The financial equilibrium problem with implicit budget constraints
This paper presents the time-dependent, multi-agent and multi-activity financial equilibrium problem when budget constraints are implicitly defined. Specifically, we assume that total wealth is elastic with respect to the optimal investment. Such a problem is formulated as an infinite dimensional quasi-variational inequality for which an existence result is given. Copyright Springer-Verlag 2008
Volume (Year): 16 (2008)
Issue (Month): 2 (June)
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