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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Библиографические подробности
Опубликовано в: :Production
Главные авторы: Gustavo dos Santos Leal, Estevão Luiz Romão, Daniel Leal de Paula Esteves dos Reis, Pedro Paulo Balestrassi, Anderson Paulo de Paiva
Формат: Artigo
Язык:Inglês
Опубликовано: Associação Brasileira de Engenharia de Produção 2022
Предметы:
Ingeniería
Optimal design
Mixture design
Multivariate analysis
Portfolio optimization
Online-ссылка: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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