International Financial Models

Anna Nagurney and Stavros Siokos
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Anna Nagurney: University of Massachusetts
Stavros Siokos: University of Massachusetts

Chapter 11 in Financial Networks, 1997, pp 297-332 from Springer

Abstract: Abstract In Part III of this book we explicitly focused on the risk and return of domestically diversified portfolios. With this chapter we begin our discussion of international multi-sector, multi-instrument financial models. Although the same concepts and ideas hold true when we move to the international arena, some important differences are now brought to the fore.

Keywords: Utility Function; Variational Inequality; Euler Method; Variational Inequality Problem; Financial Equilibrium (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/978-3-642-59066-5_11

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