Template-Type: ReDIF-Article 1.0 Author-Name: Paul R. Kleindorfer and Lide Li Title: Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector Classification-JEL: F0 Pages: Volume: Volume 26 Issue: Number 1 Year: 2005 Abstract: Handle: RePEc:aen:journl:2005v26-01-a01 File-URL: http://www.iaee.org/en/publications/ejarticle.aspx?id=2075 File-Format: text/html File-Restriction: Access to full text is restricted to IAEE members and subscribers.