Financial Equilibrium

  • Anna Nagurney
Part of the Advances in Computational Economics book series (AICE, volume 10)


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.


Utility Function Variational Inequality Policy Intervention Variational Inequality Problem Financial Equilibrium 
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Copyright information

© Springer Science+Business Media Dordrecht 1999

Authors and Affiliations

  • Anna Nagurney
    • 1
  1. 1.University of MassachusettsAmherstUSA

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