Risk averse investment strategies for a private electricity generating company in a carbon constrained environment
Year of publication: |
2019
|
---|---|
Authors: | Adıyeke, Esra ; Çanakoğlu, Ethem ; Ağralı, Semra |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 70.2019, 12, p. 2056-2068
|
Subject: | Risk averse investments | energy investment problems | conditional value at risk | mixed-integer program | Risikoaversion | Risk aversion | Elektrizitätswirtschaft | Electric power industry | Theorie | Theory | Risikomaß | Risk measure | Energiewirtschaft | Energy sector | Portfolio-Management | Portfolio selection | Risiko | Risk |
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