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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. 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.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    7. 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.
    8. Daniel P. Heyman, 1973. "A Model for Cash Balance Management," Management Science, INFORMS, vol. 19(12), pages 1407-1413, August.
    9. 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.
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