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Chapter 1. Introduction: Applied Operations Research and Financial Modeling in Energy (André Dorsman) -- Chapter 2. Optimization Methods on Electricity Generation and Transmission Expansion Planning Problem (Mahdi Noorizadegan) -- Chapter 3. Demand-Driven Electricity Supply Options of Electric...
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Portfolio optimisation for a Fund of Hedge Funds (“FoHF”) has to address the asymmetric, non-Gaussian nature of the underlying returns distributions. Furthermore, the objective functions and constraints are not necessarily convex or even smooth. Therefore traditional portfolio optimisation...
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