Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (Q3634995): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1287/opre.49.2.196.13531 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2003231667 / rank | |||
Normal rank | |||
Latest revision as of 18:07, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming |
scientific article |
Statements
Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (English)
0 references
3 July 2009
0 references
scenario-based optimization for capital budgeting
0 references
optimal portfolios for capital budgeting
0 references
solution of 0-1 integer programming by Lagrangian decomposition and composite relaxation
0 references
