Convex analysis and financial equilibrium
DOI10.1007/S10107-014-0747-3zbMATH Open1309.91086OpenAlexW1990871195MaRDI QIDQ484137FDOQ484137
Authors: Alejandro Jofre, R. T. Rockafellar, Roger J.-B. Wets 
Publication date: 18 December 2014
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10533/148122
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Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Variational inequalities (49J40) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50) Dynamic stochastic general equilibrium theory (91B51)
Cites Work
- Convex Analysis
- Implicit Functions and Solution Mappings
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- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Existence of an Equilibrium for a Competitive Economy
- Variational Inequalities and Economic Equilibrium
- Economies with a Finite Set of Equilibria
- An introduction to general equilibrium with incomplete asset markets
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- Parametric stability of solutions in models of economic equilibrium
- General economic equilibrium with financial markets and retainability
- A variational inequality scheme for determining an economic equilibrium of classical or extended type
- An extension of Mantel (1976) to incomplete markets
Cited In (22)
- Risk trading and endogenous probabilities in investment equilibria
- CONIC FINANCE AND THE CORPORATE BALANCE SHEET
- EQUILIBRIUM PRICES FOR MONETARY UTILITY FUNCTIONS
- Equilibrium analysis in financial markets with countably many securities
- Distributed price adjustment based on convex analysis
- A smooth homotopy method for incomplete markets
- Order books, markets and convex analysis
- Functional inequalities, regularity and computation of the deficit and surplus variables in the financial equilibrium problem
- Convexity, convolution and competitive equilibrium
- Incomplete financial markets model with nominal assets: variational approach
- The financial equilibrium problem with implicit budget constraints
- Consistent conjectural variations equilibrium for a financial model
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Convex analysis in financial mathematics
- Introduction to convex optimization in financial markets
- Convexity theory for the term structure equation
- On the multiplicity of solutions in generation capacity investment models with incomplete markets: a risk-averse stochastic equilibrium approach
- Double inertial subgradient extragradient algorithm for solving equilibrium problems and common fixed point problems with application to image restoration
- Partial equilibria with convex capital requirements: existence, uniqueness and stability
- Financial equilibrium with non-linear valuations
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