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

DOI: 10.1016/j.ejor.2020.08.033

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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://dx.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).

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