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Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - 2021
-in and electricity prices. This uncertainty reflects on both the market outcomes and the quantity of renewable generation …
Persistent link: https://www.econbiz.de/10012581307
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Risk-averse regret minimization in multi-stage stochastic programs
Poursoltani, Mehran; Delage, Erick; Georghiou, Angelos - 2021
Persistent link: https://www.econbiz.de/10012939439
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Stochastic optimization of trading strategies in sequential electricity markets
Kraft, Emil; Russo, Marianna; Keles, Dogan; Bertsch, … - In: European journal of operational research : EJOR 308 (2023) 1, pp. 400-421
Persistent link: https://www.econbiz.de/10014283055
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Optimal annuity portfolio under inflation risk
Konicz, Agnieszka Karolina; Pisinger, David; … - In: Computational Management Science : CMS 12 (2015) 3, pp. 461-488
Persistent link: https://www.econbiz.de/10011285966
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Integrating multi-stage stochastic programming and machine learning for the evaluation of policies in the electricity portfolio problem
Murgia, Gianluca; Sbrilli, Simone - In: IMA journal of management mathematics 28 (2017) 1, pp. 109-130
Persistent link: https://www.econbiz.de/10011690485
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Personalized goal-based investing via multi-stage stochastic goal programming
Kim, Woo Chang; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 20 (2020) 3, pp. 515-526
Persistent link: https://www.econbiz.de/10012194905
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Large-scale financial planning via a partially observable stochastic dual dynamic programming framework
Lee, Jinkyu; Kwon, Do-Gyun; Lee, Yongjae; Kim, Jang Ho; … - In: Quantitative finance 23 (2023) 9, pp. 1341-1360
Persistent link: https://www.econbiz.de/10014339931
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Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty
Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756
Persistent link: https://www.econbiz.de/10011372868
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The circle of investment : connecting the dots of the portfolio management cycle ... under the purview of the uncertainty principle of the social sciences
Kashyap, Ravi - In: International journal of economics and finance 6 (2014) 5, pp. 244-263
Persistent link: https://www.econbiz.de/10010363431
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Management control of project portfolio uncertainty : a managerial role perspective
Korhonen, Tuomas; Laine, Teemu; Martinsuo, Miia - In: Project management journal : PMJ 45 (2014) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10010348905