Dynamic Programming Models and Algorithms for the Mutual Fund Cash Balance Problem
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- Dötz, Niko & Weth, Mark, 2013. "Cash holdings of German open-end equity funds: Does ownership matter?," Discussion Papers 47/2013, Deutsche Bundesbank.
- repec:spr:annopr:v:262:y:2018:i:1:d:10.1007_s10479-016-2297-y is not listed on IDEAS
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Keywordsmutual fund cash balance; approximate dynamic programming;
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