The main purpose of this paper is to assess efficiency of the Brazilian electricity generation
mix proposed in the 2020 Decennial Plan for Energy Expansion (DPEE 2020). It evaluates …

Benchmarking plays a central role in the regulatory scene. Regulators set tariffs according to
a performance standard and, if the companies can outperform such a standard, they can …

This paper proposed a new multi-objective approach to find the optimal set of weight's
combination of forecasts that were jointly efficient with respect to various performance and …

The modern portfolio theory has been trying to determine how an investor might allocate
assets among the possible investments options. Since the seminal contribution provided by …

In this paper, we propose formulations and algorithms for robust portfolio optimization under
both aleatory uncertainty (ie, natural variability) and epistemic uncertainty (ie, imprecise …

In market‐based planning studies, the financial aspects of transmission grids have been
posed as a major challenge since these are important keys to provide a non‐discriminative …

Abstract The Energy Procurement (EP) problem faced by a large consumer is concerned
with planning the energy procurement in the various energy markets available, such that its …

Paper aims Frequently, researchers try to find a better way to allocate assets in order to have
maximum return and low variability in a portfolio as diverse as possible. This paper aims to …

In this chapter I provide an overview of the theoretical and applied literature dealing with
mean-variance portfolio analysis used to study the efficiency of portfolios of power …

Portföy seçim problemi her dönem finansın ve yatırımın önemli bir konusu olmuştur.
Problemin özü, belirli krkerler ve kısıtlamalar ile en iyi portföyü bulabilmektir.(OKrterer ve …