Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach

Title
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach
Authors
Keywords
Mixed-integer optimization, Multistage stochastic optimization, Portfolio optimization, Irreversible investments, Policy risk
Journal
Publisher
Elsevier BV
Online
2020-09-16
DOI
10.1016/j.ejor.2020.08.033

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