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The financial equilibrium problem with implicit budget constraints


  • Laura Scrimali



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

Suggested Citation

  • Laura Scrimali, 2008. "The financial equilibrium problem with implicit budget constraints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 16(2), pages 191-203, June.
  • Handle: RePEc:spr:cejnor:v:16:y:2008:i:2:p:191-203
    DOI: 10.1007/s10100-007-0046-7

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    Cited by:

    1. Ciarcià, Carla & Daniele, Patrizia, 2016. "New existence theorems for quasi-variational inequalities and applications to financial models," European Journal of Operational Research, Elsevier, vol. 251(1), pages 288-299.
    2. repec:spr:joptap:v:154:y:2012:i:1:d:10.1007_s10957-012-9995-7 is not listed on IDEAS


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