La programmation déterministe du budget de capital : un modèle financier de la firme multinationale

Jean-Pierre Château

Journal de la société française de statistique (1974)

  • Volume: 115, page 114-141
  • ISSN: 1962-5197

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Château, Jean-Pierre. "La programmation déterministe du budget de capital : un modèle financier de la firme multinationale." Journal de la société française de statistique 115 (1974): 114-141. <http://eudml.org/doc/199943>.

@article{Château1974,
author = {Château, Jean-Pierre},
journal = {Journal de la société française de statistique},
language = {fre},
pages = {114-141},
publisher = {Société de statistique de Paris},
title = {La programmation déterministe du budget de capital : un modèle financier de la firme multinationale},
url = {http://eudml.org/doc/199943},
volume = {115},
year = {1974},
}

TY - JOUR
AU - Château, Jean-Pierre
TI - La programmation déterministe du budget de capital : un modèle financier de la firme multinationale
JO - Journal de la société française de statistique
PY - 1974
PB - Société de statistique de Paris
VL - 115
SP - 114
EP - 141
LA - fre
UR - http://eudml.org/doc/199943
ER -

References

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  1. [1] BAUMOL J. W. and QUANDT R. E., Investment and Discount Rates under Capital Rationing : A Programming Approach. Economic Journal, 75, n° 298 (1965), 317-329. 
  2. [2] BERNHARD R. H., Mathematical Programming Models for Capital Budgeting. A Survey, Generalization and Critique. Journal of Financial and Quantitative Analysis, 4, n° 2 (1969), 111-158. 
  3. [3] BRYNE R., CHARNES A., COOPER W. W. et KORTANEK K., A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls. Journal of Financial and Quantitative Analysis, 2, n° 4 (1967), 339-364. 
  4. [4] CARLETON W. T., Linear Programming and Capital Budgeting Models : A New Interpretation. Journal of Finance, 24, n° 5 (1969), 825-833. 
  5. [5] CHARNES A. et COOPER W. W., A Note on the « Fail-Safe » Properties of the Generalized Lagrange Multiplier Method. Operations Research, 13, n° 4, (1965), 673-677. 
  6. [6] CHARNES A., COOPER W. W. et MILLER M. H., Application of Linear Programming to Financial Budgeting and Costing of Funds. Journal of Business, 32. n° 1 (1959), 20-46. 
  7. [7] CHATEAU J.-P., La programmation déterministe du budget de capital : modèle généralisé et questions connexes. U. E. R. des Sciences économiques, Université de Paris X, Nanterre, 1973. 
  8. [8] EVERETT H., Generalized Lagrange Multiplier Method for Solving Problems of Optimum Allocation of Resources. Operations Research, 11, n° 3 (1963), 399-417. Zbl0113.14202MR152360
  9. [8 a] EVERETT H., Comments on the Preceding Note. Operations Research, 13, n° 4 (1965), 677-678. 
  10. [9] HADLEY G., Nonlinear and Dynamic Programming. Reading, Mass : Addison Wesley, 1964. Zbl0179.24601MR173543
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  12. [11] LAWLER E. L. and BELL M. D., A Method for Solving Discrete Optimization Problems. Operations Research, 14, n° 6 (1966), 1098-1112. 
  13. [12] LERNER E. M. et MOAG J. S., Analyse théorique des décisions concernant le budget de capital. Economies et Sociétés III, n° 5 (1969), 933-956. 
  14. [13] LERNER E. L. and RAPPAPORT A., Limit DCF in Capital Budgeting. Harvard Business Review (September-October 1968), 133-137. 
  15. [14] LORIE J. H. and SAVAGE L. J., Three Problems in Rationing Capital. Journal of Business, 28, n° 4 (1955), 229-239. 
  16. [15] MAO J. C. T. and WALLINGFORD B. A., An Extension of Lawler and Bell's Method of Discrete Optimization with Examples from Capital Budgeting. Management Science, 15, n° 2 (1968), 351-360. 
  17. [16] MOAG J. S. and LERNER E. M., Capital Budgeting Decisions under Imperfect Market Conditions. A Systems Framework, Journal of Finance, 24, n° 4 (1969), 613-621. 
  18. [17] WEINGARTNER H. M.Mathematical Programming and the Analysis of Capital Budgeting Problems. Englewood Cliffs, N. J. : Prentice-Hall, 1963. 
  19. [17 a] WEINGARTNER H. M., Capital Budgeting of Interrelated Projects : Survey and Synthesis Management Science, 12, n° 7 (1966), 485-516. 
  20. [17 b] WEINGARTNER H. M., Criteria for Programming Investment Project Selection. Journal of Industrial Economies, 15, n° 1 (1966), 65-77. 
  21. [17 c] WEINGARTNER H. M.Some New Views on the Payback Period and Capital Budgeting Decisions. Management Science, 15, n° 12 (1969), B 594-607. 

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