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Search: subject:"mean variance portfolio theory"
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mean-variance portfolio theory
10
Portfolio-Management
8
Portfolio selection
7
Theorie
6
Theory
6
fuel mix diversification
6
peak load pricing
6
power plant investments
6
Electric power industry
5
Elektrizitätswirtschaft
5
Mean–variance portfolio theory
4
Electricity
3
Electricity price
3
Elektrizität
3
Energiepreis
3
Energiesubstitution
3
Energy price
3
Energy substitution
3
Kraftwerk
3
Mean-variance portfolio theory
3
Power plant
3
Strompreis
3
CAPM
2
Capacity planning
2
Diversification
2
Diversifikation
2
Efficiency Frontier
2
Electricity generation investment
2
Equilibrium price system
2
Fuel mix diversification
2
Herfindahl-Hirschman Index (HH)
2
Mean-Variance Portfolio Theory
2
Mean-Variance Portfolio theory
2
Monte Carlo simulation
2
Power Generation
2
Power plant investments
2
Robust optimization
2
Seemingly Unrelated Regression Estimations (SURE)
2
Shannon-Wiener Index (SW)
2
maximal complementary solutions
2
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Free
11
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Article
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Graue Literatur
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English
13
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11
Author
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Weber, Christoph
8
Sunderkötter, Malte
5
Sunderkoetter, Malte
3
Krey, Boris
2
Lynch, Muireann Á.
2
Pınar, Mustafa Ç.
2
Roos, K.
2
Roques, Fabien
2
Shortt, Aonghus
2
Terlaky, T.
2
Almeida, Edmar Luiz Fagundes de
1
Awerbuch, Shimon
1
Berkelaar, A.B.
1
Berkelaar, Berkelaar, A.B.
1
Chiu, Mei Choi
1
Chyong, Chi Kong
1
Fahmy, Hany
1
Hiroux, Céline
1
Jansen, B.
1
Jansen, Jansen, B.
1
Kondakis, Nick
1
Li, Carmen A.
1
Liu, M
1
Losekann, Luciano
1
Marrero, Gustavo A.
1
O'Malley, Mark
1
O'Malley, Mark J.
1
Ramos-Real, Francisco J.
1
Reiner, David M.
1
Roumpis, Efthimios
1
Saguan, Marcelo
1
Thomaidis, Nikos S.
1
Tol, Richard S. J.
1
Tol, Richard S.J.
1
Wong, Hoi Ying
1
Wu, FF
1
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Fachbereich Wirtschaftswissenschaften, Universität Duisburg-Essen
2
Erasmus University Rotterdam, Econometric Institute
1
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
1
Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
1
Robert Schuman Centre for Advanced Studies (RSCAS), European University Institute
1
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EWL Working Paper
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EWL Working Papers
2
EWL working paper
2
Energy Economics
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Energy economics
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European Journal of Operational Research
2
Cambridge working papers in economics
1
EPRG working paper
1
Econometric Institute Report
1
Econometric Institute Research Papers
1
Energy Policy
1
European journal of operational research : EJOR
1
International Journal of Financial Markets and Derivatives
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Journal of economics & business
1
Mitigation and Adaptation Strategies for Global Change
1
RSCAS Working Papers
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SOI - Working Papers
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RePEc
13
ECONIS (ZBW)
7
EconStor
3
BASE
1
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1
A portfolio approach to wind and solar deployment in Australia
Chyong, Chi Kong
;
Li, Carmen A.
;
Reiner, David M.
; …
-
2020
Persistent link: https://www.econbiz.de/10013205503
Saved in:
2
Mean-variance-time : an extension of Markowitz's
mean-variance
portfolio
theory
Fahmy, Hany
- In:
Journal of economics & business
109
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012244920
Saved in:
3
Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
2011
In this article we discuss welfare-optimal capacity allocation of different electricity generation technologies available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10010420947
Saved in:
4
Mean-Variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
Fachbereich Wirtschaftswissenschaften, Universität …
-
2011
In this article we discuss welfare-optimal capacity allocation of different electricity generation technologies available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10011156754
Saved in:
5
Mean-variance optimization of power generation portfolios under uncertainty in the merit order
Sunderkötter, Malte
;
Weber, Christoph
-
2011
In this article we discuss welfare-optimal capacity allocation of different electricity generation technologies available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from a deterministic marginal production cost curve ("merit...
Persistent link: https://www.econbiz.de/10010429439
Saved in:
6
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10010420940
Saved in:
7
Optimal Wind Power Deployment in Europe - a Portfolio Approach
Roques, Fabien
;
Hiroux, Céline
;
Saguan, Marcelo
-
Robert Schuman Centre for Advanced Studies (RSCAS), …
-
2009
(Austria, Denmark, France, Germany, and Spain) and applies
Mean-Variance
Portfolio
theory
to identify cross-country portfolios …
Persistent link: https://www.econbiz.de/10005042579
Saved in:
8
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
Fachbereich Wirtschaftswissenschaften, Universität …
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10008597078
Saved in:
9
Valuing fuel diversification in optimal investment policies for electricity generation portfolios
Sunderkoetter, Malte
;
Weber, Christoph
-
2009
Optimal capacity allocation for investments in electricity generation assets can be deterministically derived by comparing technology specific long-term and short-term marginal costs. In an uncertain market environment, Mean-Variance Portfolio (MVP) theory provides a consistent framework to...
Persistent link: https://www.econbiz.de/10010425868
Saved in:
10
Scope of electricity efficiency improvement in Switzerland until 2035
Krey, Boris
-
2008
This study uses Markowitz
mean-variance
portfolio
theory
with forecasted data for the years 2005 to 2035 to determine …
Persistent link: https://www.econbiz.de/10010315520
Saved in:
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