General financial equilibrium with policy interventions: a variational inequality approach

DOI10.1007/BF02061068zbMath0782.90007OpenAlexW1970106713MaRDI QIDQ1308662

June Dong

Publication date: 28 February 1994

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02061068

zbMATH Keywords

portfoliovariational inequalityfinancial equilibriumtaxesprice ceilings

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Variational inequalities (49J40) Financial applications of other theories (91G80) General equilibrium theory (91B50)

Related Items (2)

General financial equilibrium modeling with policy interventions and transaction costs ⋮ A projected dynamical systems model of general financial equilibrium with stability analysis

Cites Work

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• Network economics: a variational inequality approach
• Financial flow of funds networks
• Sensitivity Analysis for the General Spatial Economic Equilibrium Problem
• Nonlinear programming without differentiability in banach spaces: necessary and sufficient constraint qualification
• Formulation and computation of general financial equilibrium
• A network equilibrium formulation of market disequilibrium and variational inequalities

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