Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets Article Swipe
Simone Farinelli
,
Luisa Tibiletti
·
YOU?
·
· 2015
· Open Access
·
· DOI: https://doi.org/10.2139/ssrn.2648838
YOU?
·
· 2015
· Open Access
·
· DOI: https://doi.org/10.2139/ssrn.2648838
Related Topics
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Metadata
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- en
- Landing Page
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- OA Status
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- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W2375995623
All OpenAlex metadata
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https://openalex.org/W2375995623Canonical identifier for this work in OpenAlex
- DOI
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https://doi.org/10.2139/ssrn.2648838Digital Object Identifier
- Title
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Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for HydroassetsWork title
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articleOpenAlex work type
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enPrimary language
- Publication year
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2015Year of publication
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2015-01-01Full publication date if available
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Simone Farinelli, Luisa TibilettiList of authors in order
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https://doi.org/10.2139/ssrn.2648838Publisher landing page
- Open access
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YesWhether a free full text is available
- OA status
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greenOpen access status per OpenAlex
- OA URL
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https://doi.org/10.2139/ssrn.2648838Direct OA link when available
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Portfolio, Portfolio optimization, Discrete time and continuous time, Financial economics, Electricity, Economics, Business, Econometrics, Mathematical optimization, Mathematics, Engineering, Statistics, Electrical engineeringTop concepts (fields/topics) attached by OpenAlex
- Cited by
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0Total citation count in OpenAlex
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10Other works algorithmically related by OpenAlex
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