Multiperiod portfolio optimization models in stochastic markets using the mean-variance approach
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References listed on IDEAS
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- Azizipanah-Abarghooee, Rasoul & Niknam, Taher & Bina, Mohammad Amin & Zare, Mohsen, 2015. "Coordination of combined heat and power-thermal-wind-photovoltaic units in economic load dispatch using chance-constrained and jointly distributed random variables methods," Energy, Elsevier, vol. 79(C), pages 50-67.
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"A closed-form solution of the multi-period portfolio choice problem for a quadratic utility function,"
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