Capital rationing problems under uncertainty and risk
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Volume (Year): 51 (2012)
Issue (Month): 3 (April)
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References listed on IDEAS
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- Pierre Bonami & Miguel Lejeune, 2009. "An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints," Post-Print hal-00421756, HAL.
- Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
- Kim, Doyoung, 2006. "Capital budgeting for new projects: On the role of auditing in information acquisition," Journal of Accounting and Economics, Elsevier, vol. 41(3), pages 257-270, September.
- Myers, Stewart C, 1972. "A Note on Linear Programming and Capital Budgeting," Journal of Finance, American Finance Association, vol. 27(1), pages 89-92, March.
- H. Martin Weingartner, 1966. "Capital Budgeting of Interrelated Projects: Survey and Synthesis," Management Science, INFORMS, vol. 12(7), pages 485-516, March.
- Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
- Porter, R Burr, 1974. "Semivariance and Stochastic Dominance: A Comparison," American Economic Review, American Economic Association, vol. 64(1), pages 200-04, March.
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