Optimal consumption and investment with power utility

Metadata Label Value
Author(s): Nutz, Marcel Fabian
Publisher: ETH
Citation:

Nutz, Marcel Fabian. Optimal consumption and investment with power utility. ETH (2010). http://dx.doi.org/10.3929/ethz-a-006183935

Document Type: Doctoral and Habilitation Theses  
Documents: Abstract (71.66KB), Fulltext (1.03MB)

Detailed Information

Metadata Description
Title Optimal consumption and investment with power utility
Author(s) Nutz, Marcel Fabian
Publication Place Zürich
Publisher ETH
Publication Date 2010
Notes Diss., Eidgenössische Technische Hochschule ETH Zürich, Nr. 19272, 2010
Language English
DOI http://dx.doi.org/10.3929/ethz-a-006183935
Subject(s) Mathematical Statistics
National Economy, Business Economics
Keyword(s) MICROECONOMICS
ECONOMIC CONSUMPTION
MARTINGALES
SEMIMARTINGALES
PROBABILITY THEORY
LÉVY PROCESSES
STOCHASTIC PROCESSES
Description File Name MIME Type Size
Abstract   eth-1818-01.pdf application/pdf 71.66KB
Fulltext   eth-1818-02.pdf application/pdf 1.03MB
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E-Collection record created: Tue, 19 Oct 2010, 04:19:12 CET