Article ID: | iaor20162382 |
Volume: | 65 |
Issue: | 3 |
Start Page Number: | 575 |
End Page Number: | 596 |
Publication Date: | Jul 2016 |
Journal: | Journal of Global Optimization |
Authors: | Daniele Patrizia, Giuffr Sofia, Lorino Mariagrazia |
Keywords: | optimization, networks: flow |
This paper is concerned with a general model of financial flows and prices related to individual entities, called sectors, which invest in financial instruments as assets and as liabilities. In particular, using delicate tools of Functional Analysis, besides existence results of financial equilibrium, in the dual formulation, the Lagrange functions