of the mining and energy sector

Pandiangan, Naomi; Sukono; Hasbullah, Endang Soeryana - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 4, pp. 175-184

Persistent link: https://www.econbiz.de/10012623457

Using Link Mining for Investment Decisions : Extending the Black Litterman Model

Creamer, Germán G. - 2015

The Black Litterman (BL) model for portfolio optimization combines investors' expectations with the Markowitz framework. The BL model is designed for investors with private information or with knowledge of market behavior. In this paper I propose a method where investors' expectations are based...

Persistent link: https://www.econbiz.de/10013035472

Mining corporate portfolio optimization model with company's operational performance level and international risk

Njike, Achille N.; Kumral, Mustafa - In: Mineral economics : raw materials report 32 (2019) 3, pp. 307-315

Persistent link: https://www.econbiz.de/10012252400

Investigating the effect of price process selection on the value of a metal mining asset portfolio

Collan, Mikael; Savolainen, Jyrki; Luukka, Pasi - In: Mineral economics : raw materials report 30 (2017) 2, pp. 107-115

Persistent link: https://www.econbiz.de/10011939529

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