SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Maximum Prospective Utility Criterion, Utility Maximization in Capital Rationing Under Incomplete Information
11 references·0 citing·32 second hop
The Maximum Prospective Utility Criterion, Utility Maximization in Capital Rationing Under Incomplete Information (1980)The Maximum Prospective Utility Criterion…CAPITAL RATIONING: n AUTHORS IN SEARCH OF A PLOT (1977)CAPITAL RATIONING: n AUTHORS …CAPITAL RATIONING AND EXTERNAL DISCOUNT RATES* (1970)CAPITAL RATIONING AND EXTERNA…Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique (1969)Mathematical Programming Mode…LINEAR PROGRAMMING AND CAPITAL BUDGETING MODELS: A NEW INTERPRETATION (1969)LINEAR PROGRAMMING AND CAPITA…A Note on the Application of Linear Programming to Capital Budgeting (1968)A Note on the Application of …A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls (1967)A Chance-Constrained Approach…Investment and Discount Rates Under Capital Rationing--A Programming Approach (1965)Investment and Discount Rates…On the Theory of Optimal Investment Decision (1958)On the Theory of Optimal Inve…Three Problems in Rationing Capital (1955)Three Problems in Rationing C…Principles of Engineering Economy (1939)Principles of Engineering Eco…Principles of Engineering Economy (1932)Principles of Engineering Eco…Deterministic Equivalents for Optimizing and Satisficing under Chance Constraints (1963)Chance Constrained Programming with Joint Constraints (1965)THE IRR,NPV AND PAYBACK PERIOD AND THEIR RELATIVE PERFORMANCE IN COMMON CAPITIAL BUDGETING DECISION PROCEDURES FOR DEALING WITH RISK (1993)A joint chance-constrained programming model with row dependence (1994)Linear Programming Under Uncertainty (2004)Probabilistic DCF Analysis and Capital Budgeting and Investment—a Survey (2008)Mathematical Programming and the Analysis of Capital Budgeting Problems. (1964)Mathematical Programming and the Analysis of Capital Budgeting Problems. (1965)A Determination of the Risk of Ruin (1979)Theory, Models and Implementation in Financial Management (1982)Dividend Policy, Growth, and the Valuation of Shares (1961)ON THE EXISTENCE OF A COST OF CAPITAL UNDER PURE CAPITAL RATIONING (1974)Modelling loan acquisition decisions (1998)Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments (1959)Introduction to Operations Research (1968)Optimal multinational capital budgeting under uncertainty (2011)Designing decision support systems for value-based management: A survey and an architecture (2012)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Accounting innovation beyond the enterprise: Problematizing investment decisions and programming economic growth in the U.K. in the 1960s (1991)Capital structure in an emerging stock market: The case of India (2010)A Multiple Objective Approach to Capital Budgeting (1979)Capital Rationing and Organizational Slack in Capital Budgeting (1985)ALLOCATING CAPITAL AMONG A FIRM'S DIVISIONS: HURDLE RATES VS. BUDGETS (1987)The Derivation of Probabilistic Information for the Evaluation of Risky Investments (1963)A compendium and comparison of 25 project evaluation techniques. Part 1: Net present value and rate of return methods (1995)The development of life-cycle costing for buildings (2015)Capital Budgeting of Interrelated Projects: Survey and Synthesis (1966)Some New Views on the Payback Period and Capital Budgeting Decisions (1969)Internal Rate-of-Return (IRR) (1990)Equipment replacement and optimal size of a civil engineering fleet (1995)Fundamentals of Life-Cycle Cost Analysis (2002)
this work references cited by second hop

References

  • 1958On the Theory of Optimal Investment Decision608 cited
  • 1955Three Problems in Rationing Capital481 cited
  • 1932Principles of Engineering Economy290 cited
  • 1965Investment and Discount Rates Under Capital Rationing--A Programming Approach165 cited
  • 1969Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique84 cited
  • 1977CAPITAL RATIONING: n AUTHORS IN SEARCH OF A PLOT78 cited
  • 1967A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls69 cited
  • 1939Principles of Engineering Economy67 cited
  • 1969LINEAR PROGRAMMING AND CAPITAL BUDGETING MODELS: A NEW INTERPRETATION57 cited
  • 1970CAPITAL RATIONING AND EXTERNAL DISCOUNT RATES*33 cited
  • 1968A Note on the Application of Linear Programming to Capital Budgeting23 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work