The financial equilibrium problem with implicit budget constraints

DOI10.1007/s10100-007-0046-7zbMath1145.91028OpenAlexW2025178695MaRDI QIDQ940833

Laura R. M. Scrimali

Publication date: 3 September 2008

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-007-0046-7

zbMATH Keywords

portfolio optimizationequilibrium conditionsquasi-variational inequalitybudget constraints

Mathematics Subject Classification ID

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