Journal of the Operational Research Society · 1982 · 67 citations · 5 references
Public AffairsFinanceFinancial ManagementBudgetingCapital BudgetingFinancial PlanningCapital Budget EvaluationCapital Budget PlanningCapital Budgeting AnalysisCapital Budgeting For ProjectsCapital Expenditure ModelingCapital Investment PlanningCapital Budgeting ConstraintsCapital Budgeting DecisionsChance-constrained ModelsChance-constrained ProgrammingConstrained Goal Programming
A chance-constrained formulation is presented for a zero-one goal programming problem whose coefficients in the technological matrix are stochastic. The model is presented with a numerical example. A capital budgeting problem is taken for illustration.
5
A Model of Capital Budgeting Under Risk
Bertil Näslund · The Journal of Business · 1966 · 84 citations
Public Affairs, Economics, Finance +12