Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
From MaRDI portal
Recommendations
- An approximate solution approach for a scenario-based capital budgeting model
- Dependent-chance integer programming applied to capital budgeting
- A multistage stochastic programming approach for capital budgeting problems under uncertainty
- A fuzzy real option valuation approach to capital budgeting under uncertainty environment
- Discrete dynamic programming and capital allocation
Cited in
(30)- Budget allocations in operational risk management
- Abandonment value in capital budeting: A mathematical programming approach
- On the efficiency of hurdle rate-based coordination mechanisms
- An adoption decision model of emerging capital budgeting methodologies
- Investment decisions and sensitivity analysis: NPV-consistency of rates of return
- scientific article; zbMATH DE number 1863352 (Why is no real title available?)
- A multistage stochastic programming approach for capital budgeting problems under uncertainty
- scientific article; zbMATH DE number 1530371 (Why is no real title available?)
- Particle swarm optimization with time-varying acceleration coefficients for the multidimensional knapsack problem
- An approximate solution approach for a scenario-based capital budgeting model
- A clustering and SVM regression learning-based spatiotemporal fuzzy logic controller with interpretable structure for spatially distributed systems
- On the fault (in)tolerance of coordination mechanisms for distributed investment decisions
- Capital rationing problems under uncertainty and risk
- Robust optimization for non-linear impact of data variation
- An iterative variable-based fixation heuristic for the 0-1 multidimensional knapsack problem
- scientific article; zbMATH DE number 3934710 (Why is no real title available?)
- Dynamic capacity planning using strategic slack valuation
- Valuing modularity as a real option
- Dependent-chance integer programming applied to capital budgeting
- Deterministic and stochastic dynamic adjustment of capital investment budgets
- scientific article; zbMATH DE number 3912047 (Why is no real title available?)
- Essential particle swarm optimization queen with tabu search for MKP resolution
- The multidimensional 0-1 knapsack problem: an overview.
- Clarification of certainty equivalence approach in capital budgeting
- Optimal combination of EEFs for the model reduction of nonlinear partial differential equations
- The multidimensional 0-1 knapsack problem -- bounds and computational aspects
- Two-step optimization algorithm operated by heuristic and machine learning methods
- Valuing portfolios of interdependent real options using influence diagrams and simulation-and-regression: a multi-stage stochastic integer programming approach
- Optimal multinational capital budgeting under uncertainty
- The attribution matrix and the joint use of finite change sensitivity index and residual income for value-based performance measurement
This page was built for publication: Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3634995)
