A multiobjective portfolio optimization for energy assets using D-Optimal design and mixture design of experiments

Abstract 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 sele...

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Veröffentlicht in:	Produção : uma publicação da Associação Brasileira de Engenharia de Produção 2022, Vol.32
Hauptverfasser:	Leal, Gustavo dos Santos, Romão, Estevão Luiz, Reis, Daniel Leal de Paula Esteves dos, Balestrassi, Pedro Paulo, Paiva, Anderson Paulo de
Format:	Artikel
Sprache:	eng
Schlagworte:	ENGINEERING, MANUFACTURING
Online-Zugang:	Volltext
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