Mean-risk optimization of electricity portfolios

DOI10.1002/pamm.200410001zbMath1354.91142OpenAlexW2134085742MaRDI QIDQ2954558

Andrea Liebscher, Werner Römisch, N. Gröwe-Kuska, Andreas Eichhorn, Gorden Spangardt, Isabel Wegner

Publication date: 24 January 2017

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200410001

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Portfolio theory (91G10)

Related Items

Polyhedral risk measures in electricity portfolio optimization

Cites Work

• Unnamed Item
• Coherent Measures of Risk
• Polyhedral risk measures in electricity portfolio optimization
• Polyhedral Risk Measures in Stochastic Programming