Portfolio and Risk Management for Renewable Energies: Application of Modern Portfolio Theory to diversified renewable energy and stock portfolios - Couverture souple

Van Ledden, Christian

 
9783639494068: Portfolio and Risk Management for Renewable Energies: Application of Modern Portfolio Theory to diversified renewable energy and stock portfolios

Synopsis

Utilizing Markowitz portfolio theory, the book establishes that a renewable energy asset portfolio is lowly correlated with the FTSE100. It develops a structured risk and diversification approach for institutional renewable energy portfolios. The book shows that by combining wind and solar PV assets at a variety of locations in Europe as well as stocks in one portfolio, a diversification effect can be realized.

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