haku: @author Kusy, M.I. / yhteensä: 1
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| Tekijä: | Kira, D.S. Kusy, M.I. |
| Otsikko: | A stochastic capital rationing model |
| Lehti: | Journal of the Operational Research Society
1990 : SEP, VOL. 41:9, p. 853-863 |
| Asiasana: | CAPITAL BUDGETING STOCHASTIC PROCESSES LINEAR PROGRAMMING UNCERTAINTY |
| Kieli: | eng |
| Tiivistelmä: | A review of capital rationing models is presented. Upon review of capital budgeting literature, two major weaknesses of the existing methodologies are identified: either an absence of the explicit considerations of uncertainty of capital budgeting problems, or, where the concept of uncertainty is considered, computations encountered in determining the optimal solution become interactable when applied to larger problems. The development of a computationally tractable programming algorithm to solve stochastic linear programmes with simple resource has allowed to formulate the stochastic capital rationing model which incorporates the uncertain features of corporate capital expenditure decisions within a capital rationing environment. |
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