A Linear Risk Constraint in Capital Budgeting

G. A. Whitmore and S. Darkazanli
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G. A. Whitmore: McGill University
S. Darkazanli: McGill University

Management Science, 1971, vol. 18, issue 4-Part-I, B155-B157

Abstract: Two methods for constructing linear restrictions to approximate risk constraints in capital budgeting are described. Their practical implications are also discussed.

Date: 1971
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