Allen, David E; Kramadibrata, Akhmad R.; Powell, R. J.; … - School of Business, Edith Cowan University - 2011
The mining industry can be extremely volatile during times of economic downturn. We compare extreme risk in mining share portfolios from each of the worldís seven leading mining areas using Conditional Value at Risk (CVaR) which measures those risks beyond traditional Value at Risk (VaR)...