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Risk management of energy system for identifying optimal power mix with financial-cost minimization and environmental-impact mitigation under uncertainty

Nie, S.; Li, Y. P.; Liu, J.; Huang, Charley Z. - In: Energy economics 61 (2017), pp. 313-329

Persistent link: https://www.econbiz.de/10011737833

Portfolio optimization with risk constraints

Gandy, Ralf - 2005

In dieser Arbeit setzen wir uns mit den Auswirkungen von Risikobeschränkungen auf das optimale Verhalten eines Investors auseinander, welcher versucht, den erwarteten Endnutzen zu einem festgelegten Zeitpunkt zu maximieren. Dazu kann er ein vorgegebenes Anfangsvermögen in einem Markt...

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Downside risk in multiperiod tracking error models

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An integrated approach for water resources decision making under interactive and compound uncertainties

Wang, S.; Huang, G. H. - In: Omega : the international journal of management science 44 (2014), pp. 32-40

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Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk

Rockafellar, Ralph Tyrrell; Royst, Johannes O.; … - In: European journal of operational research : EJOR 234 (2014) 1, pp. 140-154

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Construction of risk-averse enhanced index funds

Lejeune, Miguel A.; Samatlı-Paç, Gülay - In: INFORMS journal on computing : JOC 25 (2013) 4, pp. 701-719

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Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty

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Multilevel optimization modeling for risk-averse stochastic programming

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Electric sector capacity planning under uncertainty : climate policy and natural gas in the US

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Task assignment under uncertainty : stochastic programming and robust optimisation approaches

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