Optimal consumption and investment with power utility
dc.contributor.author
Nutz, Marcel Fabian
dc.contributor.supervisor
Schweizer, Martin
dc.contributor.supervisor
Pham, Huyên
dc.contributor.supervisor
Soner, Mete
dc.contributor.supervisor
Touzi, Nizar
dc.date.accessioned
2020-05-12T09:36:46Z
dc.date.available
2017-06-09T08:00:04Z
dc.date.available
2017-08-24T06:21:54Z
dc.date.available
2020-05-12T09:36:46Z
dc.date.issued
2010
dc.identifier.uri
http://hdl.handle.net/20.500.11850/26098
dc.identifier.doi
10.3929/ethz-a-006183935
dc.format
application/pdf
en_US
dc.language.iso
en
en_US
dc.publisher
ETH Zurich
en_US
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
LÉVYPROZESSE (STOCHASTISCHE PROZESSE)
en_US
dc.subject
WIRTSCHAFTSKONSUM
en_US
dc.subject
ECONOMIC CONSUMPTION
en_US
dc.subject
LÉVY PROCESSES (STOCHASTIC PROCESSES)
en_US
dc.subject
MARTINGALES + SEMIMARTINGALES (PROBABILITY THEORY)
en_US
dc.subject
MICROECONOMICS
en_US
dc.subject
MARTINGALE + SEMIMARTINGALE (WAHRSCHEINLICHKEITSRECHNUNG)
en_US
dc.subject
MIKROÖKONOMIE
en_US
dc.title
Optimal consumption and investment with power utility
en_US
dc.type
Doctoral Thesis
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.size
149 p.
en_US
ethz.code.ddc
DDC - DDC::5 - Science::510 - Mathematics
en_US
ethz.code.ddc
DDC - DDC::3 - Social sciences::330 - Economics
en_US
ethz.identifier.diss
19272
en_US
ethz.identifier.nebis
006183935
ethz.publication.place
Zurich
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03658 - Schweizer, Martin / Schweizer, Martin
ethz.date.deposited
2017-06-09T08:00:22Z
ethz.source
ECOL
ethz.source
ECIT
ethz.identifier.importid
imp59366af39f0b050971
ethz.identifier.importid
imp59364d632ea9418303
ethz.ecolpid
eth:1818
ethz.ecitpid
pub:44538
ethz.eth
yes
en_US
ethz.availability
Open access
en_US
ethz.rosetta.installDate
2017-07-25T22:16:34Z
ethz.rosetta.lastUpdated
2020-05-12T09:37:01Z
ethz.rosetta.versionExported
true
ethz.COinS
ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.atitle=Optimal%20consumption%20and%20investment%20with%20power%20utility&rft.date=2010&rft.au=Nutz,%20Marcel%20Fabian&rft.genre=unknown&rft.btitle=Optimal%20consumption%20and%20investment%20with%20power%20utility
Dateien zu diesem Eintrag
Publikationstyp
-
Doctoral Thesis [30301]