Portfolio optimization with irreversible long-term investments in renewable energy under policy risk : a mixed-integer multistage stochastic model and a moving-horizon approach
Year of publication: |
2021
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Authors: | Gatzert, Nadine ; Martin, Alexander ; Schmidt, Martin ; Seith, Benjamin ; Vogl, Nikolai |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 290.2021, 2 (16.4.), p. 734-748
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Subject: | Irreversible investments | Mixed-integer optimization | Multistage stochastic optimization | Policy risk | Portfolio optimization | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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