@misc{EichhornHeitschRoemisch2008, author = {Andreas Eichhorn and Holger Heitsch and Werner R{\"o}misch}, title = {Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management}, institution = {Humboldt-Universit{\"a}t zu Berlin}, type = {preprintmatheon}, year = {2008}, }