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The Geometry Of Asset Adjustment With Adjustment Costs

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  • Reuven Glick

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  • Reuven Glick, 1984. "The Geometry Of Asset Adjustment With Adjustment Costs," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 7(4), pages 303-314, December.
    • Handle: RePEc:bla:jfnres:v:7:y:1984:i:4:p:303-314
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    File URL: http://hdl.handle.net/10.1111/j.1475-6803.1984.tb00382.x
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    References listed on IDEAS

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    1. Keith V. Smith, 1967. "A Transition Model For Portfolio Revision," Journal of Finance, American Finance Association, vol. 22(3), pages 425-439, September.
    2. 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.
    3. Jules H. Kamin, 1975. "Optimal Portfolio Revision with a Proportional Transaction Cost," Management Science, INFORMS, vol. 21(11), pages 1263-1271, July.
    4. William J. Baumol, 1952. "The Transactions Demand for Cash: An Inventory Theoretic Approach," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 66(4), pages 545-556.
    5. J. Tobin, 1958. "Liquidity Preference as Behavior Towards Risk," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 25(2), pages 65-86.
    6. M. Parkin, 1970. "Discount House Portfolio and Debt Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 469-497.
    7. Abrams, Robert A & Karmarkar, Uday S, 1980. "Optimal Multiperiod Investment-Consumption Policies," Econometrica, Econometric Society, vol. 48(2), pages 333-353, March.
    8. Magill, Michael J. P. & Constantinides, George M., 1976. "Portfolio selection with transactions costs," Journal of Economic Theory, Elsevier, vol. 13(2), pages 245-263, October.
    9. Baltensperger, Ernst, 1972. "Economies of Scale, Firm Size, and Concentration in Banking," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 4(3), pages 467-488, August.
    10. Chen, Andrew H. & Kim, E. Han & Kon, Stanley J., 1975. "Cash demand, liquidation costs and capital market equilibrium under uncertainty," Journal of Financial Economics, Elsevier, vol. 2(3), pages 293-308, September.
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