Cash demand, liquidation costs and capital market equilibrium under uncertainty
- 30 September 1975
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 2 (3) , 293-308
- https://doi.org/10.1016/0304-405x(75)90017-3
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- The Joint Determination of Portfolio and Transaction Demands for MoneyThe Journal of Finance, 1974
- Nonmarketable Assets and the Determination of Capital Asset Prices in the Absence of a Riskless AssetThe Journal of Business, 1973
- Descriptive Theories of Financial Institutions under UncertaintyJournal of Financial and Quantitative Analysis, 1972
- Portfolio Models with Stochastic Cash DemandsManagement Science, 1972
- On the Theory of Financial IntermediationThe Journal of Finance, 1971
- Three Asset Cash Balance and Dynamic Portfolio ProblemsManagement Science, 1971
- Equilibrium in a Capital Asset MarketEconometrica, 1966
- A Model of the Demand for Money by FirmsThe Quarterly Journal of Economics, 1966
- The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital BudgetsThe Review of Economics and Statistics, 1965
- Capital Asset Prices: A Theory of Market Equilibrium under Conditions of RiskThe Journal of Finance, 1964