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A multiobjective portfolio optimization for energy assets using D-Optimal design and mixture design of experiments
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 apply D-Optimal Design in the context of Mixture Design and portfolio optimization to efficiently select the ru...
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| Publicado no: | Production |
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| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Associação Brasileira de Engenharia de Produção
2022
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=396769689026 https://www.redalyc.org/journal/3967/396769689026/ https://www.redalyc.org/journal/3967/396769689026/html/ https://www.redalyc.org/journal/3967/396769689026/396769689026.epub https://www.redalyc.org/journal/3967/396769689026/movil |
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