Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments by Bruns, Frederik

Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments (Paperback) (ISBN-13: 9783842887992)

Vendor: Frederik Bruns
Product type: Books
Format: Paperback
$59.90
$59.90
$59.90
Subtotal: $59.90
Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments by Bruns, Frederik

Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments

$59.90
Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments by Bruns, Frederik

Windfall Profit in Portfolio Diversification?: An Empirical Analysis of the Potential Benefits of Renewable Energy Investments

$59.90
Format: Paperback
Description
Description
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Modern Portfolio Theory is a theory which was introduced by Markowitz, and which suggests the building of a portfolio with assets that have low or, in the best case, negative correlation. In times of financial crises, however, the positive diversification effect of a portfolio can fail when Traditional Assets are highly correlated. Therefore, many investors search for Alternative Asset classes, such as Renewable Energies, that tend to perform independently from capital market performance. 'Windfall Profit in Portfolio Diversification?' discusses the potential role of Renewable Energy investments in an institutional investor's portfolio by applying the main concepts from Modern Portfolio Theory. Thereby, the empirical analysis uses a unique data set from one of the largest institutional investors in the field of Renewable Energies, including several wind and solar parks. The study received the Science Award 2012 of the German Alternative Investments Association ('Bundesverband Alternative Investments e.V.').

Author: Frederik Bruns
ISBN-10: 384288799X
ISBN-13: 9783842887992
Publisher: Diplomica Verlag
Language: English
Published: 01/14/2013
Pages: 114
Format: Paperback
Weight: 0.32lbs
Size: 8.27h x 5.83w x 0.24d
By Frederik Bruns
By Frederik Bruns
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Frederik Bruns, M.Sc, was born in Stuttgart, Germany in 1987. He has a Bachelor's degree in Political Economics from the University of Heidelberg, and he started a Master's program in Economics at the University of Bonn where he has a major in finance. The author was part in an international exchange program with New York University. There, his knowledge in financial markets and portfolio theory was further developed for he attended courses at the Finance Department of NYU Stern School of Business. During his studies, the author completed several internships in multinational companies, research institutions and political organizations in Germany, the U.S. and Hong Kong. Now, he is working as a Financial Analyst in the Renewable Energy division of Allianz Capital Partners in London.

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