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Optimal Liquidity Policy: A Stochastic Process Approach

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  • Gary W. Emery

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  • Gary W. Emery, 1982. "Optimal Liquidity Policy: A Stochastic Process Approach," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 5(3), pages 273-283, September.
    • Handle: RePEc:bla:jfnres:v:5:y:1982:i:3:p:273-283
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1982.tb00301.x
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    References listed on IDEAS

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    1. Merton H. Miller & Daniel Orr, 1966. "A Model of the Demand for Money by Firms," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 80(3), pages 413-435.
    2. Bierwag, G. O., 1977. "Immunization, Duration, and the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 12(5), pages 725-742, December.
    3. Pringle, John J., 1974. "The Imperfect-Markets Model of Commercial Bank Financial Management," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(1), pages 69-87, January.
    4. Merville, L. J. & Tavis, L. A., 1973. "Optimal Working Capital Policies: A Chance-Constrained Programming Approach," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(1), pages 47-59, January.
    5. Bierman, H. & Chopra, K. & Thomas, J., 1975. "Ruin Considerations: Optimal Working Capital and Capital Structure," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(1), pages 119-128, March.
    6. Stone, Bernell K., 1973. "Cash Planning and Credit-Line Determination With a Financial Statement Simulator: A Case Report on Short-Term Financial Planning," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 8(5), pages 711-729, December.
    7. Daniel P. Heyman, 1973. "A Model for Cash Balance Management," Management Science, INFORMS, vol. 19(12), pages 1407-1413, August.
    8. Vasilev, Aleksandar & Maksumov, Rashid, 2010. "Critical analysis of Chapter 23 of Keynes’s Notes on Mercantilism in The General Theory of Employment, Interest and Money (1936)," EconStor Research Reports 155318, ZBW - Leibniz Information Centre for Economics.
    9. Archer, Stephen H., 1966. "A Model for the Determination of Firm Cash Balances," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 1(1), pages 1-11, March.
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