Walras economics have typical implemental characteristic, it construct an ideal potential economic world, as implement of analyzing economic phenomenon, and it become the first scientific economic theory.

Query on the Neoclassical System of Walras General Equilibrium;

Value at risk in non-Walrasian market;

In a non-Walrasian market with nonlinear price impact function,the optimal liquidation strategy and optimal liquidation time are investigated for institution investors.

With a view to many limitations of finance risk measure, Value at Risk( VaR) ,in the Non-walrasian market, constructing dynamic value at risk (DVaR) which reflects the individual risk preference is very essential.

A nonlinear cobweb model of non-Walrasian equilibrium, in which the marketefficiency is taken into consideration, is studied for both the deterministic and stochastic cases.