Portfolio and Risk Management for Renewable Energies - van Ledden, Christian
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Utilizing Markowitz portfolio theory, the book establishes that a renewable energy asset portfolio is lowly correlated with the FTSE100. It develops a structured risk and diversification approach for institutional renewable energy portfolios. The book shows that by combining wind and solar PV assets at a variety of locations in Europe as well as stocks in one portfolio, a diversification effect can be realized.

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Produktbeschreibung
Utilizing Markowitz portfolio theory, the book establishes that a renewable energy asset portfolio is lowly correlated with the FTSE100. It develops a structured risk and diversification approach for institutional renewable energy portfolios. The book shows that by combining wind and solar PV assets at a variety of locations in Europe as well as stocks in one portfolio, a diversification effect can be realized.
Autorenporträt
Christian van Ledden received a Bachelor of Business Administration from The Hague University of Applied Sciences in International Business and Management Studies. During his studies he was affiliated with a company investing in renewable energies for institutional clients, which he joined upon his graduation.