According to the modern portfolio theory, this paper develops a combined bidding optimal model based on utility function, and applies a risk assessment method of VaR (value at risk) to assess the r.
依据现代投资组合理论,提出基于效用函数的多种交易方式下的投标组合优化模型,将风险管理中的VaR(ValueatRisk)方法引入投标组合方案的风险评估中,推导出发电商最小利润值模型和求解方法,为发电商的投标组合决策及其风险评估提供了新的思路。
Taking the conditional value at risk(CVaR) as a risk measurement index and the allocated generation-rights a riskless asset,a combined bidding model,was built with CVaR constrained condition,to maximize the expected revenue rate.
为了研究电力市场环境下发电量在发电权交易市场中的分配比例问题,以条件风险价值(CVaR)为风险计量指标,把发电权交易市场分配的电量作为一种无风险资产,建立了带有CVaR约束的期望收益最大化的投标组合模型,讨论发电商的单期发电权交易量分配策略。
Using the risk management theory in financial research field for reference, taking the conditional value at risk (CVaR) as risk measurement index, a novel Mean-CVaR optimal combined bidding model is built by considering the r.
借鉴金融领域风险管理的理论,以条件风险价值(CVaR)为风险计量指标,综合考虑风险和期望收益率,建立了新的发电商均值-CVaR投标组合优化模型。
Risk management based multi-scale temporal bidding combination strategy for power generators;
基于风险管理的发电商多时段投标组合策略
It means different profit and risk for them with the different bidding combination strategy .
随着电力工业市场化改革的深入,发电商和购电商的投标组合策略对其显得越来越为重要,不同的投标组合策略对其就意味着获得不同大小的利润和承担不同大小的风险;因而研究电力市场下发电商和购电商的投标组合策略的文献也是比较多的,并且也在收益和风险的度量指标上取得了一些重要的进展,但是仍然存在着需要改进的地方,例如,传统的计及风险的文献大多借鉴金融学中Markowtiz的方差计量理论。
Bid package: Usually refers to Bids where there is more than one item involved.
一揽子投标: 通常是指包含一项以上招标内容的标书。
portfolio investments
一揽子有价证券投资
package agreement
一揽子按排,一揽子方案
Trade and Investment Promotion Package
促进贸易与投资一揽子计划
Feasibility and Conformation of Intermediate Target of Blanket Monetary Policy;
一揽子货币政策中介目标的可行性与构造
swept the child into his arms.
一下把孩子揽进怀里
Brussels Package
布鲁塞尔一揽子计划
Package of Confidence - building measures
一揽子建立信任措施
Commonwealth sanctions package
联邦一揽子制裁措施
Blanket ( lump ) price
总括价格，一揽子价格
reintegration packages
重返社会一揽子计划
The price of the average shopping basket or us the market basket have rise by 6%.
一揽子价格或是市场一揽子价格上升6％。
The offseason race for pitching is on. The early leaders, in both spending and acquisitions, are a very familiar pair.
球季结束之后延揽投的竞争正式展开。在投标者之中，出价较高的两位是常见的一对世仇。
So that's one illustration of a package deal.
这种融资方式是一揽子交易的一种。
I would do all my own work and clean the house and cook the meals.
我愿意包揽一切家务，打扫房子和做饭。
The pound has fallen - en against a basket of European currency .
与一揽子欧洲货币相比英镑已下跌。
The pound have fall-en against a basket of European currency.
与一揽子欧洲货币相比英镑以下跌。
draft ideas for implementing the package
执行一揽子措施意见草案