Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleCASH BALANCE AND SIMPLE DYNAMIC PORTFOLIO PROBLEMS WITH PROPORTIONAL COSTS.AuthorsEppen, Gary D.; Fama, Eugene F.AbstractDetermines the form of stochastic cash balance problems. Type of cost incurred when moving a state; Formulation of the cash balance; Determination of optimal policies or decision rules.SubjectsSTOCHASTIC processes; FINANCIAL statementsPublicationInternational Economic Review, 1969, Vol 10, Issue 2, p119ISSN0020-6598Publication typeArticleDOI10.2307/2525547