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Capital rationing problems under uncertainty and risk


  • Patrizia Beraldi


  • Maria Bruni


  • Antonio Violi



No abstract is available for this item.

Suggested Citation

  • Patrizia Beraldi & Maria Bruni & Antonio Violi, 2012. "Capital rationing problems under uncertainty and risk," Computational Optimization and Applications, Springer, vol. 51(3), pages 1375-1396, April.
  • Handle: RePEc:spr:coopap:v:51:y:2012:i:3:p:1375-1396 DOI: 10.1007/s10589-010-9390-y

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    References listed on IDEAS

    1. Pierre Bonami & Miguel Lejeune, 2009. "An Exact Solution Approach for Integer Constrained Portfolio Optimization Problems Under Stochastic Constraints," Post-Print hal-00421756, HAL.
    2. 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.
    3. Haim Levy, 1992. "Stochastic Dominance and Expected Utility: Survey and Analysis," Management Science, INFORMS, vol. 38(4), pages 555-593, April.
    4. Philippe Artzner & Freddy Delbaen & Jean-Marc Eber & David Heath, 1999. "Coherent Measures of Risk," Mathematical Finance, Wiley Blackwell, vol. 9(3), pages 203-228.
    5. H. Martin Weingartner, 1966. "Capital Budgeting of Interrelated Projects: Survey and Synthesis," Management Science, INFORMS, vol. 12(7), pages 485-516, March.
    6. Porter, R Burr, 1974. "Semivariance and Stochastic Dominance: A Comparison," American Economic Review, American Economic Association, vol. 64(1), pages 200-204, March.
    7. 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.
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    Cited by:

    1. Beraldi, Patrizia & Bruni, Maria Elena & Laganà, Demetrio & Musmanno, Roberto, 2015. "The mixed capacitated general routing problem under uncertainty," European Journal of Operational Research, Elsevier, vol. 240(2), pages 382-392.


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