Risk aversion for an electricity retailer with second-order stochastic dominance constraints
Year of publication: |
2009
|
---|---|
Authors: | Carrión, Miguel ; Gotzes, Uwe ; Schultz, Rüdiger |
Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 6.2009, 2, p. 233-250
|
Subject: | Risikoaversion | Risk aversion | Elektrizitätswirtschaft | Electric power industry | Risiko | Risk | Theorie | Theory | Nutzenfunktion | Utility function |
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