Journal of Financial and Quantitative Analysis19672(4), 339
R. Byrne, A. Charnes, W. W. Cooper, K. Kortanek, A Chance-Constrained Approach to Capital Budgeting with Portfolio Type Payback and Liquidity Constraints and Horizon Posture Controls, The Journal of Financial and Quantitative Analysis, Vol. 2, No. 4 (Dec., 1967), pp. 339-364
I. Introduction, 1. — II. The model, 3. — III. Full optimization and complete specialization, 8. — IV. Full optimization and incomplete specialization, 10. — V. Optimal tax policy with free trade, 16. — VI. Optimal tariff policy with mobile capital, 23. — VII. Summary and conclusions, 31.