Designing electricity generation portfolios using the mean-variance approach
The use of the mean-variance approach (MVA) is well demonstrated in the financial literature for the optimal design of financial assets portfolios. The electricity sector portfolios are also guided by similar objectives, namely maximizing return and minimizing risk. As such, this paper proposes two...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Aalborg University Press
2014-06-01
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| Series: | International Journal of Sustainable Energy Planning and Management |
| Subjects: | |
| Online Access: | https://journals.aau.dk/index.php/sepm/article/view/562/929 |