Efficient Portfolios of the Energy Technologies

被引：7

作者：

Nikonov, Oleg I. ^{[1
]}

Medvedeva, Marina A. ^{[1
]}

机构：

[1] Ural Fed Univ, Ekaterinburg 620002, Russia

来源：

NUMERICAL ANALYSIS AND APPLIED MATHEMATICS ICNAAM 2011: INTERNATIONAL CONFERENCE ON NUMERICAL ANALYSIS AND APPLIED MATHEMATICS, VOLS A-C | 2011年 / 1389卷

关键词：

energy technologies; risk and return of technology; portfolio theory; efficient portfolios of technologies;

D O I：

10.1063/1.3636792

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The goal of the research is to apply the methods of Portfolio Theory to a set of technologies instead of to a set of securities on a stock market (as it is the case in the original model). Assets on the stock market are objects that have risk and return, parameters that depend on uncertain factors and thus are uncertain. The returns from the use of technologies also depend on uncertain factors and thus each technology has a certain amount of risk. The simultaneous use of technologies could diversify the risks that are associated with technologies just the same way as diversification works on the stock market.

引用

页数：4