Electric company portfolio optimization under interval stochastic dominance constraints

4th International Symposium on Imprecise Probabilities and Their Applications, ISIPTA 2005

Volumn , Issue , 2005, Pages

  Berleant, D ^a   Dancre, M ^b   Argaud, J P ^b   Sheble G ^a  

^a IOWA STATE UNIVERSITY   (United States)

^b EDF R AND D   (France)

Author keywords

Portfolio Optimization; Risk Analysis; Stochastic Dominance

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; RISK ANALYSIS; RISK ASSESSMENT; RISK MANAGEMENT;

AGGREGATE RISK; COMPANY PORTFOLIO; ELECTRICITY INDUSTRY; ENERGY MARKETS; MARKET RISK MANAGEMENT; PORTFOLIO OPTIMIZATION; STOCHASTIC DOMINANCE;

STOCHASTIC SYSTEMS;

EID: 33847695900     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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