Risk aversion for an electricity retailer with second-order stochastic dominance constraints

Miguel Carrión, Uwe Gotzes, Rüdiger Schultz. Risk aversion for an electricity retailer with second-order stochastic dominance constraints. Comput. Manag. Science, 6(2):233-250, 2009. [doi]

Authors

Miguel Carrión

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Uwe Gotzes

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Rüdiger Schultz

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