Financial networks and optimally-sized portfolios
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Publication:5948627
DOI10.1023/A:1011249812115zbMath0997.91037OpenAlexW1599289629MaRDI QIDQ5948627
Publication date: 11 November 2001
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011249812115
portfoliovariational inequalityfinancial equilibriumfinancial networkliabilitiesmultiple sectorsoptimal holdings of assets
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