Windfall profit in portfolio diversification? : an empirical analysis of the potential benefits of renewable energy investments / / Frederik Bruns |
Autore | Bruns Frederik |
Pubbl/distr/stampa | Hamburg, Germany : , : Diplomica Verlag, , 2013 |
Descrizione fisica | 1 online resource (108 p.) |
Disciplina | 332.6 |
Collana | Reihe Alternative Investment |
Soggetto topico |
Investments
Portfolio management Capital market |
Soggetto genere / forma | Electronic books. |
ISBN | 3-8428-3799-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Windfall Profit in Portfolio Diversification?; Table of contents; List of abbreviations; List of figures; List of tables; 1 Introduction and literature overview; 2 Renewable Energy as an Alternative Asset class; 2.1 Classification; 2.1 Main characteristics; 2.3 Investors; 3 Modern Portfolio Theory; 3.1 Mean-variance framework; 3.2 Estimating correlation structures; 3.3 Optimal portfolios with investor liabilities; 4 Application to Renewable Energy investments; 4.1 Return distributions; 4.2 Diversification possibilities; 4.3 Discussion of the asset-only perspective; 4.4 Liability hedging credit
5 Empirical analysis 5.1 Data; 5.2 Statistical analysis; 5.3 Empirical results; 6 Conclusion and outlook; Appendix; Appendix A: Renewable Energy instruments and remuneration; Appendix B: Discussion of the holding period return measure; Appendix C: Structure of the income statement for a wind farm; Appendix D: Empirical distributions of the wind farms; Appendix E: Proxy indices and discussion of the asset classes; Appendix F: Empirical distributions and auto correlation of the asset classes; Appendix G: Value at Risk and Conditional Value at Risk Appendix H: Calculation of the optimal portfolios in the multi-asset framework Appendix I: Regressions for the wind portfolio; Appendix J: Security Market Line of the single-index model for wind; References |
Record Nr. | UNINA-9910463920303321 |
Bruns Frederik
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||
Hamburg, Germany : , : Diplomica Verlag, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Windfall profit in portfolio diversification? : an empirical analysis of the potential benefits of renewable energy investments / / Frederik Bruns |
Autore | Bruns Frederik |
Pubbl/distr/stampa | Hamburg, Germany : , : Diplomica Verlag, , 2013 |
Descrizione fisica | 1 online resource (108 p.) |
Disciplina | 332.6 |
Collana | Reihe Alternative Investment |
Soggetto topico |
Investments
Portfolio management Capital market |
ISBN | 3-8428-3799-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Windfall Profit in Portfolio Diversification?; Table of contents; List of abbreviations; List of figures; List of tables; 1 Introduction and literature overview; 2 Renewable Energy as an Alternative Asset class; 2.1 Classification; 2.1 Main characteristics; 2.3 Investors; 3 Modern Portfolio Theory; 3.1 Mean-variance framework; 3.2 Estimating correlation structures; 3.3 Optimal portfolios with investor liabilities; 4 Application to Renewable Energy investments; 4.1 Return distributions; 4.2 Diversification possibilities; 4.3 Discussion of the asset-only perspective; 4.4 Liability hedging credit
5 Empirical analysis 5.1 Data; 5.2 Statistical analysis; 5.3 Empirical results; 6 Conclusion and outlook; Appendix; Appendix A: Renewable Energy instruments and remuneration; Appendix B: Discussion of the holding period return measure; Appendix C: Structure of the income statement for a wind farm; Appendix D: Empirical distributions of the wind farms; Appendix E: Proxy indices and discussion of the asset classes; Appendix F: Empirical distributions and auto correlation of the asset classes; Appendix G: Value at Risk and Conditional Value at Risk Appendix H: Calculation of the optimal portfolios in the multi-asset framework Appendix I: Regressions for the wind portfolio; Appendix J: Security Market Line of the single-index model for wind; References |
Record Nr. | UNINA-9910787890303321 |
Bruns Frederik
![]() |
||
Hamburg, Germany : , : Diplomica Verlag, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|
Windfall profit in portfolio diversification? : an empirical analysis of the potential benefits of renewable energy investments / / Frederik Bruns |
Autore | Bruns Frederik |
Pubbl/distr/stampa | Hamburg, Germany : , : Diplomica Verlag, , 2013 |
Descrizione fisica | 1 online resource (108 p.) |
Disciplina | 332.6 |
Collana | Reihe Alternative Investment |
Soggetto topico |
Investments
Portfolio management Capital market |
ISBN | 3-8428-3799-2 |
Formato | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Windfall Profit in Portfolio Diversification?; Table of contents; List of abbreviations; List of figures; List of tables; 1 Introduction and literature overview; 2 Renewable Energy as an Alternative Asset class; 2.1 Classification; 2.1 Main characteristics; 2.3 Investors; 3 Modern Portfolio Theory; 3.1 Mean-variance framework; 3.2 Estimating correlation structures; 3.3 Optimal portfolios with investor liabilities; 4 Application to Renewable Energy investments; 4.1 Return distributions; 4.2 Diversification possibilities; 4.3 Discussion of the asset-only perspective; 4.4 Liability hedging credit
5 Empirical analysis 5.1 Data; 5.2 Statistical analysis; 5.3 Empirical results; 6 Conclusion and outlook; Appendix; Appendix A: Renewable Energy instruments and remuneration; Appendix B: Discussion of the holding period return measure; Appendix C: Structure of the income statement for a wind farm; Appendix D: Empirical distributions of the wind farms; Appendix E: Proxy indices and discussion of the asset classes; Appendix F: Empirical distributions and auto correlation of the asset classes; Appendix G: Value at Risk and Conditional Value at Risk Appendix H: Calculation of the optimal portfolios in the multi-asset framework Appendix I: Regressions for the wind portfolio; Appendix J: Security Market Line of the single-index model for wind; References |
Record Nr. | UNINA-9910816469403321 |
Bruns Frederik
![]() |
||
Hamburg, Germany : , : Diplomica Verlag, , 2013 | ||
![]() | ||
Lo trovi qui: Univ. Federico II | ||
|