Marina Resta, Stefano Santini. Robust Hedging of Electricity Retail Portfolios with CVaR Constraints. In Le Thi Hoai An, Pascal Bouvry, Pham Dinh Tao, editors, Modelling, Computation and Optimization in Information Systems and Management Sciences, Second International Conference, MCO 2008, Metz, France - Luxembourg, September 8-10, 2008. Proceedings. Volume 14 of Communications in Computer and Information Science, pages 264-272, Springer, 2008. [doi]
@inproceedings{RestaS08,
title = {Robust Hedging of Electricity Retail Portfolios with CVaR Constraints},
author = {Marina Resta and Stefano Santini},
year = {2008},
doi = {10.1007/978-3-540-87477-5_29},
url = {http://dx.doi.org/10.1007/978-3-540-87477-5_29},
tags = {constraints},
researchr = {https://researchr.org/publication/RestaS08},
cites = {0},
citedby = {0},
pages = {264-272},
booktitle = {Modelling, Computation and Optimization in Information Systems and Management Sciences, Second International Conference, MCO 2008, Metz, France - Luxembourg, September 8-10, 2008. Proceedings},
editor = {Le Thi Hoai An and Pascal Bouvry and Pham Dinh Tao},
volume = {14},
series = {Communications in Computer and Information Science},
publisher = {Springer},
isbn = {978-3-540-87476-8},
}