Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs - MaRDI portal

Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs

From MaRDI portal
Publication:5613751

DOI10.2307/2525547zbMath0212.24904OpenAlexW2080202273MaRDI QIDQ5613751

Gary D. Eppen, Eugene Fama

Publication date: 1969

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2525547



Related Items

A multi-objective approach to the cash management problem, The asymptotic behavior of the optimal cash holding strategy under a class of utility functions, Model predictive control of cash balance in a cash concentration and disbursements system, Multi-factor dynamic investment under uncertainty, Simple optimal replenishment and disposal policies for a product recovery system with leadtimes, Long term average cost control problems without ergodicity, The utility of cash flow forecasts in the management of corporate cash balances, A probabilistic approach to the stochastic fluid cash management balance problem, Two-Sided Singular Control of an Inventory with Unknown Demand Trend, Optimal decision-making of mutual fund temporary borrowing problem via approximate dynamic programming, A fractional optimal control model for a simple cash balance problem, The optimal cash holding models for stochastic cash management of continuous time, Analysis of the stochastic cash balance problem using a level crossing technique, Fitting random cash management models to data, Empty container management in a port with long-run average criterion, Cash management in a randomly varying environment, Note on he form of optimal policies for harvesting biologically renewable resources, OPTIMALITY OF FOUR-THRESHOLD POLICIES IN INVENTORY SYSTEMS WITH CUSTOMER RETURNS AND BORROWING/STORAGE OPTIONS, Myopic and stationary solutions for stochastic cash balance problems, The precautionary demand for money: A utility maximization approach, Portfolio selection with transactions costs, Suboptimal policies for stochastic cash balance problems, A NEW APPROACH FOR THE STOCHASTIC CASH BALANCE PROBLEM WITH FIXED COSTS, Optimality of doubly reflected Lévy processes in singular control