Spatial energy market risk analysis using the semivariance risk measure-Reference-Cited by-同舟云学术

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Spatial energy market risk analysis using the semivariance risk measure

Published:2007-10 Issue:8 Volume:29 Page:600-608
ISSN:0142-0615
Container-title:International Journal of Electrical Power & Energy Systems
language:en
Short-container-title:International Journal of Electrical Power & Energy Systems

Author:

Yu Zuwei

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Energy Engineering and Power Technology

Reference43 articles.

1. Portfolio selection, efficient diversification of investment;Markowitz,1959

2. Portfolio selection;Markowitz;J Financ,1952

3. Capital market prices: a theory of market equilibrium under conditions of risk;Sharpe;J Financ,1964

4. Value at risk;Jorion,2000

5. Efficient asset management, a practical guide to stock portfolio optimization and asset allocation;Michaud,1998

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