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Optimal Capital Structure and Financial Risk of Project Finance Investments: A Simulation Optimization Model With Chance Constraints
16 references·0 citing·36 second hop
Optimal Capital Structure and Financial Risk of Project Finance Investments: A Simulation Optimization Model With Chance Constraints (2012)Optimal Capital Structure and Financial R…Introduction to Stochastic Programming (2011)Introduction to Stochastic Pr…Capital Structure and Debt Structure (2010)Capital Structure and Debt St…Lectures on Stochastic Programming: Modeling and Theory (2009)Lectures on Stochastic Progra…Lectures on Stochastic Programming (2009)Lectures on Stochastic Progra…SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT (2008)SIMULATION OPTIMIZATION: APPL…Financial Viability Analysis and Capital Structure Optimization in Privatized Public Infrastructure Projects (2005)Financial Viability Analysis …Valuation techniques for infrastructure investment decisions (2004)Valuation techniques for infr…Optimal Capital Structure Model for BOT Power Projects in Turkey (2003)Optimal Capital Structure Mod…Optimization for Simulation: Theory vs. Practice (2002)Optimization for Simulation: …Feature Article: Optimization for simulation: Theory vs. Practice (2002)Feature Article: Optimization…Introduction to Stochastic Programming (1998)Introduction to Stochastic Pr…Project Financing: Asset-Based Financial Engineering (1996)Project Financing: Asset-Base…Stochastic Programming (1995)Stochastic ProgrammingSimulation Modeling and Analysis. (1983)Simulation Modeling and Analy…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Cost of Capital, Corporat…Capital budgeting : financial appraisal of investment projectsCapital budgeting : financial…A Stochastic Approximation Method (1951)Coherent Measures of Risk (1999)Analysis of stochastic dual dynamic programming method (2010)Data-driven chance constrained stochastic program (2015)Theory of games and economic behavior (2019)Frameworks and Results in Distributionally Robust Optimization (2022)Stochastic Modeling and the Theory of Queues (1989)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments (2005)The Knowledge-Gradient Policy for Correlated Normal Beliefs (2009)Simulation for manufacturing system design and operation: Literature review and analysis (2014)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)The Theory of Capital Structure (1991)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Refinancing Risk and Cash Holdings (2013)Accounting conservatism and firm investment efficiency (2015)Corporate social responsibility, firm value, and influential institutional ownership (2018)Conditional value-at-risk for general loss distributions (2002)The Sample Average Approximation Method for Stochastic Discrete Optimization (2002)Theory and Applications of Robust Optimization (2010)Ambulance location and relocation models (2003)Stochastic Programming Models (2003)A two-stage stochastic programming framework for transportation planning in disaster response (2004)Testing ecological models: the meaning of validation (1996)Developing Theory Through Simulation Methods (2007)Verification and validation of simulation models (2012)Emergency medical services and beyond: Addressing new challenges through a wide literature review (2016)A unified framework for stochastic optimization (2018)Optimization under uncertainty: state-of-the-art and opportunities (2003)Adjustable robust solutions of uncertain linear programs (2004)A Sampling-and-Discarding Approach to Chance-Constrained Optimization: Feasibility and Optimality (2010)A Guide to Sample Average Approximation (2014)
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References

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  • 2010Capital Structure and Debt Structure681 cited
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  • 1996Project Financing: Asset-Based Financial Engineering330 cited
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  • 2005Financial Viability Analysis and Capital Structure Optimization in Privatized Public Infrastructure Projects172 cited
  • n.d.Capital budgeting : financial appraisal of investment projects123 cited
  • 2003Optimal Capital Structure Model for BOT Power Projects in Turkey100 cited
  • 2008SIMULATION OPTIMIZATION: APPLICATIONS IN RISK MANAGEMENT

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