✦ LIBER ✦
Evolutionary variational inequalities applied to financial equilibrium problems in an environment of risk and uncertainty
✍ Scribed by P. Daniele
- Book ID
- 103845375
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 129 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0362-546X
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✦ Synopsis
In this paper we present an evolutionary model for multi-sector, multi-instrument financial equilibrium problems. In particular, we consider the case in which the variance-covariance matrices or, more generally, the utility function associated with risk perception, the financial volumes held by the sectors, the optimal portfolio composition and the instrument prices are time-dependent.