The case for geographical diversification in renewable energy portfolios - Does the application of volatility forecasting and Mean Variance Optimization provide more value than equally weighted portfolios?

Student thesis: Master Thesis and HD Thesis

  • Jón Frímann Jónsson
4. semester, Economics and Business Administration (Finance), MSc. (Master Programme)
LanguageEnglish
Publication date30 May 2023
External collaboratorCentrica Energy Trading A/S
Thorsten Schuch Thorsten.Schuch@centrica.com
Information group
ID: 532304710