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]

@article{CarrionGS09,
  title = {Risk aversion for an electricity retailer with second-order stochastic dominance constraints},
  author = {Miguel Carrión and Uwe Gotzes and Rüdiger Schultz},
  year = {2009},
  doi = {10.1007/s10287-008-0091-2},
  url = {https://doi.org/10.1007/s10287-008-0091-2},
  researchr = {https://researchr.org/publication/CarrionGS09},
  cites = {0},
  citedby = {0},
  journal = {Comput. Manag. Science},
  volume = {6},
  number = {2},
  pages = {233-250},
}