Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
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Publication:3634995
DOI10.1287/opre.49.2.196.13531zbMath1163.90665OpenAlexW2003231667MaRDI QIDQ3634995
Helga Meier, Gerry Salkin, Nicos Christofides
Publication date: 3 July 2009
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.49.2.196.13531
optimal portfolios for capital budgetingscenario-based optimization for capital budgetingsolution of 0-1 integer programming by Lagrangian decomposition and composite relaxation
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