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The Stochastic Cash Balance Problem with Average Compensating-Balance Requirements
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References

  • 1952The Transactions Demand for Cash: An Inventory Theoretic Approach2,353 cited
  • 1956The Interest-Elasticity of Transactions Demand For Cash1,489 cited
  • 1966A Model of the Demand for Money by Firms1,338 cited
  • 2005The Optimality of (S,s) Policies in the Dynamic Inventory Problem711 cited
  • 1969Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs159 cited
  • 1969Sequential Decision Problems: A Model to Exploit Existing Forecasters133 cited
  • 1965Optimal Short Term Financing Decision132 cited
  • 1970The Stochastic Cash Balance Problem with Fixed Costs for Increases and Decreases104 cited
  • 1968Optimal Cash Balance Levels91 cited
  • 1972The Use of Forecasts and Smoothing in Control-Limit Models for Cash Management71 cited
  • 1969An Unequal-Period Model for Cash Management Decisions62 cited
  • 1974A Transshipment Model for Cash Management Decisions61 cited
  • 1971DYNAMIC PROGRAMMING APPLICATIONS IN FINANCE41 cited
  • 1972Cash Management and the Demand for Money.35 cited
  • 1969The Optimal Bank Liquidity: A Multi-Period Stochastic Model28 cited
  • 1965

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Control of Cash Reserves
19 cited

Cited by

  • 1985Simple Optimal Policy for Cash Management: The Average Balance Requirement Case19 cited
  • 1990Dynamic optimization of cash flow management decisions: a stochastic model17 cited
  • 2011Expectancy balance model for cash flow17 cited