Long time asymptotics for optimal investment
 Publisher: HAL CCSD

Subject: large deviations  [ MATH.MATHPR ] Mathematics [math]/Probability [math.PR]  [ QFIN.PM ] Quantitative Finance [qfin]/Portfolio Management [qfin.PM]  Quantitative Finance  Portfolio Management  ergodic HJB equation  Mathematics  Probability  ergodic HJB equation,Longterm investment,large deviations,risksensitive control,ergodic HJB equation.  risksensitive control  MSC: 60F10, 91G10, 93E20.  Longterm investment  ergodic HJB equation.

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