The future of branch cash holdings management is here: new Markov chains

DOI10.1016/j.ejor.2016.11.012zbMath1395.91486OpenAlexW2549660369MaRDI QIDQ1751890

Julia García Cabello

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

zbMATH Keywords

ergodic theory(D) economicsMarkov chains by blocksoptimal cash balancetime validity of the cash holdings

Mathematics Subject Classification ID

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)

Related Items (1)

Operational research and artificial intelligence methods in banking

Cites Work

• A generalized impulse control model of cash management
• Optimal cash management under uncertainty
• Calculating posterior distributions and modal estimates in Markov mixture models
• Optimal impulse control for a multidimensional cash management system with generalized cost functions
• Estimation of the Allowance for Doubtful Accounts by Markov Chains
• How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
• Model-Based Gaussian and Non-Gaussian Clustering
• Ergodic Markov equilibrium with incomplete markets and short sales
• Cash management using multi-stage stochastic programming
• On Optimal Cash Management under a Stochastic Volatility Model
• Organization size and the optimal investment in cash
• Cash management in a randomly varying environment

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