Huyên Pham. A large deviations approach to optimal long term investment. Finance and Stochastics, 7(2):169-195, 2003. [doi]
@article{Pham03-2,
title = {A large deviations approach to optimal long term investment},
author = {Huyên Pham},
year = {2003},
doi = {10.1007/s007800200082},
url = {http://dx.doi.org/10.1007/s007800200082},
researchr = {https://researchr.org/publication/Pham03-2},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {7},
number = {2},
pages = {169-195},
}