The present paper makes a research on the optimal cash holding problem in the continuous time under a class of utility functions, and verifies that the limit of the optimal cash holding strategy under a class of utility functions is equal to the optimal cash holding strategy under the power utility function. An empirical analysis is stated at the end of this paper.

中文翻译：

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一类效用函数下最优现金持有策略的渐近行为

对一类效用函数下的连续时间最优现金持有问题进行了研究，验证了一类效用函数下最优现金持有策略的极限等于条件下的最优现金持有策略的极限。电力实用程序功能。本文的最后进行了实证分析。