Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming (Q3634995): Difference between revisions
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| Property / author: Nicos Christofides / rank | |||
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| Property / author: Nicos Christofides / rank | |||
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| Property / full work available at URL: https://doi.org/10.1287/opre.49.2.196.13531 / rank | |||
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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)
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3 July 2009
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scenario-based optimization for capital budgeting
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optimal portfolios for capital budgeting
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solution of 0-1 integer programming by Lagrangian decomposition and composite relaxation
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