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A fast interactive solution method for large capital expenditure selection problems

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  • Tobin, Roger L.

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  • Tobin, Roger L., 1999. "A fast interactive solution method for large capital expenditure selection problems," European Journal of Operational Research, Elsevier, vol. 116(1), pages 1-15, July.
    • Handle: RePEc:eee:ejores:v:116:y:1999:i:1:p:1-15
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    References listed on IDEAS

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    1. James H. Lorie & Leonard J. Savage, 1955. "Three Problems in Rationing Capital," The Journal of Business, University of Chicago Press, vol. 28, pages 229-229.
    2. Elton, Edwin J, 1970. "Capital Rationing and External Discount Rates," Journal of Finance, American Finance Association, vol. 25(3), pages 573-584, June.
    3. Carleton, Willard T, 1969. "Linear Programming and Capital Budgeting Models: A New Interpretation," Journal of Finance, American Finance Association, vol. 24(5), pages 825-833, December.
    4. H. Martin Weingartner, 1966. "Capital Budgeting of Interrelated Projects: Survey and Synthesis," Management Science, INFORMS, vol. 12(7), pages 485-516, March.
    5. Baum, Sanford & Carlson, Robert C. & Jucker, James V., 1978. "Some Problems in Applying the Continuous Portfolio Selection Model to the Discrete Capital Budgeting Problem," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 333-344, June.
    6. Seymour Kaplan, 1966. "Solution of the Lorie-Savage and Similar Integer Programming Problems by the Generalized Lagrange Multiplier Method," Operations Research, INFORMS, vol. 14(6), pages 1130-1136, December.
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    Cited by:

    1. Tobin, Roger L., 2002. "Relief period optimization under budget constraints," European Journal of Operational Research, Elsevier, vol. 139(1), pages 42-61, May.
    2. Mavrotas, G. & Diakoulaki, D. & Caloghirou, Y., 2006. "Project prioritization under policy restrictions. A combination of MCDA with 0-1 programming," European Journal of Operational Research, Elsevier, vol. 171(1), pages 296-308, May.
    3. Mavrotas, George & Diakoulaki, Danae & Kourentzis, Athanasios, 2008. "Selection among ranked projects under segmentation, policy and logical constraints," European Journal of Operational Research, Elsevier, vol. 187(1), pages 177-192, May.

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