Work

A dynamic CVaR‐portfolio approach using real options: an application to energy investments

Year: 2010

Type: article

Source: European Transactions on Electrical Power

DOI: 10.1002/etep.429

Authors: Jana Szolgayová, Sabine Fuss, Nikolay Khabarov, Michael Obersteiner

Institutions: International Institute for Applied Systems Analysis, Comenius University Bratislava

Language: English

Topic: Capital Investment and Risk Analysis

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Affordable and clean energy, Industry, innovation and infrastructure, Climate action

Open Access status: closed

OpenAlex ID: W2040960424

FWCI: 2.229

Cites: 23

Cited by: 23

Related to: 10