Portfolio Optimization with Irreversible Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon Approach

Gatzert N, Martin A, Schmidt M, Seith B, Vogl N (2020)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2020

Journal

European Journal of Operational Research Elsevier

DOI: 10.1016/j.ejor.2020.08.033

Authors with CRIS profile

Nadine Gatzert Lehrstuhl für Versicherungswirtschaft und Risikomanagement Alexander Martin Economics - Discrete Optimization - Mathematics (EDOM) Nikolai Vogl Lehrstuhl für Versicherungswirtschaft und Risikomanagement

Involved external institutions

Universität Trier DE Germany (DE)

How to cite

APA:

Gatzert, N., Martin, A., Schmidt, M., Seith, B., & Vogl, N. (2020). Portfolio Optimization with Irreversible Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon Approach. European Journal of Operational Research. https://doi.org/10.1016/j.ejor.2020.08.033

MLA:

Gatzert, Nadine, et al. "Portfolio Optimization with Irreversible Long-Term Investments in Renewable Energy under Policy Risk: A Mixed-Integer Multistage Stochastic Model and a Moving-Horizon Approach." European Journal of Operational Research (2020).

BibTeX: Download