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?
The thesis was published by
Jónsson, Jón FrÃmann,
in January 2023,
Aalborg University.
Abstract:
The full thesis can be downloaded at :
https://vbn.aau.dk/ws/files/534845807/Master_Thesis___The_case_for_geographical_diversification_in_renewable_energy_portfolios__2_.pdf
https://vbn.aau.dk/ws/files/534845807/Master_Thesis___The_case_for_geographical_diversification_in_renewable_energy_portfolios__2_.pdf