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Showing 1 to 1 of 1 for “"Speculator's problem"”.
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Optimized FTR portfolio construction: the speculator's problem
… 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 combinations, which in a …