Portfolio management emphasizing electricity market applications. A stochastic programming approach
Using a stochastic programming approach, we consider portfolio management problems in the electricity and insurance businesses. Traditional portfolio management models assume that the markets in which the manager operates are perfectly competitive. There is reason to question this in the case of der...
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| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
Norges teknisk-naturvitenskapelige universitet, Fakultet for samfunnsvitenskap og teknologiledelse
2000
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-505 http://nbn-resolving.de/urn:isbn:82-7984-037-0 |