Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach
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Publication:2029400
DOI10.1016/j.ejor.2020.08.033zbMath1487.91116OpenAlexW3009434534MaRDI QIDQ2029400
Alexander Martin, Nikolai Vogl, Benjamin Seith, Martin Schmidt, Nadine Gatzert
Publication date: 3 June 2021
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2020.08.033
portfolio optimizationmixed-integer optimizationirreversible investmentsmultistage stochastic optimizationpolicy risk
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