Capital rationing problems under uncertainty and risk

Author:

Beraldi Patrizia,Bruni Maria Elena,Violi Antonio

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference40 articles.

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2. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Finance 9(3), 203–228 (1999)

3. Baumol, W., Quandt, R.: Investment and discount rates under capital rationing—a programming approach. Econom. J. 75, 317–329 (1965)

4. Beraldi, P., Bruni, M.E.: An exact approach for solving integer problems under probabilistic constraints with random technology matrix. Ann. Oper. Res. doi: 10.1007/s10479-009-0670-9

5. Beraldi, P., Bruni, M.E.: Capital rationing problem under uncertainty. Technical Report ParCoLab, DEIS, University of Calabria (2009)

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