Investigating the effect of price process selection on the value of a metal mining asset portfolio
Mikael Collan, Jyrki Savolainen, Pasi Luukka
| Year of publication: |
July 2017
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|---|---|
| Authors: | Collan, Mikael ; Savolainen, Jyrki ; Luukka, Pasi |
| Published in: |
Mineral economics : raw materials report. - Heidelberg : Springer, ISSN 2191-2203, ZDB-ID 2625632-0. - Vol. 30.2017, 2, p. 107-115
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| Subject: | Metal mining | Price process choice | gBm | Mean-reverting process | Simulation | Erzbergbau | Bergbau | Mining | Metallindustrie | Metal industry | Portfolio-Management | Portfolio selection | Metallmarkt | Metal market | Preis | Price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s13563-017-0102-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011939529