Multistage Capital Budgeting Under Uncertainty

A. Geoff Lockett · A. E. Gear

18 citations0/0 files storedJournal of Financial and Quantitative Analysis

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Capital Investment and Risk Analysis Risk and Portfolio Optimization Optimization and Mathematical Programming

Abstract

The problem of allocating a fixed set of time-phased investment allowances among competing investment projects and proposals has received great attention in the literature since Weingartner [11] established a linear/integer programming formulation. Reviews of the literature can be found in Weingartner [12], Hunter [6], Hodges [5], and Bernhard [2].

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1964Mathematical Programming and the Analysis of Capital Budgeting Problems.1965Mathematical Programming and the Analysis of Capital Budgeting Problems.1966Capital Budgeting of Interrelated Projects: Survey and Synthesis 1965Stochastic Decision Trees for the Analysis of Investment Decisions 1969Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique 1973Representation and Analysis of Multi-Stage Problems in R & D 1973A dynamic model of some multistage aspects of research and development portfolios

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