The financial equilibrium problem with implicit budget constraints
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- 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.
More about this item
KeywordsPortfolio optimization; Quasi-variational inequality; Equilibrium conditions;
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