Mean-Variance Optimization of Power Generation Portfolios Under Uncertainty in the Merit Order
Year of publication: |
2011
|
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Authors: | Weber, Christoph |
Other Persons: | Sunderkötter, Malte (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Elektrizitätswirtschaft | Electric power industry |
Extent: | 1 Online-Ressource (50 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1942818 [DOI] |
Classification: | G11 - Portfolio Choice ; L94 - Electric Utilities ; Q43 - Energy and the Macroeconomy ; C44 - Statistical Decision Theory; Operations Research |
Source: | ECONIS - Online Catalogue of the ZBW |
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