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"Conditional value-at-risk constrained optimisation of a power portfolio."
Cigdem Z. Gurgur, Emily K. Newes (2011)
- Cigdem Z. Gurgur, Emily K. Newes
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Conditional value-at-risk constrained optimisation of a power portfolio. Int. J. Appl. Decis. Sci. 4(3): 230-246 (2011)
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