A Dynamic CVaR-Portfolio Approach Using Real Options: An Application to Energy Investments

Szolgayová J, Fuss S, Khabarov N, Obersteiner M
1 May 2009
Conference paper
Institute of Electrical and Electronics Engineers (IEEE)
,
pp.
1 - 7
No abstract available
Keywords:

38 Economics

,

3502 Banking, Finance and Investment

,

3801 Applied Economics

,

35 Commerce, Management, Tourism and Services

DOI
10.1109/eem.2009.5207184