Journal of Financial and Quantitative Analysis · 1975 · 18 citations · 10 references
BusinessDecision SciencesEconomicsCapital BudgetingInvestment ManagementPortfolio ManagementCapital Budgeting AnalysisCapital Budgeting For ProjectsInteger ProgrammingPortfolio SelectionPortfolio TheoryStochastic ProgrammingCapital Budgeting ConstraintsCapital Budgeting DecisionsInvestment AllowancesMathematical Programming ModelsOptimal Capital BudgetingStochastic Capital BudgetingStochastic Portfolio Selection
The problem of allocating a fixed set of time-phased investment allowances among competing investment projects and proposals has received great attention in the literature since Weingartner [11] established a linear/integer programming formulation. Reviews of the literature can be found in Weingartner [12], Hunter [6], Hodges [5], and Bernhard [2].
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