Abstract
Financial applications have provided in the past several decades a stimulus for the development of both modeling and methodological advances. Financial theory, in particular, dating to the seminal work of Markowitz (1959) and Sharpe (1970), has built a strong platform for both scholarly investigations and, ultimately, empirical practice. The introduction of new technologies and financial instruments, coupled with the complexity of the economic interactions and the scale and scope of financial problems, identify this problem domain as one in which computational research will continue to play a pivotal role.
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Nagurney, A. (1999). Financial Equilibrium. In: Network Economics. Advances in Computational Economics, vol 10. Springer, Boston, MA. https://doi.org/10.1007/978-1-4757-3005-0_10
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DOI: https://doi.org/10.1007/978-1-4757-3005-0_10
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