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"Portfolio optimization with irreversible long-term investments in ..."

Nadine Gatzert et al. (2021)

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DOI: 10.1016/J.EJOR.2020.08.033

access: closed

type: Journal Article

metadata version: 2021-01-22

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  - journals/eor/GatzertMSSV21
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  - https://dblp.org/rec/journals/eor/GatzertMSSV21
Nadine Gatzert, Alexander Martin, Martin Schmidt, Benjamin Seith, Nikolai Vogl:
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach. Eur. J. Oper. Res. 290(2): 734-748 (2021)

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