Publisher
Journal of Yasar University
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference32 articles.
1. Akyuwen, R., Boffey, R. R., Powell, R. J., & Wijaya, K. (2017).Optimizing the industry mix of Indonesian portfolios. KINERJA, 18(2), 101-114.
2. Allen, D., Kramadibrata, A., Powell, R., & Singh, A. (2012). Conditional value at risk applications to the global mining industry. Journal of Business and Policy Research, 7(3), 11-23.
3. Allen, D., & Powell, R. (2011). Measuring and optimising extreme sectoral risk in Australia. Asia Pacific Journal of Economics and Business, 15(1), 1-14.
4. Al Janabi, M. A. (2014). Optimal and investable portfolios: An empirical analysis with scenario optimization algorithms under crisis market prospects. Economic Modelling, 40(3), 369-381.
5. Alexander, G. J., & Baptista, A. M. (2002). Economic implications of using a mean-VaR model for portfolio selection: A comparison with meanvariance analysis. Journal of Economic Dynamics and Control, 26(7), 1159-1193.