The future of branch cash holdings management is here: new Markov chains
DOI10.1016/j.ejor.2016.11.012zbMath1395.91486OpenAlexW2549660369MaRDI QIDQ1751890
Publication date: 25 May 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2016.11.012
ergodic theory(D) economicsMarkov chains by blocksoptimal cash balancetime validity of the cash holdings
Statistical methods; risk measures (91G70) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Corporate finance (dividends, real options, etc.) (91G50)
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Cites Work
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