Concepedia

Optimal investment portfolio in renewable energy: The Spanish case

José Ignacio Muñoz-Hernández, Agustín A. Sánchez de la Nieta, Javier Contreras, José L. Bernal‐Agustín

Energy Policy · 2009 · 101 citations · 14 references

DOI

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References

14

Coherent Measures of Risk

Philippe Artzner, Freddy Delbaen, Jean‐Marc Eber et al. · Mathematical Finance · 1999 · 9K citations · Full text

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Optimization of conditional value-at-risk

R. T. Rockafellar, Stan Uryasev · The Journal of Risk · 2000 · 6.5K citations

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Portfolio Selection

Harry M. Markowitz · The Journal of Finance · 1952 · 4.5K citations

Portfolio optimization with conditional value-at-risk objective and constraints

Pavlo A. Krokhmal, tanislav Uryasev, Jonas Palmquist · The Journal of Risk · 2001 · 778 citations

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Portfolio-Based Electricity Generation Planning: Policy Implications For Renewables And Energy Security

Shimon Awerbuch · Mitigation and Adaptation Strategies for Global Change · 2006 · 277 citations · Full text

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