of assets subject to different characteristics of risk x return leads to optimized portfolios of investments. Grounded on … the limits of a theory developed to manage risk in securities when applied to wind farm investments. <engl.> …

hourly output and hourly revenue risk-reducing benefits from the optimal choice of locational generation capacities is … and solar energy and revenue risk are computed using the actual market portfolio and the risk-adjusted expected hourly …

different. Also, the return and risk span of the SMAD model are much broader than those of the FSMAD model. The highest returns …

The successful integration of wind energy in liberalized energy markets requires the implementation of risk management … reveal that a higher frequency of hedging activities does not increase the risk-return efficiency of wind power revenues …