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Networks
Volumn 28, Issue 2, 1996, Pages 107-116
Network decomposition of general financial equilibria with transaction costs
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EID: 0040155522     PISSN: 00283045     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1097-0037(199609)28:2<107::AID-NET4>3.0.CO;2-I     Document Type: Article
Times cited : (4)
References (10)
  • 1
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    • Capital market equilibrium with transaction costs
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    • (1986) J. Pol. Econ. , vol.94 , pp. 842-862
    • Constantinides, G.1
  • 2
    • 0000637746 scopus 로고
    • Portfolio selection with transaction costs
    • M. H. A. Davis and A. R. Norman, Portfolio selection with transaction costs. Math. Oper. Res. 15 (1990) 676-413.
    • (1990) Math. Oper. Res. , vol.15 , pp. 676-1413
    • Davis, M.H.A.1    Norman, A.R.2
  • 3
    • 0000005603 scopus 로고
    • The extragradient method for finding saddle points and other problems
    • G. M. Korpelevich, The extragradient method for finding saddle points and other problems. Ekon. Math. Metody (translated as Matekon) 13 (1977) 35-49.
    • (1977) Ekon. Math. Metody (Translated as Matekon) , vol.13 , pp. 35-49
    • Korpelevich, G.M.1
  • 4
    • 0011621848 scopus 로고
    • Portfolio selection with transaction costs
    • M. Magill and G. Constantinides, Portfolio selection with transaction costs. J. Econ. Theory 13 (1976) 245-263.
    • (1976) J. Econ. Theory , vol.13 , pp. 245-263
    • Magill, M.1    Constantinides, G.2
  • 7
    • 38149144461 scopus 로고
    • Variational inequalities for the analysis and computation of multi-sector, multi-instrument financial equilibria
    • A. Nagurney, Variational inequalities for the analysis and computation of multi-sector, multi-instrument financial equilibria. J. Econ. Dyn. Control 18 (1994) 161-184.
    • (1994) J. Econ. Dyn. Control , vol.18 , pp. 161-184
    • Nagurney, A.1
  • 8
    • 0040677322 scopus 로고
    • Formulation and computation of general financial equilibria with transaction costs
    • (K. D. Lawrence, J. B. Guerard, Jr., and G. R. Reeves, Eds.). JAI Press, Greenwich, CN
    • A. Nagurney and J. Dong, Formulation and computation of general financial equilibria with transaction costs. Advances in Mathematical Programming and Financial Planning, Vol. 4 (K. D. Lawrence, J. B. Guerard, Jr., and G. R. Reeves, Eds.). JAI Press, Greenwich, CN (1995) 3-24.
    • (1995) Advances in Mathematical Programming and Financial Planning , vol.4 , pp. 3-24
    • Nagurney, A.1    Dong, J.2
  • 9
    • 0001535172 scopus 로고
    • The formulation and computation of general financial equilibrium
    • A. Nagurney, J. Dong, and M. Hughes, The formulation and computation of general financial equilibrium. Optimization 26 (1992) 339-354.
    • (1992) Optimization , vol.26 , pp. 339-354
    • Nagurney, A.1    Dong, J.2    Hughes, M.3
  • 10
    • 85008834883 scopus 로고
    • Financial flow of funds networks
    • A. Nagurney and M. Hughes, Financial flow of funds networks. Networks 22 (1992) 145-161.
    • (1992) Networks , vol.22 , pp. 145-161
    • Nagurney, A.1    Hughes, M.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.