A dynamic CVaR-portfolio approach using real options: an application to energy investments

Title
A dynamic CVaR-portfolio approach using real options: an application to energy investments
Authors
Keywords
-
Journal
EUROPEAN TRANSACTIONS ON ELECTRICAL POWER
Volume 21, Issue 6, Pages 1825-1841
Publisher
Wiley
Online
2010-05-28
DOI
10.1002/etep.429

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