Nadine Gatzert

Publication Activity (10 Years)

Years Active: 2018-2021
Publications (10 Years): 2

Top Topics

Portfolio Optimization

Stochastic Model

Risk Management

Top Venues

Eur. J. Oper. Res.

Publications

Nadine Gatzert, Alexander Martin, Martin Schmidt, Benjamin Seith, Nikolai Vogl
Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: A mixed-integer multistage stochastic model and a moving-horizon approach. Eur. J. Oper. Res. 290 (2) (2021)
Johanna Eckert, Nadine Gatzert
Risk- and value-based management for non-life insurers under solvency constraints. Eur. J. Oper. Res. 266 (2) (2018)