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Keywords: modern portfolio theory
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Journal Articles
Article Type: Research Papers
J. Offshore Mech. Arct. Eng. October 2022, 144(5): 052001.
Paper No: OMAE-22-1014
Published Online: June 20, 2022
... asset, which is later extended to evaluate the whole offshore wind farm by the multi-asset portfolio optimization. In this regard, the Markowitz modern portfolio theory is applied to estimate a risk-adjusted return parameter, the Sharpe ratio of the overall portfolio of offshore wind assets. Later...