Advanced search
Publication Cover
The Engineering Economist
A Journal Devoted to the Problems of Capital Investment
Volume 50, 2005 - Issue 3
Submit an article Journal homepage
385
Views
10
CrossRef citations to date
0
Altmetric
Original Articles

A Robust Optimization Approach to Capital Rationing and Capital Budgeting

Soulaymane Kachani Columbia University, Dept. of Industrial Engineering & Operations Research, New York, New York, USA
&
Jerome Langella Columbia University, Dept. of Industrial Engineering & Operations Research, New York, New York, USA
Pages 195-229 | Published online: 24 Feb 2007

Citations (10)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Fatemeh Ghasemi Bojd & Hamidreza Koosha. (2018) A robust goal programming model for the capital budgeting problem. Journal of the Operational Research Society 69:7, pages 1105-1113.
Read now

Articles from other publishers (9)

Laurent Alfandari & Juan-Carlos Espinoza García. (2018) Robust optimization for non-linear impact of data variation. Computers & Operations Research 99, pages 38-47.
Crossref
Thomas Fliedner & Juuso Liesiö. (2016) Adjustable robustness for multi-attribute project portfolio selection. European Journal of Operational Research 252:3, pages 931-946.
Crossref
Michael E. Cholette, Lin Ma, Lawrence Buckingham, Lutfiye Allahmanli, Andrew Bannister & Gang Xie. 2015. 9th WCEAM Research Papers. 9th WCEAM Research Papers 49 60 .
Marcelo Botelho da Costa Moraes, Marcelo Seido Nagano & Vinicius Amorim Sobreiro. 2015. Decision Models in Engineering and Management. Decision Models in Engineering and Management 11 28 .
Esra Bas. (2013) A robust approach to the decision rules of NPV and IRR for simple projects. Applied Mathematics and Computation 219:11, pages 5901-5908.
Crossref
Esra Bas. (2011) An investment plan for preventing child injuries using risk priority number of failure mode and effects analysis methodology and a multi-objective, multi-dimensional mixed 0-1 knapsack model. Reliability Engineering & System Safety 96:7, pages 748-756.
Crossref
Amir Albadvi & Hamidreza Koosha. (2011) A robust optimization approach to allocation of marketing budgets. Management Decision 49:4, pages 601-621.
Crossref
E. Bas & C. Kahraman. (2009) Fuzzy capital rationing model. Journal of Computational and Applied Mathematics 224:2, pages 628-645.
Crossref
Esra Bas & Cengiz Kahraman. 2008. Fuzzy Engineering Economics with Applications. Fuzzy Engineering Economics with Applications 359 380 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.