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PORTFOLIO
OPTIMIZATION
IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY
Weber, Christoph
;
Woll, Oliver
-
Fachbereich Wirtschaftswissenschaften, Universität …
-
2007
In principle, portfolio
optimization
in electricity markets can make use of the standard mean-variance model going back …
Persistent link: https://www.econbiz.de/10008597076
Saved in:
2
Mean-risk hedging strategies in electricity markets with limited liquidity
Woll, Oliver
-
2015
mean-risk
optimization
under limited liquidity, including the risk measures absolute and relative Value and Conditional …
Persistent link: https://www.econbiz.de/10011307509
Saved in:
3
Portfolio
Optimization
in Electricity Trading with Limited Liquidity
Weber, Christoph
;
Woll, Oliver
-
2007
In principle, portfolio
optimization
in electricity markets can make use of the standard mean-variance model going back …
Persistent link: https://www.econbiz.de/10010420935
Saved in:
4
Portfolio
Optimization
in Electricity Trading with Limited Liquidity
Weber, Christoph
;
Woll, Oliver
-
2007
In principle, portfolio
optimization
in electricity markets can make use of the standard mean-variance model going back …
Persistent link: https://www.econbiz.de/10010424612
Saved in:
5
Mean-risk hedging strategies in electricity markets with limited liquidity
Woll, Oliver
-
2015
mean-risk
optimization
under limited liquidity, including the risk measures absolute and relative Value and Conditional …
Persistent link: https://www.econbiz.de/10011308402
Saved in:
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