RT Journal Article
SR Electronic
T1 Optimizing the Energy Portfolio
JF The Journal of Structured Finance
FD Institutional Investor Journals
SP 28
OP 36
DO 10.3905/jsf.2002.320285
VO 8
IS 3
A1 Andy Dunn
YR 2002
UL https://pm-research.com/content/8/3/28.abstract
AB This article illustrates the need to use the latest portfolio analysis and optimization techniques to improve the decision-making around whether or not to add generation assets to a current business. We illustrate the primary risks that underlie any generation asset and then demonstrate how typical risk-management decisions made when focused on the individual assets can be significantly different from ones made when considering the entire generation and retail portfolio. Using risk and return and the relationship of these two important measures can lead to superior decisions about changes to any energy-based portfolio.