Energy Allocation with Risk Management in Electricity Markets
Min Liu
(2025)
Energy Allocation with Risk Management in Electricity Markets: pp.
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3. Modern Portfolio Theory
The following sections are included:
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3.1 Introduction
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3.2 Risk and Risk Aversion
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3.3 Capital Allocation between the Risky Asset and the Risk-Free Asset
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3.4 Optimal Risky Portfolios
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3.5 Summary