Distributionally Robust Performance Analysis with Applications to Mine Valuation and Risk
We consider several problems motivated by issues faced in the mining industry. In recent years, it has become clear that mines have substantial tail risk in the form of environmental disasters, and this tail risk is not incorporated into common pricing and risk models. However, data sets of the extr...
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| Language: | English |
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2017
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| Online Access: | https://doi.org/10.7916/D8QJ7VSC |