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An approximate solution approach for a scenario-based capital budgeting model

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  • Anabela Costa
  • José Paixão

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  • Anabela Costa & José Paixão, 2010. "An approximate solution approach for a scenario-based capital budgeting model," Computational Management Science, Springer, vol. 7(3), pages 337-353, July.
    • Handle: RePEc:spr:comgts:v:7:y:2010:i:3:p:337-353
    DOI: 10.1007/s10287-009-0117-4
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    References listed on IDEAS

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    1. Helga Meier & Nicos Christofides & Gerry Salkin, 2001. "Capital Budgeting Under Uncertainty---An Integrated Approach Using Contingent Claims Analysis and Integer Programming," Operations Research, INFORMS, vol. 49(2), pages 196-206, April.
    2. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
    3. Bradley, Stephen P. & Frey, Sherwood C., 1978. "Equivalent Mathematical Programming Models of Pure Capital Rationing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 13(2), pages 345-361, June.
    4. John W. Mamer & Andrew W. Shogan, 1987. "A Constrained Capital Budgeting Problem with Applications to Repair Kit Selection," Management Science, INFORMS, vol. 33(6), pages 800-806, June.
    5. Robert McDonald & Daniel Siegel, 1986. "The Value of Waiting to Invest," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 101(4), pages 707-727.
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    Cited by:

    1. Juan Pineiro-Chousa & Marcos Vizcaíno-González, 2020. "A mathematical model for the role of third party funding in reputation building of academic institutions," Review of Managerial Science, Springer, vol. 14(2), pages 365-377, April.
    2. Pineiro-Chousa, Juan & Vizcaíno-González, Marcos, 2016. "A quantum derivation of a reputational risk premium," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 304-309.
    3. Kunnathuvalappil Hariharan, Naveen, 2020. "Rethinking budgeting process in times of uncertainty," MPRA Paper 109513, University Library of Munich, Germany.

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