A chance-constrained approach to capital budgeting with portfolio type payback and liquidity constraints and horizon posture controls

Journal article

Peer reviewed

R. Byrne, A. Charnes, W. W. Cooper and K. Kortanek

Journal of financial and quantitative analysis, Vol.2(4), pp.339-364

12/01/1967

DOI: 10.2307/2330080

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Title: Subtitle: A chance-constrained approach to capital budgeting with portfolio type payback and liquidity constraints and horizon posture controls
Creators: R. Byrne - University of Pittsburgh
A. Charnes - Northwestern University
W. W. Cooper - Carnegie Mellon University
K. Kortanek - Cornell University
Resource Type: Journal article
Publication Details: Journal of financial and quantitative analysis, Vol.2(4), pp.339-364
DOI: 10.2307/2330080
ISSN: 0022-1090
eISSN: 1756-6916
Number of pages: 26
Grant note: NONR 760(24 / Carnegie-Mellon University Office of Naval Research (http://data.elsevier.com/vocabulary/SciValFunders/100000006) NIH 1 P10 00098-01; DA-31-124-AROD-322; NR 047-021; NONR 1228(10 / Northwestern University (http://data.elsevier.com/vocabulary/SciValFunders/100007059)
Language: English
Date published: 12/01/1967
Academic Unit: Business Analytics
Record Identifier: 9984963095902771

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