Optimal Money Holding under Uncertainty
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Publication:3320089
DOI10.2307/2648794zbMATH Open0535.90024OpenAlexW1971754604MaRDI QIDQ3320089FDOQ3320089
Authors: Ross Milbourne 
Publication date: 1983
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2648794
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- scientific article; zbMATH DE number 2101524
- The asymptotic behavior of the optimal cash holding strategy under a class of utility functions
Applications of mathematical programming (90C90) Decision theory (91B06) Dynamic programming (90C39) Economic growth models (91B62)
Cited In (12)
- A Dynamic Baumol-Tobin Model of Money Demand
- The asymptotic behavior of the optimal cash holding strategy under a class of utility functions
- Cash management in a randomly varying environment
- Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector
- Optimal cash management under uncertainty
- Money as real options in a cash-in-advance economy
- Optimal saving under Poisson uncertainty
- Myopic and stationary solutions for stochastic cash balance problems
- Trigger-target rules and the dynamics of aggregate money holdings
- Relaxing the cash-in-advance constraint at a fixed cost. Are simple trigger-target portfolio rules optimal?
- Transactions Demand for Money with a Stochastic, Time-Varying Interest Rate
- The optimal cash holding models for stochastic cash management of continuous time
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