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The Electricity Portfolio Decision-making Model Based on the CVaR under Risk Conditions

机译：基于风险条件下CVAR的电力组合决策模型

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Ma Tongtao; Li Cunbin;
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年度 2014
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1. The Electricity Portfolio Decision-making Model Based on the CVaR under Risk Conditions [J] . Ma Tongtao, Li Cunbin Research journal of applied science, engineering and technology . 2014,第3期

机译：风险条件下基于CVaR的电力投资组合决策模型
2. The Electricity Portfolio Decision-making Model Based on the CVaR under Risk Conditions [J] . Ma Tongtao, Li Cunbin Research journal of applied science, engineering and technology . 2014,第3期

机译：风险条件下基于CVaR的电力投资组合决策模型
3. Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCHEVT-Copula model [J] . Wang Z.-R., Chen X.-H., Jin Y.-B., Physica, A. Statistical mechanics and its applications . 2010,第21期

机译：评估外汇投资组合的风险：基于GARCHEVT-Copula模型的VaR和CVaR
4. Portfolio Purchasing Optimization Model Based on Skewness-CVaR for Electricity Retailers under Peak - Valley Prices [C] . LIN FEN, CHEN CHUANBIN, CHEN XIULAN, China International Conference on Electricity Distribution . 2018

机译：基于Skewness-CVAR的电力零售商基于峰值价格的投资组合采购优化模型
5. An optimization-based approach for facility energy management with uncertainties, and, Power portfolio optimization in deregulated electricity markets with risk management. [D] . Xu, Jun. 2006

机译：基于不确定性的设施能源管理的基于优化的方法，以及具有风险管理的放松管制的电力市场中的电力组合优化。
6. Modeling of Nitrogen Dynamics in an Austrian Alpine Forest Ecosystem on Calcareous Soils: A Scenario-Based Risk Assessment under Changing Environmental Conditions [O] . Friedl Herman, Stefan Smidt, Klaus Butterbach-Bahl, 2007

机译：石灰性土壤上奥地利高山森林生态系统中氮动态的建模：环境条件变化下基于场景的风险评估
7. Comparisons and Characterizations of the Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk [O] . Xu Guo, Wing-Keung Wong, Lixing Zhu 2013

机译：具有背景风险的投资组合选择的均值 - 方差比较和表征，均值 - VaR，均值 - CVaR模型

The Electricity Portfolio Decision-making Model Based on the CVaR under Risk Conditions

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