Investigating the effect of price process selection on the value of a metal mining asset portfolio
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- Achille N. Njike & Mustafa Kumral, 2019. "Mining corporate portfolio optimization model with company’s operational performance level and international risk," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 32(3), pages 307-315, November.
More about this item
KeywordsMetal mining; Price process choice; gBm; Mean-reverting process; Simulation;
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
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