2 search results - page 1 / 1 » Electric Company Portfolio Optimization Under Interval Stoch... |
ISIPTA
2005
IEEE
13 years 10 months ago
2005
IEEE
This paper addresses the problem of market risk management for a company in the electricity industry. When dealing with corporate volumetric exposure, there is a need for a method...
IJAR
2008
13 years 4 months ago
2008
Portfolio management in finance is more than a mathematical problem of optimizing performance under risk constraints. A critical factor in practical portfolio problems is severe u...