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The Variance of Present Worth of Cash Flows Under Uncertain Timing
6 references·1 citing·28 second hop
The Variance of Present Worth of Cash Flows Under Uncertain Timing (1977)The Variance of Present Worth of Cash Flo…Expected Present Worths of Cash Flows Under Uncertain Timing (1975)Expected Present Worths of Ca…The Evaluation of Risky Interrelated Investments (1973)The Evaluation of Risky Inter…A Linear Programming Formulation of the General Portfolio Selection Problem (1973)A Linear Programming Formulat…A Linear Programming Approximation for the General Portfolio Analysis Problem (1971)A Linear Programming Approxim…Stochastic Decision Trees for the Analysis of Investment Decisions (1965)Stochastic Decision Trees for…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Modeling and discounting of continuous cash flows under risk (1981)Modeling and discounting of c…AN EXTENSION OF THE MARKOWITZ PORTFOLIO SELECTION MODEL TO INCLUDE VARIABLE TRANSACTIONS' COSTS, SHORT SALES, LEVERAGE POLICIES AND TAXES (1970)Portfolio Theory and Capital Markets. (1972)A New and Efficient Algorithm for a Class of Portfolio Selection Problems (1980)A heuristic algorithm for a portfolio optimization model applied to the Milan stock market (1996)Handbook of Financial Engineering (2008)The Derivation of Probabilistic Information for the Evaluation of Risky Investments (1963)Risk analysis capital investment (1964)On The Application of the Laplace Transform to Certain Economic Problems (1967)The state of the art of present worth analysis of cash flow distributions (1984)Project management with CPM and PERT (1965)Some New Views on the Payback Period and Capital Budgeting Decisions (1969)A Probabilistic Approach to Risk Analysis in Capital Investment Projects (1977)The Mellin Transform in Probabilistic Cash Flow Modeling (1986)Probabilistic DCF Analysis and Capital Budgeting and Investment—a Survey (2008)Portfolio Selection: Efficient Diversification of Investments. (1962)Computational Analysis of Scoring Models for R and D Project Selection (1969)R&D Project Selection Models (1986)Investment decisions and sensitivity analysis: NPV-consistency of rates of return (2018)A Simplified Model for Portfolio Analysis (1963)A linear model for tracking error minimization (1999)ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (2009)Twenty years of linear programming based portfolio optimization (2013)A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls (1967)A Statistical Analysis of Risk in Capital Investment Projects (1967)Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique (1969)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1971A Linear Programming Approximation for the General Portfolio Analysis Problem219 cited
  • 1973A Linear Programming Formulation of the General Portfolio Selection Problem153 cited
  • 1965Stochastic Decision Trees for the Analysis of Investment Decisions152 cited
  • 1973The Evaluation of Risky Interrelated Investments118 cited
  • 1975Expected Present Worths of Cash Flows Under Uncertain Timing50 cited

Cited by

  • 1981Modeling and discounting of continuous cash flows under risk24 cited

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