Bayesian Portfolio Optimization for Electricity Generation Planning

DOI10.1007/978-3-319-91143-4_9zbMath1397.62136OpenAlexW2832479171MaRDI QIDQ4689189

Celma de Oliveira Ribeiro, Hellinton H. Takada, Julio Michael Stern, Oswaldo L. V. Costa

Publication date: 15 October 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-91143-4_9

zbMATH Keywords

statisticsinference methodsenergy analysispolicy issues

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05)

Cites Work

• Recent developments in robust portfolios with a worst-case approach
• Theory and Applications of Robust Optimization
• Risk and asset allocation.
• Unnamed Item

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