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dc.contributor.author
Larsen, Kasper
dc.contributor.author
Soner, Mete
dc.contributor.author
Zitkovic, Gordan
dc.date.accessioned
2017-06-11T12:33:53Z
dc.date.available
2017-06-11T12:33:53Z
dc.date.issued
2016-01
dc.identifier.issn
0949-2984
dc.identifier.issn
1432-1122
dc.identifier.other
10.1007/s00780-015-0274-y
dc.identifier.uri
http://hdl.handle.net/20.500.11850/89555
dc.language.iso
en
dc.publisher
Springer
dc.subject
Boundary layer
dc.subject
Convex analysis
dc.subject
Convex duality
dc.subject
Facelift
dc.subject
Financial mathematics
dc.subject
Incomplete markets
dc.subject
Markov processes
dc.subject
Utility maximization
dc.subject
Unspanned endowment
dc.title
Facelifting in Utility Maximization
dc.type
Journal Article
ethz.journal.title
Finance and Stochastics
ethz.journal.volume
20
ethz.journal.issue
1
ethz.journal.abbreviated
Finance stoch.
ethz.pages.start
99
ethz.pages.end
121
ethz.notes
Published online 17 September 2015.
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
001712229
ethz.publication.place
Berlin
ethz.publication.status
published
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02000 - Dep. Mathematik / Dep. of Mathematics::02003 - Mathematik Selbständige Professuren::03844 - Soner, Mete (emeritus) / Soner, Mete (emeritus)
ethz.date.deposited
2017-06-11T12:34:40Z
ethz.source
ECIT
ethz.identifier.importid
imp593652518ee2214767
ethz.ecitpid
pub:140958
ethz.eth
yes
ethz.availability
Metadata only
ethz.rosetta.installDate
2017-07-15T02:27:19Z
ethz.rosetta.lastUpdated
2020-02-14T14:13:28Z
ethz.rosetta.versionExported
true
ethz.COinS
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