Journal of Financial and Quantitative Analysis · 1978 · 14 citations · 6 references
BusinessDecision SciencesEconomicsBudgetingCapital BudgetingPortfolio ManagementContinuous OptimizationMathematical ProgrammingOptimization TheoryPortfolio OptimizationPortfolio SelectionPortfolio TheoryCapital Budgeting DecisionsCapital Budgeting Under RiskInvestment Decision CriteriaInvestment OpportunitiesMathematical Programming ModelsOptimal InvestmentPortfolio Selection TheorySelection Model
Sanford Baum, Robert C. Carlson, James V. Jucker, Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem, The Journal of Financial and Quantitative Analysis, Vol. 13, No. 2 (Jun., 1978), pp. 333-344
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Quantitative Analysis of Financial Decisions.
George M. von Furstenberg, James C. T. Mao · The Journal of Finance · 1970 · 125 citations