IDEAS home Printed from https://ideas.repec.org/r/bla/jfinan/v25y1970i2p349-60.html
   My bibliography  Save this item

Survey of Capital Budgeting: Theory and Practice

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Eeckhoudt, Louis & Schlesinger, Harris & Tsetlin, Ilia, 2009. "Apportioning of risks via stochastic dominance," Journal of Economic Theory, Elsevier, vol. 144(3), pages 994-1003, May.
  2. David B. BROWN & Enrico G. DE GIORGI & Melvyn SIM, 2009. "A Satiscing Alternative to Prospect Theory," Swiss Finance Institute Research Paper Series 09-19, Swiss Finance Institute.
  3. Johannes G. Jaspersen & Richard Peter, 2017. "Experiential Learning, Competitive Selection, and Downside Risk: A New Perspective on Managerial Risk Taking," Organization Science, INFORMS, vol. 28(5), pages 915-930, October.
  4. Ranganathan, Kavitha & Lejarraga, Tomás, 2021. "Elicitation of risk preferences through satisficing," Journal of Behavioral and Experimental Finance, Elsevier, vol. 32(C).
  5. Lucy Gongtao Chen & Daniel Zhuoyu Long & Melvyn Sim, 2015. "On Dynamic Decision Making to Meet Consumption Targets," Operations Research, INFORMS, vol. 63(5), pages 1117-1130, October.
  6. Dertwinkel-Kalt, Markus & Köster, Mats, 2017. "Local thinking and skewness preferences," DICE Discussion Papers 248, Heinrich Heine University Düsseldorf, Düsseldorf Institute for Competition Economics (DICE).
  7. Jiménez, Alfredo & Benito-Osorio, Diana & Puck, Jonas & Klopf, Patricia, 2018. "The multi-faceted role of experience dealing with policy risk: The impact of intensity and diversity of experiences," International Business Review, Elsevier, vol. 27(1), pages 102-112.
  8. Christian Gollier & James Hammitt & Nicolas Treich, 2013. "Risk and choice: A research saga," Journal of Risk and Uncertainty, Springer, vol. 47(2), pages 129-145, October.
  9. Huan Xu & Constantine Caramanis & Shie Mannor, 2012. "Optimization Under Probabilistic Envelope Constraints," Operations Research, INFORMS, vol. 60(3), pages 682-699, June.
  10. DRAGHICI, Dalis Maria, 2021. "Implementing Quantitative Techniques In Assessing The Risk Attitudes," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(2), pages 64-78, June.
  11. Enrico G. De Giorgi, 2009. "Goal-Based Investing with Cumulative Prospect Theory and Satisficing Behavior," University of St. Gallen Department of Economics working paper series 2009 2009-22, Department of Economics, University of St. Gallen.
  12. Wenqing Chen & Melvyn Sim, 2009. "Goal-Driven Optimization," Operations Research, INFORMS, vol. 57(2), pages 342-357, April.
  13. W. Jan Brzeski & Austin J. Jaffe & Stellan Lundstrom, 1993. "Institutional Real Estate Investment Practices: Swedish and United States Experiences," Journal of Real Estate Research, American Real Estate Society, vol. 8(3), pages 293-324.
  14. Ole E. Barndorff-Nielsen & Silja Kinnebrock & Neil Shephard, 2008. "Measuring downside risk - realised semivariance," OFRC Working Papers Series 2008fe01, Oxford Financial Research Centre.
  15. Markus Dertwinkel-Kalt & Mats Köster, 2020. "Salience and Skewness Preferences [Risk-neutral Firms can Extract Unbounded Profits from Consumers with Prospect Theory Preferences]," Journal of the European Economic Association, European Economic Association, vol. 18(5), pages 2057-2107.
  16. Raimond Mauer & Steffen P. Sebastian, 2002. "Inflation Risk Analysis of European Real Estate Securities," Journal of Real Estate Research, American Real Estate Society, vol. 24(1), pages 47-78.
  17. Harris, Milton & Raviv, Artur, 1998. "Capital budgeting and delegation," Journal of Financial Economics, Elsevier, vol. 50(3), pages 259-289, December.
  18. David B. Brown & Melvyn Sim, 2009. "Satisficing Measures for Analysis of Risky Positions," Management Science, INFORMS, vol. 55(1), pages 71-84, January.
  19. Philip Grossman & Catherine Eckel, 2015. "Loving the long shot: Risk taking with skewed lotteries," Journal of Risk and Uncertainty, Springer, vol. 51(3), pages 195-217, December.
  20. Matteo Benuzzi & Matteo Ploner, 2024. "Skewness-seeking behavior and financial investments," Annals of Finance, Springer, vol. 20(1), pages 129-165, March.
  21. Stevenson, Simon, 2001. "Emerging markets, downside risk and the asset allocation decision," Emerging Markets Review, Elsevier, vol. 2(1), pages 50-66, March.
  22. Zur Shapira & J. Myles Shaver, 2014. "Confounding changes in averages with marginal effects: How anchoring can destroy economic value in strategic investment assessments," Strategic Management Journal, Wiley Blackwell, vol. 35(10), pages 1414-1426, October.
  23. Kaplanski, Guy, 2004. "Traditional beta, downside risk beta and market risk premiums," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(5), pages 636-653, December.
  24. Eeckhoudt, Louis R. & Laeven, Roger J.A. & Schlesinger, Harris, 2020. "Risk apportionment: The dual story," Journal of Economic Theory, Elsevier, vol. 185(C).
  25. Ravi Jagannathan & Iwan Meier & Vefa Tarhan, 2011. "The Cross-Section of Hurdle Rates for Capital Budgeting: An Empirical Analysis of Survey Data," NBER Working Papers 16770, National Bureau of Economic Research, Inc.
  26. William B. Haskell & Wenjie Huang & Huifu Xu, 2018. "Preference Elicitation and Robust Optimization with Multi-Attribute Quasi-Concave Choice Functions," Papers 1805.06632, arXiv.org.
  27. Neszveda, G., 2019. "Essays on behavioral finance," Other publications TiSEM 05059039-5236-42a3-be1b-3, Tilburg University, School of Economics and Management.
  28. Ping Cheng, 2004. "Asymmetric Risk Measures and Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 30(1), pages 89-102, October.
  29. Lefley, Frank, 1997. "Approaches to risk and uncertainty in the appraisal of new technology capital projects," International Journal of Production Economics, Elsevier, vol. 53(1), pages 21-33, November.
  30. Zhangxin (Frank) Liu & Michael J. O'Neill, 2018. "Partial moment volatility indices," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(1), pages 195-215, March.
  31. Ramser, Hans Jürgen, 1979. "Investition, Unsicherheit und unvollständige Information," Discussion Papers, Series I 131, University of Konstanz, Department of Economics.
  32. Francesca Beccacece & Roberto Tasca & Luisa Tibiletti, 2021. "The Macaulay Duration: A Key Indicator for the Risk-Adjustment in Fair Value," International Journal of Business and Management, Canadian Center of Science and Education, vol. 13(12), pages 251-251, July.
  33. Nicholas G. Hall & Daniel Zhuoyu Long & Jin Qi & Melvyn Sim, 2015. "Managing Underperformance Risk in Project Portfolio Selection," Operations Research, INFORMS, vol. 63(3), pages 660-675, June.
  34. Shaun Bond & Stephen Satchell, 2006. "Asymmetry and downside risk in foreign exchange markets," The European Journal of Finance, Taylor & Francis Journals, vol. 12(4), pages 313-332.
  35. Sebastian Ebert & Daniel Wiesen, 2011. "Testing for Prudence and Skewness Seeking," Management Science, INFORMS, vol. 57(7), pages 1334-1349, July.
  36. D. A. Peel, 2012. "Further examples of the impact of skewness on the expected utility of a risk-averse agent," Applied Economics Letters, Taylor & Francis Journals, vol. 19(12), pages 1117-1121, August.
  37. Chen, Kevin Z. & D. Meilke, Karl & Turvey, Calum, 1999. "Income risk and farm consumption behavior," Agricultural Economics, Blackwell, vol. 20(2), pages 173-183, March.
  38. Van Vliet, Ben, 2017. "Capability satisficing in high frequency trading," Research in International Business and Finance, Elsevier, vol. 42(C), pages 509-521.
  39. Ebert, Sebastian & Wiesen, Daniel, 2009. "An experimental methodology testing for prudence and third-order preferences," Bonn Econ Discussion Papers 21/2009, University of Bonn, Bonn Graduate School of Economics (BGSE).
  40. Tim Bollerslev & Jia Li & Andrew J. Patton & Rogier Quaedvlieg, 2020. "Realized Semicovariances," Econometrica, Econometric Society, vol. 88(4), pages 1515-1551, July.
  41. Shao-Wei Lam & Tsan Sheng Ng & Melvyn Sim & Jin-Hwa Song, 2013. "Multiple Objectives Satisficing Under Uncertainty," Operations Research, INFORMS, vol. 61(1), pages 214-227, February.
  42. Stephen Decanio, 1994. "Agency and Control Problems in US Corporations: The Case of Energy-efficient Investment Projects," International Journal of the Economics of Business, Taylor & Francis Journals, vol. 1(1), pages 105-124.
  43. Nathalie Etchart-Vincent, 2009. "The shape of the utility function under risk in the loss domain and the "ruinous losses" hypothesis: some experimental results," Economics Bulletin, AccessEcon, vol. 29(2), pages 1393-1402.
  44. Enrico G. De Giorgi & David B. Brown & Melvyn Sim, 2010. "Dual representation of choice and aspirational preferences," University of St. Gallen Department of Economics working paper series 2010 2010-07, Department of Economics, University of St. Gallen.
  45. Enrico Diecidue & Jeroen Van De Ven, 2008. "Aspiration Level, Probability Of Success And Failure, And Expected Utility," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 683-700, May.
  46. Thomas Åstebro & José Mata & Luís Santos-Pinto, 2015. "Skewness seeking: risk loving, optimism or overweighting of small probabilities?," Theory and Decision, Springer, vol. 78(2), pages 189-208, February.
  47. Pereiro, Luis E., 2006. "The practice of investment valuation in emerging markets: Evidence from Argentina," Journal of Multinational Financial Management, Elsevier, vol. 16(2), pages 160-183, April.
  48. Mehari Mekonnen Akalu, 2002. "Evaluating the Capacity of Standard Investment Appraisal Methods," Tinbergen Institute Discussion Papers 02-082/1, Tinbergen Institute.
  49. Roopali Batra & Satish Verma, 2014. "An Empirical Insight into Different Stages of Capital Budgeting," Global Business Review, International Management Institute, vol. 15(2), pages 339-362, June.
  50. Hatch, L. Upton & Atwood, Joseph A. & Segar, James, 1989. "An Application Of Safety-First Probability Limits In A Discrete Stochastic Farm Management Programming Model," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 21(01), pages 1-8, July.
  51. Tingting Yang & Xiaoxia Huang, 2022. "A New Portfolio Optimization Model Under Tracking-Error Constraint with Linear Uncertainty Distributions," Journal of Optimization Theory and Applications, Springer, vol. 195(2), pages 723-747, November.
  52. David B. Brown & Enrico De Giorgi & Melvyn Sim, 2012. "Aspirational Preferences and Their Representation by Risk Measures," Management Science, INFORMS, vol. 58(11), pages 2095-2113, November.
  53. Rong-Gang Cong & Mette Termansen & Mark V. Brady, 2017. "Managing soil natural capital: a prudent strategy for adapting to future risks," Annals of Operations Research, Springer, vol. 255(1), pages 439-463, August.
  54. Sureka, Riya & Kumar, Satish & Colombage, Sisira & Abedin, Mohammad Zoynul, 2022. "Five decades of research on capital budgeting – A systematic review and future research agenda," Research in International Business and Finance, Elsevier, vol. 60(C).
  55. Brouwer, Frank & Ruiter, Hans de, 1997. "Asset class allocation and downside risk: does the investment horizon matter?," Serie Research Memoranda 0012, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.