International multi-sector, multi-instrument financial modeling and computation: Statics and dynamics

The goal of this dissertation is to provide a series of static and dynamic models of competitive multi-instrument, multi-sector, and multi-currency financial equilibrium which will yield the optimal composition of assets and liabilities in the portfolio of every sector of each country. The equilibri...

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Bibliographic Details
Main Author: Siokos, Stavros
Language:ENG
Published: ScholarWorks@UMass Amherst 1997
Subjects:
Online Access:https://scholarworks.umass.edu/dissertations/AAI9823776