Cash demand, liquidation costs and capital market equilibrium under uncertainty

Author:

Chen Andrew H.,Kim E.Han,Kon Stanley J.

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference17 articles.

1. The capital asset pricing model: Some empirical tests;Black,1972

2. Portfolio models with stochastic cash demand;Chen;Management Science,1972

3. The joint determination of portfolio and transactions demand for money;Chen;Journal of Finance,1974

4. Three asset cash balance and dynamic portfolio problems;Eppen;Management Science,1971

5. Liquidity;Hicks;Econometrica Journal,1962

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2. Mean-Variance Approach;Analytical Corporate Valuation;2018

3. Market Equilibrium;Wiley StatsRef: Statistics Reference Online;2014-09-29

4. Market Equilibrium;Encyclopedia of Actuarial Science;2004-09-24

5. Globalization of financial markets;Carnegie-Rochester Conference Series on Public Policy;1991-03

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