TY  - JOUR
AU  - Paul R. Kleindorfer and Lide Li
PY  - 2005/01//
TI  - Multi-Period VaR-Constrained Portfolio Optimization with
Applications to the Electric Power Sector
JO  - The Energy Journal
VL  - Volume 26
DO  - 10.5547/ISSN0195-6574-EJ-Vol26-No1-1
IS  - 1
KW  - Electricity
KW  - Value-at-Risk (VAR)
KW  - Portfolio analysis
KW  - electric power trading
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2075