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A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls

Author

Listed:
  • Byrne, R.
  • Charnes, A.
  • Cooper, W. W.
  • Kortanek, K.

Abstract

This is an exploratory paper. In particular, it consists of explorations conducted around some of the possibilities that might be offered for capital budgeting via recently developed methods, e.g., chance-constrained programming, linear programming under uncertainty, etc.

Suggested Citation

  • Byrne, R. & Charnes, A. & Cooper, W. W. & Kortanek, K., 1967. "A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 2(4), pages 339-364, December.
    • Handle: RePEc:cup:jfinqa:v:2:y:1967:i:04:p:339-364_01
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    Cited by:

    1. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2014. "Dual criteria decisions," Journal of Economic Psychology, Elsevier, vol. 41(C), pages 101-113.
      • Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet, 2009. "Dual Criteria Decisions," Working Papers 02-2009, Copenhagen Business School, Department of Economics.
    2. Lefley, Frank, 1996. "The payback method of investment appraisal: A review and synthesis," International Journal of Production Economics, Elsevier, vol. 44(3), pages 207-224, July.
    3. Glover, Fred & Sueyoshi, Toshiyuki, 2009. "Contributions of Professor William W. Cooper in Operations Research and Management Science," European Journal of Operational Research, Elsevier, vol. 197(1), pages 1-16, August.
    4. Chateau, Jean-Pierre D., 1974. "La programmation déterministe du budget de capital : un modèle financier," L'Actualité Economique, Société Canadienne de Science Economique, vol. 50(3), pages 415-449, juillet.

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