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Fuzzy Portfolio Optimization of Power Generation Assets
16 references·16 citing·31 second hopsampled
Fuzzy Portfolio Optimization of Power Generation Assets (2018)Fuzzy Portfolio Optimization of Power Gen…Twenty years of linear programming based portfolio optimization (2013)Twenty years of linear progra…Modeling, Measuring and Managing Risk (2007)Modeling, Measuring and Manag…Modeling, Measuring and Managing Risk (2007)Modeling, Measuring and Manag…Fuzzy portfolio optimization under downside risk measures (2006)Fuzzy portfolio optimization …Generalized deviations in risk analysis (2005)Generalized deviations in ris…Stochastic Finance (2002)Stochastic FinanceA possibilistic approach to selecting portfolios with highest utility score (2002)A possibilistic approach to s…Portfolio selection based on upper and lower exponential possibility distributions (1999)Portfolio selection based on …Heuristic algorithms for the portfolio selection problem with minimum transaction lots (1999)Heuristic algorithms for the …From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)From stochastic dominance to …Coherent Measures of Risk (1999)Coherent Measures of RiskMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (1990)PIECEWISE LINEAR RISK FUNCTIO…Fuzzy sets (1965)Fuzzy setsCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Economics of High-Temperature Nuclear Reactors for Industrial Cogeneration (2014)Economics of High-Temperature…Modeling the Diffusion of Residential Photovoltaic Systems in Italy: An Agent-Based Simulation (2013)Modeling the Diffusion of Res…Is There Really Granger Causality between Energy Use and Output? (2013)Is There Really Granger Causa…Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach (2013)Effects of Temperature Uncert…Challenges in the Evaluation of Ultra-Long-Lived Projects: Risk Premia for Projects with Eternal Returns or Costs (2013)Challenges in the Evaluation …Assessment of Clean-Coal Strategies: The Questionable Merits of Carbon Capture-Readiness (2013)Assessment of Clean-Coal Stra…Repowering of Wind Turbines: Economics and Optimal Timing (2012)Repowering of Wind Turbines: …Towards an Efficient and Low-Carbon Economy Post-2012: Opportunities and Barriers for Foreign Companies in the Russian Market (2011)Towards an Efficient and Low-…Responsiveness of Residential Electricity Demand in OECD Countries: A Panel Cointegation and Causality Analysis (2011)Responsiveness of Residential…Fuzzy Portfolio Optimization of Onshore Wind Power Plants (2011)Fuzzy Portfolio Optimization …Evaluation of Economically Optimal Retrofit Investment Options for Energy Savings in Buildings (2011)Evaluation of Economically Op…Dynamic Portfolio Selection Methods for Power Generation Assets (2011)Dynamic Portfolio Selection M…Communication Network Formation with Link Specificity and Value Transferability (2011)Communication Network Formati…Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries (2010)Short- and Long-Run Electrici…Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining (2010)Portfolio Optimization for Po…A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading (2010)A Laboratory Experiment to Co…Portfolio Selection (1952)Dual Stochastic Dominance and Related Mean-Risk Models (2002)Stochastic Programming Models (2003)Optimization of Convex Risk Functions (2006)Intransitivity of preferences. (1969)Asset portfolio optimization using fuzzy mathematical programming (2007)Mean-semivariance models for fuzzy portfolio selection (2007)Portfolio Selection: Efficient Diversification of Investments (1959)Modern Portfolio Theory and Investment Analysis. (1982)Heuristics for cardinality constrained portfolio optimisation (2000)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Optimization of conditional value-at-risk (2000)A Robust Optimization Perspective on Stochastic Programming (2007)Value-at-Risk vs. Conditional Value-at-Risk in Risk Management and Optimization (2008)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Genetic algorithms for portfolio selection problems with minimum transaction lots (2007)Markowitz-based portfolio selection with minimum transaction lots, cardinality constraints and regarding sector capitalization using genetic algorithm (2008)Particle swarm optimization approach to portfolio optimization (2008)On a time consistency concept in risk averse multistage stochastic programming (2009)The 1/N investment strategy is optimal under high model ambiguity (2011)Risk management with expectiles (2015)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1965Fuzzy sets67,827 cited
  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1999Coherent Measures of Risk8,849 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2005Generalized deviations in risk analysis572 cited
  • 1999From stochastic dominance to mean-risk models: Semideviations as risk measures532 cited
  • 2007Modeling, Measuring and Managing Risk326 cited
  • 2002A possibilistic approach to selecting portfolios with highest utility score294 cited
  • 1999Heuristic algorithms for the portfolio selection problem with minimum transaction lots272 cited
  • 2002Stochastic Finance251 cited
  • 1999Portfolio selection based on upper and lower exponential possibility distributions250 cited
  • 2006Fuzzy portfolio optimization under downside risk measures225 cited
  • 2013Twenty years of linear programming based portfolio optimization218 cited
  • 1990PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION173 cited
  • 2007

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Modeling, Measuring and Managing Risk
149 cited

Cited by

  • 2010Short- and Long-Run Electricity Demand Elasticities at the Subsectoral Level: A Cointegration Analysis for German Manufacturing Industries114 cited
  • 2010Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining110 cited
  • 2011Communication Network Formation with Link Specificity and Value Transferability102 cited
  • 2011Responsiveness of Residential Electricity Demand in OECD Countries: A Panel Cointegation and Causality Analysis100 cited
  • 2010A Laboratory Experiment to Compare Two Market Institutions for Emissions Trading99 cited
  • 2011Fuzzy Portfolio Optimization of Onshore Wind Power Plants97 cited
  • 2013Is There Really Granger Causality between Energy Use and Output?91 cited
  • 2011Towards an Efficient and Low-Carbon Economy Post-2012: Opportunities and Barriers for Foreign Companies in the Russian Market86 cited
  • 2011Dynamic Portfolio Selection Methods for Power Generation Assets82 cited
  • 2014Economics of High-Temperature Nuclear Reactors for Industrial Cogeneration70 cited
  • 2011Evaluation of Economically Optimal Retrofit Investment Options for Energy Savings in Buildings68 cited
  • 2013Assessment of Clean-Coal Strategies: The Questionable Merits of Carbon Capture-Readiness67 cited
  • 2013Effects of Temperature Uncertainty on the Valuation of Geothermal Projects: A Real Options Approach65 cited
  • 2013Modeling the Diffusion of Residential Photovoltaic Systems in Italy: An Agent-Based Simulation48 cited
  • 2012Repowering of Wind Turbines: Economics and Optimal Timing46 cited
  • 2013Challenges in the Evaluation of Ultra-Long-Lived Projects: Risk Premia for Projects with Eternal Returns or Costs43 cited