Portfolio and Risk Management for Renewable Energies

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.

Autorentext

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.