Paul R. Kleindorfer, Lide Li, Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector, The Energy Journal, Vol. 26, No. 1 (2005), pp. 1-26 ...

Publication date October 2023 About the book (from the publisher) Fully updated to reflect modern developments in the field, the fifth edition of “An Introduction to Optimization” fills the need for ...