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, Nadine; Martin, Alexander; Schmidt, Martin; Seith, Benjamin; Vogl, Nikolai (European journal of operational research, 2021)
Keywords: Irreversible investments; Mixed-integer optimization; Multistage stochastic optimization; Policy risk; Portfolio optimization; Portfolio optimization; 90Bxx; Multistage stochastic optimization; Irreversible investments; 90C11; Policy risk; 90C06; 90C90; 90C15; Mixed-integer optimization