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Multistage Capital Budgeting Under Uncertainty
7 references·0 citing·27 second hop
Multistage Capital Budgeting Under Uncertainty (1975)Multistage Capital Budgeting Under Uncert…Representation and Analysis of Multi-Stage Problems in R & D (1973)Representation and Analysis o…A dynamic model of some multistage aspects of research and development portfolios (1973)A dynamic model of some multi…Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique (1969)Mathematical Programming Mode…Capital Budgeting of Interrelated Projects: Survey and Synthesis (1966)Capital Budgeting of Interrel…Stochastic Decision Trees for the Analysis of Investment Decisions (1965)Stochastic Decision Trees for…Mathematical Programming and the Analysis of Capital Budgeting Problems. (1965)Mathematical Programming and …Mathematical Programming and the Analysis of Capital Budgeting Problems. (1964)Mathematical Programming and …Chance-Constrained Programming (1959)Portfolio Selection: Efficient Diversification of Investments (1959)Introduction to Operations Research (1968)A Comprehensive Comparison and Critique of Discounting Indices Proposed For Capital Investment Evaluation (1971)Optimal multinational capital budgeting under uncertainty (2011)Designing decision support systems for value-based management: A survey and an architecture (2012)The General Theory of Employment (1937)Risk Aversion in the Small and in the Large (1976)Using analytic network process and goal programming for interdependent information system project selection (2000)An integrated approach for interdependent information system project selection (2001)Games and Decisions (2015)Portfolio Selection: Efficient Diversification of Investments. (1962)The Derivation of Probabilistic Information for the Evaluation of Risky Investments (1963)R&D Project Selection Models (1986)An interactive approach for selecting IR&D projects (1990)Investment decisions and sensitivity analysis: NPV-consistency of rates of return (2018)A Linear Programming Model for the Allocation of R and D Efforts (1962)R and D project selection: Where we stand (1964)The selection of R&D program content — Survey of quantitative methods (1967)PORTFOLIO MODELING IN MULTIPLE‐CRITERIA SITUATIONS UNDER UNCERTAINTY (1978)Variable-Base Budgeting for R&D (1981)Understanding R&D value creation with organizational simulation (2007)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)A decision model for interdependent information system project selection (1996)Twenty years of linear programming based portfolio optimization (2013)The use of ranking formulae in R & D projects (1972)Online crowd-funding strategy: a game-theoretical approach to a Kickstarter case study (2020)
this work references cited by second hop

References

  • 1964Mathematical Programming and the Analysis of Capital Budgeting Problems.407 cited
  • 1965Mathematical Programming and the Analysis of Capital Budgeting Problems.391 cited
  • 1966Capital Budgeting of Interrelated Projects: Survey and Synthesis296 cited
  • 1965Stochastic Decision Trees for the Analysis of Investment Decisions152 cited
  • 1969Mathematical Programming Models for Capital Budgeting--A Survey, Generalization, and Critique84 cited
  • 1973Representation and Analysis of Multi-Stage Problems in R & D31 cited
  • 1973A dynamic model of some multistage aspects of research and development portfolios29 cited

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