Abstract
In Part III of this book we explicitly focused on the risk and return of domestically diversified portfolios. With this chapter we begin our discussion of international multi-sector, multi-instrument financial models. Although the same concepts and ideas hold true when we move to the international arena, some important differences are now brought to the fore.
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Bertsekas, D. P., and Tsitsiklis, J. N., Parallel and Distributed Computation — Numerical Methods, Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1989
Dong, J., Zhang, D., and Nagurney, A., “A Projected Dynamical Systems Model of General Financial Equilibrium with Stability Analysis,” Mathematical and Computer Modelling 24 (1996) 35–44
Eun, C., and Resnick, B., “Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection,” The Journal of Finance 43 (1988) 197–215
French, K., and Poterba, J., “Investor Diversification and International Equity Markets,” American Economic Review 81 (1991) 222–226
Howell, M., and Cozzini, A., International Equity Flows, International Equity Research Salomon Brothers, London, Great Britain, 1991
Hufbauer G., and Schott J., NAFTA: An Assessment, Institute of International Economics, Washington, DC, 1993
Lacey, N. and Chambers, D., Modern Corporate Finance, Harper Collins College Publishers, New York, New York, 1994
Nagurney, A., “Variational Inequalities in the Analysis and Computation of Multi-Sector, Multi-Instrument Financial Equilibria,” Journal of Economic Dynamics and Control 18 (1994) 161–184
Nagurney, A., Dong, J., and Hughes, M., “Formulation and Computation of General Financial Equilibrium,” Optimization 26 (1992) 339–354
Nagurney, A., and Siokos, S., “Dynamics of International Financial Networks: Modeling, Stability Analysis, and Computation,” to appear in Networks and Knowledge in a Dynamic Economy, M. Beckmann, B. Johansson, F. Snickars, and R. Thord, editors, Springer-Verlag, Berlin, Germany, 1996
Rosenthal, G., and Cafruny, A., The State of European Community.The Maastricht Debates and Beyond, Liener Longman, Boulder, Colorado, 1993
Rustem B., “Computing Optimal Multi-Currency Mean Variance Portfolios,” Journal of Economic Dynamics and Control 19 (1995) 901–908
Sesit M., “Foreign Investment Makes a Come Back,” The Wall Street Journal, (September 1 1989) pp. Cl and C14
Shapiro A., Multinational Financial Management, Prentice-Hall, Inc., Allyn and Bacon, Needham Heights, Massachusetts, 1992
Silva M., and Sjörgen, B., Europe 1992 and the New World Power Game, John Wiley &Sons, New York, New York, 1990
Author information
Authors and Affiliations
Rights and permissions
Copyright information
© 1997 Springer-Verlag Berlin Heidelberg
About this chapter
Cite this chapter
Nagurney, A., Siokos, S. (1997). International Financial Models. In: Financial Networks. Advances in Spatial Science. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-59066-5_11
Download citation
DOI: https://doi.org/10.1007/978-3-642-59066-5_11
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-63835-0
Online ISBN: 978-3-642-59066-5
eBook Packages: Springer Book Archive