PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY

Discussion und Working Paper // 2007
Discussion und Working Paper // 2007

PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY

Weber, Christoph und Oliver Woll (2007), PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY, EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics

Autoren/-innen Christoph Weber // Oliver Woll