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Consistent Conjectural Variations Equilibrium for a Financial Model |
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| Authors: | Solis-García Nancy Flores-Muñiz José Guadalupe Kreinovich Vladik Kalashnykova Nataliya Kalashnikov Viacheslav |
| Affiliation: | 1.Department of Physics and Mathematics, Universidad Autónoma de Nuevo León (UANL), San Nicolás de los Garza, Nuevo León, Mexico ;2.Department of Computer Science, University of Texas at El Paso (UTEP), El Paso, TX, USA ;3.Department of Systems and Industrial Engineering, Instituto Tecnológico y de Estudios Superiores de Monterrey (ITESM), Monterrey, Nuevo León, Mexico ; |
| Abstract: | Journal of Optimization Theory and Applications - We consider a general model of financial flows and prices with multiple sectors and instruments. Each sector optimizes the composition of assets... |
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