Dynamic Portfolio Optimization for Power Generation Assets.
Barbara GlenskReinhard MadlenerPublished in: OR (2012)
Keyphrases
- portfolio optimization
- power generation
- power system
- investment decisions
- portfolio management
- long term
- stochastic programming
- robust optimization
- factor analysis
- problems involving
- data mining
- bi objective
- risk management
- short term
- linear programming
- power plant
- financial markets
- stock price
- portfolio selection
- feature extraction
- artificial intelligence
- neural network