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PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY

Discussion and Working Paper // 2007
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Discussion and Working Paper // 2007

PORTFOLIO OPTIMIZATION IN ELECTRICITY TRADING WITH LIMITED LIQUIDITY

To the publication

Weber, Christoph and 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

Authors Christoph Weber // Oliver Woll