Topic
Portfolio Turnpike in Long-Run Investment and Asymptotic Behavior of Bellman Equation
Date & Time
Thursday, April 21, 2016 - 15:00 - 16:15
Speaker
Baojun Bian, Tongji University
Location
Room 264, Geography Building, 3663 Zhongshan Road North, Shanghai
The seminar is sponsored by NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai.
Biography:
Baojun Bian is a professor at Department of Mathematics, Tongji University. His research interests are partial differential equations and financial mathematics, especially convexity of solutions and investment models. His work has appeared in Invent Math and Journal of Economic Dynamics and Control.