Liquidity Motives of Holding Money under Investment Risk: A Dynamic Analysis
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- Ozaki, Hiroyuki & Streufert, Peter A., 1996. "Dynamic programming for non-additive stochastic objectives," Journal of Mathematical Economics, Elsevier, vol. 25(4), pages 391-442.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-07-29 (All new papers)
- NEP-MAC-2003-07-29 (Macroeconomics)
- NEP-RMG-2003-07-29 (Risk Management)
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