{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:GDGAFU3FBSX3IFB33DW7QV4J3X","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"9ebf07eea4391d1a06040a917faf27f1f8a584b255cab23f8c85235a8de8590a","cross_cats_sorted":["q-fin.MF","q-fin.PM","q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2015-08-22T03:09:05Z","title_canon_sha256":"225f82e1353ccfb3fbee530b7b87f182c300c7ef7719172f9789b8ca59190cbe"},"schema_version":"1.0","source":{"id":"1508.05460","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1508.05460","created_at":"2026-05-18T01:34:53Z"},{"alias_kind":"arxiv_version","alias_value":"1508.05460v1","created_at":"2026-05-18T01:34:53Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1508.05460","created_at":"2026-05-18T01:34:53Z"},{"alias_kind":"pith_short_12","alias_value":"GDGAFU3FBSX3","created_at":"2026-05-18T12:29:22Z"},{"alias_kind":"pith_short_16","alias_value":"GDGAFU3FBSX3IFB3","created_at":"2026-05-18T12:29:22Z"},{"alias_kind":"pith_short_8","alias_value":"GDGAFU3F","created_at":"2026-05-18T12:29:22Z"}],"graph_snapshots":[{"event_id":"sha256:205c56937f504e9f54bbbdf8e08e6987d0cff94fc274367ba284b1ddc515801d","target":"graph","created_at":"2026-05-18T01:34:53Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In the paper portfolio optimization over long run risk sensitive criterion is considered. It is assumed that economic factors which stimulate asset prices are ergodic but non necessarily uniformly ergodic. Solution to suitable Bellman equation using local span contraction with weighted norms is shown. The form of optimal strategy is presented and examples of market models satisfying imposed assumptions are shown.","authors_text":"{\\L}ukasz Stettner, Marcin Pitera","cross_cats":["q-fin.MF","q-fin.PM","q-fin.RM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2015-08-22T03:09:05Z","title":"Long run risk sensitive portfolio with general factors"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1508.05460","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:ec8afd055de344239c8c96e0405c91da570829e80c0740c6b29f82731dd49495","target":"record","created_at":"2026-05-18T01:34:53Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"9ebf07eea4391d1a06040a917faf27f1f8a584b255cab23f8c85235a8de8590a","cross_cats_sorted":["q-fin.MF","q-fin.PM","q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.OC","submitted_at":"2015-08-22T03:09:05Z","title_canon_sha256":"225f82e1353ccfb3fbee530b7b87f182c300c7ef7719172f9789b8ca59190cbe"},"schema_version":"1.0","source":{"id":"1508.05460","kind":"arxiv","version":1}},"canonical_sha256":"30cc02d3650cafb4143bd8edf85789ddd7d1916f57a033439a8fc0160f68a661","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"30cc02d3650cafb4143bd8edf85789ddd7d1916f57a033439a8fc0160f68a661","first_computed_at":"2026-05-18T01:34:53.883878Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:34:53.883878Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"EkfHAqP9L4A0M7JQIa06OKLIDXATGWwr6w+rlrkZWjueONCjZql0uVkWCcu0lM++PVf9MQD7M8OPINhdD76uAg==","signature_status":"signed_v1","signed_at":"2026-05-18T01:34:53.884586Z","signed_message":"canonical_sha256_bytes"},"source_id":"1508.05460","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:ec8afd055de344239c8c96e0405c91da570829e80c0740c6b29f82731dd49495","sha256:205c56937f504e9f54bbbdf8e08e6987d0cff94fc274367ba284b1ddc515801d"],"state_sha256":"f9a95df7e2c9019e186e61cab423c9062c36bdd17083c2aafac4442811b23acd"}