A NOTE ON LINEAR PROGRAMMING AND CAPITAL BUDGETING
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This follows Carleton's presentation [2], to which the reader is referred for a full summary of the controversy and for discussion of a number of side issues not treated here. The major issue raised by Baumol and Quandt is that:' the discount factors (1 + k) -t in solution must equal ratios of the internal discount factors. Since we acknowledge the existence of capital rationing, k must itself be internally determined and hence be independent of monetary phenomena. However, if we assume that k is a true marginal opportunity rate, then it turns out that we cannot
[1] Willard T. Carleton. LINEAR PROGRAMMING AND CAPITAL BUDGETING MODELS: A NEW INTERPRETATION , 1969 .
[2] Richard E. Quandt,et al. Investment and Discount Rates Under Capital Rationing—A Programming Approach , 1965 .
[3] Stewart C. Myers,et al. Investment, Interest and Capital. , 1970 .
[4] Edwin J. Elton,et al. Capital Rationing and External Discount Rates , 1970 .