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| Author: | Sarper, H. |
| Title: | Capital rationing under risk:a chance constrained approach using uniformly distributed case flows and available budgets |
| Journal: | Engineering Economist
1993 : FALL, VOL. 39:1, p. 49-76 |
| Index terms: | ECONOMICS RISK BUDGET |
| Language: | eng |
| Abstract: | This paper presents pure capital rationing and selection of the best capital project mix when cash flows and available budgets are uniformly distributed random variables. Chance-constrained programming is used by approximating uniformly distributed random variables into normally distributed ones. Thus, a methodology is proposed to handle uniformly distributed random variables in capital rationing. The accuracy of the results is checked using the Monte Carlo simulation technique. |
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