Dynamic multi-sector, multi-instrument financial networks with futures : Modeling and computation
- Author
- NAGURNEY, A1 ; SIOKOS, S2
[1] Department of Finance and Operations Management, School of Management, University of Massachusetts, Amherst, Massachusetts 01003, United States
[2] Department of Mechanical and Industrial Engineering, University of Massachusetts, Amherst, Massachusetts 01003, United States - Source
Networks (New York, NY). 1999, Vol 33, Num 2, pp 93-108 ; ref : 41 ref
- CODEN
- NTWKAA
- ISSN
- 0028-3045
- Scientific domain
- Control theory, operational research
- Publisher
- John Wiley & Sons, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme Equilibre Fonction utilité Inégalité variationnelle Marché financier Modèle dynamique Multiplicateur Lagrange Optimisation Réseau Schéma Euler Sélection portefeuille Point stationnaire
- Keyword (en)
- Algorithm Equilibrium Utility function Variational inequality Financial market Dynamic model Lagrange multiplier Optimization Network Euler scheme Portfolio selection Stationary point
- Keyword (es)
- Algoritmo Equilibrio Función utilidad Desigualdad variacional Mercado financiero Modelo dinámico Multiplicador Lagrange Optimización Red Esquema Euler Selección cartera
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A04 Flows in networks. Combinatorial problems
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory
- Discipline
- Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 1723441
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1002/(SICI)1097-0037(199903)33:2<93::AID-NET2>3.0.CO;2-Y 
https://dx.doi.org/10.1002/(SICI)1097-0037(199903)33:2<93::AID-NET2>3.0.CO;2-Y
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