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Eichhorn, Andreas - Institut für Mathematik, Humboldt-Universität zu Berlin
MATHEMATICS OF OPERATIONS RESEARCH Vol. 32, No. 1, February 2007, pp. 118135
Mean-Risk Optimization of Electricity Portfolios Using Multiperiod Polyhedral Risk Measures
MEAN-RISK OPTIMIZATION MODELS FOR ELECTRICITY PORTFOLIO MANAGEMENT 1 Mean-risk optimization models for electricity
Optimization Vol. 57, No. 2, April 2008, 295318
DYNAMIC RISK MANAGEMENT IN ELECTRICITY PORTFOLIO OPTIMIZATION
Mean-risk optimization of electricity portfolios Andreas Eichhorn 1
Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management
SIAM J. OPTIM. c 2005 Society for Industrial and Applied Mathematics Vol. 16, No. 1, pp. 6995
Polyhedral risk measures in electricity portfolio optimization Andreas Eichhorn 1
