Risk management of power portfolios and valuation of flexibility.

Jörg Doege Philippe Schiltknecht Hans-Jakob Lüthi

Published in: OR Spectr. (2006)

Keyphrases

risk management
portfolio optimization
risk assessment
decision support system
risk evaluation
risk analysis
operational risk
project management
information security management
risk factors
financial markets
financial institutions
management system
commercial banks
portfolio selection
real world
data mining