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"Conditional value-at-risk constrained optimisation of a power portfolio."

Cigdem Z. Gurgur, Emily K. Newes (2011)

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DOI: 10.1504/IJADS.2011.040880

access: closed

type: Journal Article

metadata version: 2020-05-21

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Cigdem Z. Gurgur, Emily K. Newes:
Conditional value-at-risk constrained optimisation of a power portfolio. Int. J. Appl. Decis. Sci. 4(3): 230-246 (2011)

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