On the Cash Balance Problem

DOI10.1057/JORS.1974.105MaRDI QIDQ4045837zbMATH OpenOpenAlexFDO

Authors Edwin J. Elton, Martin J. Gruber

Publication date 1974

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/jors.1974.105

Mathematics Subject Classification ID

Decision theory (91B06) Hamilton-Jacobi theories (49L99)

Cited in

(5)

• Analysis of the stochastic cash balance problem using a level crossing technique
• A decision process over variables and their number: Two-phase optimality conditions
• A probabilistic approach to the stochastic fluid cash management balance problem
• Cash management in a randomly varying environment
• The utility of cash flow forecasts in the management of corporate cash balances

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