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Showing 1 to 1 of 1 for “"FTR revenues"”.
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Optimized FTR portfolio construction: the speculator's problem
… an optimized financial transmission rights (FTR) portfolio for the speculator, who purchases FTR holdings in order to have returns that are as good as possible. The conventional approach of selecting the FTR in a portfolio requires the exhaustive evaluation of all the possible FTR …