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Turnpike behavior of long-term investments |
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| Authors: | Chi-fu Huang Thaleia Zariphopoulou |
| Institution: | (1) Long Term Capital Management, Greenwich, CT 06830, USA , US;(2) Department of Mathematics and School of Business, University of Wisconsin-Madison, Van Vleck Hall, 480, Lincoln Drive, Madison, WI 53706, USA (e-mail: recep@math.wisc.edu) , US |
| Abstract: | |
| Keywords: | : Turnpike portfolios stochastic control viscosity solutions JEL classification: D9 G1 Mathematics Subject Classification (1991): 93E20 60G40 |
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