{"id":"https://openalex.org/W1995848650","doi":"https://doi.org/10.1007/s00780-005-0163-x","title":"Utility maximization in incomplete markets for unbounded processes","display_name":"Utility maximization in incomplete markets for unbounded processes","publication_year":2005,"publication_date":"2005-08-24","ids":{"openalex":"https://openalex.org/W1995848650","doi":"https://doi.org/10.1007/s00780-005-0163-x","mag":"1995848650"},"language":"en","primary_location":{"id":"doi:10.1007/s00780-005-0163-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-005-0163-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/2434/24995","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5050704496","display_name":"Sara Biagini","orcid":"https://orcid.org/0000-0001-6147-9260"},"institutions":[{"id":"https://openalex.org/I27483092","display_name":"University of Perugia","ror":"https://ror.org/00x27da85","country_code":"IT","type":"education","lineage":["https://openalex.org/I27483092"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Sara Biagini","raw_affiliation_strings":["Universit\u00e1 degli Studi di Perugia, Via A. Pascoli 20, 06123, Perugia, Italy","Universit\u00e1 degli Studi di Perugia Perugia Italy"],"affiliations":[{"raw_affiliation_string":"Universit\u00e1 degli Studi di Perugia, Via A. Pascoli 20, 06123, Perugia, Italy","institution_ids":["https://openalex.org/I27483092"]},{"raw_affiliation_string":"Universit\u00e1 degli Studi di Perugia Perugia Italy","institution_ids":["https://openalex.org/I27483092"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075672273","display_name":"Marco Frittelli","orcid":"https://orcid.org/0000-0003-4340-4462"},"institutions":[{"id":"https://openalex.org/I45084792","display_name":"University of Florence","ror":"https://ror.org/04jr1s763","country_code":"IT","type":"education","lineage":["https://openalex.org/I45084792"]}],"countries":["IT"],"is_corresponding":false,"raw_author_name":"Marco Frittelli","raw_affiliation_strings":["Universit\u00e1 degli Studi di Firenze, via Cesare Lombroso 6/17, 50134, Firenze, Italy","Universit\u00e0 degli Studi di Firenze, Firenze, ITALY"],"affiliations":[{"raw_affiliation_string":"Universit\u00e1 degli Studi di Firenze, via Cesare Lombroso 6/17, 50134, Firenze, Italy","institution_ids":["https://openalex.org/I45084792"]},{"raw_affiliation_string":"Universit\u00e0 degli Studi di Firenze, Firenze, ITALY","institution_ids":["https://openalex.org/I45084792"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5050704496"],"corresponding_institution_ids":["https://openalex.org/I27483092"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":8.5173,"has_fulltext":false,"cited_by_count":80,"citation_normalized_percentile":{"value":0.97663843,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":90,"max":98},"biblio":{"volume":"9","issue":"4","first_page":"493","last_page":"517"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9961000084877014,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9943000078201294,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematical-finance","display_name":"Mathematical finance","score":0.7433058023452759},{"id":"https://openalex.org/keywords/bounded-function","display_name":"Bounded function","score":0.6373030543327332},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6022068858146667},{"id":"https://openalex.org/keywords/martingale","display_name":"Martingale (probability theory)","score":0.5904342532157898},{"id":"https://openalex.org/keywords/maximization","display_name":"Maximization","score":0.5256468057632446},{"id":"https://openalex.org/keywords/duality","display_name":"Duality (order theory)","score":0.5106180310249329},{"id":"https://openalex.org/keywords/minimax","display_name":"Minimax","score":0.48018398880958557},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.46836602687835693},{"id":"https://openalex.org/keywords/class","display_name":"Class (philosophy)","score":0.4465593099594116},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.43771880865097046},{"id":"https://openalex.org/keywords/utility-maximization-problem","display_name":"Utility maximization problem","score":0.4225260615348816},{"id":"https://openalex.org/keywords/domain","display_name":"Domain (mathematical analysis)","score":0.42238831520080566},{"id":"https://openalex.org/keywords/combinatorics","display_name":"Combinatorics","score":0.3496689200401306},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3249472975730896},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.31489473581314087},{"id":"https://openalex.org/keywords/utility-maximization","display_name":"Utility maximization","score":0.24164700508117676},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.16310536861419678},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.15771368145942688},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1388700306415558},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.11548992991447449}],"concepts":[{"id":"https://openalex.org/C93373587","wikidata":"https://www.wikidata.org/wiki/Q335632","display_name":"Mathematical finance","level":2,"score":0.7433058023452759},{"id":"https://openalex.org/C34388435","wikidata":"https://www.wikidata.org/wiki/Q2267362","display_name":"Bounded function","level":2,"score":0.6373030543327332},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6022068858146667},{"id":"https://openalex.org/C48406656","wikidata":"https://www.wikidata.org/wiki/Q534112","display_name":"Martingale (probability theory)","level":2,"score":0.5904342532157898},{"id":"https://openalex.org/C2776330181","wikidata":"https://www.wikidata.org/wiki/Q18358244","display_name":"Maximization","level":2,"score":0.5256468057632446},{"id":"https://openalex.org/C2778023678","wikidata":"https://www.wikidata.org/wiki/Q554403","display_name":"Duality (order theory)","level":2,"score":0.5106180310249329},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.48018398880958557},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.46836602687835693},{"id":"https://openalex.org/C2777212361","wikidata":"https://www.wikidata.org/wiki/Q5127848","display_name":"Class (philosophy)","level":2,"score":0.4465593099594116},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.43771880865097046},{"id":"https://openalex.org/C2779044140","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization problem","level":3,"score":0.4225260615348816},{"id":"https://openalex.org/C36503486","wikidata":"https://www.wikidata.org/wiki/Q11235244","display_name":"Domain (mathematical analysis)","level":2,"score":0.42238831520080566},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.3496689200401306},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3249472975730896},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.31489473581314087},{"id":"https://openalex.org/C2985793214","wikidata":"https://www.wikidata.org/wiki/Q3274096","display_name":"Utility maximization","level":2,"score":0.24164700508117676},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16310536861419678},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.15771368145942688},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1388700306415558},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.11548992991447449},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s00780-005-0163-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00780-005-0163-x","pdf_url":null,"source":{"id":"https://openalex.org/S172526255","display_name":"Finance and Stochastics","issn_l":"0949-2984","issn":["0949-2984","1432-1122"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance and Stochastics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:finsto:v:9:y:2005:i:4:p:493-517","is_oa":false,"landing_page_url":"http://hdl.handle.net/10.1007/s00780-005-0163-x","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:air.unimi.it:2434/24995","is_oa":true,"landing_page_url":"http://hdl.handle.net/2434/24995","pdf_url":null,"source":{"id":"https://openalex.org/S4306400516","display_name":"Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I189158943","host_organization_name":"University of Milan","host_organization_lineage":["https://openalex.org/I189158943"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"}],"best_oa_location":{"id":"pmh:oai:air.unimi.it:2434/24995","is_oa":true,"landing_page_url":"http://hdl.handle.net/2434/24995","pdf_url":null,"source":{"id":"https://openalex.org/S4306400516","display_name":"Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I189158943","host_organization_name":"University of Milan","host_organization_lineage":["https://openalex.org/I189158943"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/article"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W587915347","https://openalex.org/W638747377","https://openalex.org/W1598245027","https://openalex.org/W1599297873","https://openalex.org/W1717697016","https://openalex.org/W1979627408","https://openalex.org/W1984697146","https://openalex.org/W1996450459","https://openalex.org/W2005158847","https://openalex.org/W2006470286","https://openalex.org/W2018172082","https://openalex.org/W2022958749","https://openalex.org/W2041550349","https://openalex.org/W2045891232","https://openalex.org/W2052493589","https://openalex.org/W2071606512","https://openalex.org/W2076458153","https://openalex.org/W2095487918","https://openalex.org/W2100630492","https://openalex.org/W2105832006","https://openalex.org/W2127141507","https://openalex.org/W2131009816","https://openalex.org/W2142826673","https://openalex.org/W2160709761","https://openalex.org/W2161007682","https://openalex.org/W2605598387","https://openalex.org/W2950753972","https://openalex.org/W3123285480","https://openalex.org/W3124521936","https://openalex.org/W3124619851"],"related_works":["https://openalex.org/W2903121950","https://openalex.org/W2021764764","https://openalex.org/W2963351743","https://openalex.org/W2138588791","https://openalex.org/W2962763812","https://openalex.org/W2013937202","https://openalex.org/W2339312800","https://openalex.org/W2889133278","https://openalex.org/W1998295692","https://openalex.org/W2071606512"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":5},{"year":2019,"cited_by_count":2},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":4},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":4},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":2},{"year":2012,"cited_by_count":4}],"updated_date":"2026-04-04T16:13:02.066488","created_date":"2016-06-24T00:00:00"}