Relaxing the cash-in-advance constraint at a fixed cost. Are simple trigger-target portfolio rules optimal?

zbMath0775.90019MaRDI QIDQ1195774

Dean Corbae

Publication date: 13 January 1993

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Cites Work

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• The permanent income hypothesis: A theoretical formulation
• Optimal Money Holding under Uncertainty
• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Selection and the Evolution of Industry
• The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases
• On the Role of Money and the Existence of a Monetary Equilibrium

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