-Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to … peak-load pricing and MVP theory to derive optimal portfolios consisting of an arbitrary number of plant technologies given …

available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from …-variance portfolio (MVP) theory and analytically discuss possible solution cases and important optimality properties. We examine the …

‐Variance Portfolio (MVP) theory provides a consistent framework to valuate financial risks in power generation portfolios that allows to …‐load pricing and MVP theory to derive optimal portfolios consisting of an arbitrary number of plant technologies given uncertain …

available for serving system demand. While the classical peak load pricing theory derives the efficient portfolio structure from …‐variance portfolio (MVP) theory and analytically discuss possible solution cases and important optimality properties. We examine the …

under ambiguity, called Shadow probability theory, a generalization of the Choquet expected utility. In this model … space. Risk and risk attitude, on the other hand, apply to the subordinated space, as in classical expected utility theory … the classical asset pricing theory by incorporating ambiguous probabilities. It proposes a well defined ambiguity premium …