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Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?

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  • Corbae, Dean

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  • Corbae, Dean, 1993. "Relaxing the cash-in-advance constraint at a fixed cost Are simple trigger-target portfolio rules optimal?," Journal of Economic Dynamics and Control, Elsevier, vol. 17(1-2), pages 51-64.
    • Handle: RePEc:eee:dyncon:v:17:y:1993:i:1-2:p:51-64
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    Cited by:

    1. Campanale, Claudio & Fugazza, Carolina & Gomes, Francisco, 2015. "Life-cycle portfolio choice with liquid and illiquid financial assets," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 67-83.
    2. David Kendrick, 2007. "Teaching Computational Economics to Graduate Students," Computational Economics, Springer;Society for Computational Economics, vol. 30(4), pages 381-391, November.
    3. Martin, J. Spencer & Santomero, Anthony M., 1997. "Investment opportunities and corporate demand for lines of credit," Journal of Banking & Finance, Elsevier, vol. 21(10), pages 1331-1350, October.
    4. Gomes, Francisco & Fugazza, Carolina & Campanale, Claudio, 2015. "Life-Cycle Portfolio choice with Liquid and Illiquid Assets," CEPR Discussion Papers 10369, C.E.P.R. Discussion Papers.

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