An approximate solution approach for a scenario-based capital budgeting model

DOI10.1007/S10287-009-0117-4MaRDI QIDQ993706zbMATH OpenOpenAlexFDO

Authors Anabela Costa, José M. P. Paixão

Publication date 20 September 2010

Published in Computational Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10287-009-0117-4

zbMATH Keywords

real optionsscenario-based optimization0-1 integer programmingcapital budgeting

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50) Approximation methods and heuristics in mathematical programming (90C59) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• A Simplified Algorithm for Obtaining Approximate Solutions to Zero-One Programming Problems
• An exact algorithm for large unbounded knapsack problems
• Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
• Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources
• On the Solution of Discrete Programming Problems
• Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach

Cited in

(2)

• Capital Budgeting Under Uncertainty—An Integrated Approach Using Contingent Claims Analysis and Integer Programming
• A multistage stochastic programming approach for capital budgeting problems under uncertainty

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