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| Author: | Kira, D. Kusy, M. Rakita, I. |
| Title: | The effect of project risk on capital rationing under uncertainty |
| Journal: | Engineering Economist
2000 : VOL. 45:1, p. 37-55 |
| Index terms: | PROJECTS RISK CAPITAL |
| Language: | eng |
| Abstract: | The purpose of this paper is to investigate the effect of project risk on capital rationing with uncertain budgetary constraints. The authors reflect project risk by the standard deviation of cash flows. The problem is formulated in a stochastic linear programming with simple recourse (SLPSR) framework. In a sample problem, the authors vary the level of project risk and allow the probability distribution for the right-hand side constraints to be either symmetric or left skewed. |
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