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Selected Publication:

Castro, GM; Klockl, C; Regner, P; Schmidt, J; Pereira, AO.
(2022): Improvements to Modern Portfolio Theory based models applied to electricity systems
ENERG ECON. 2022; 111, 106047 FullText FullText_BOKU

Authors BOKU Wien:
Klöckl Claude
Regner Peter
Schmidt Johannes
BOKU Gendermonitor:


Find related publications in this database (Keywords)
Optimization
Diversification
Portfolio selection
Renewable energy sources
CVaR


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