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Volumn 25, Issue 3, 2003, Pages 255-268

A spatial mean-variance MIP model for energy market risk analysis

Author keywords

Markowitz; Mean variance; MIP; Portfolio; Risk

Indexed keywords

CORRELATION METHODS; INDUSTRIAL ECONOMICS; MARKETING; MATHEMATICAL MODELS; RISK ASSESSMENT;

EID: 0037954570     PISSN: 01409883     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0140-9883(02)00058-0     Document Type: Article
Times cited : (23)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.