{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2014:MGMFZYVFG2P5Z7MBNKVDOAXBZT","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":"55b6dea196661ad62148ff4ce1fa81f3de2e3ef62f4c139b32b8511eabd91748","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2014-08-27T16:30:22Z","title_canon_sha256":"66897c4c354c8c946afdfd0a8792df282564a3547882de8d4023e751063ce6d0"},"schema_version":"1.0","source":{"id":"1408.6455","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1408.6455","created_at":"2026-05-18T02:44:07Z"},{"alias_kind":"arxiv_version","alias_value":"1408.6455v1","created_at":"2026-05-18T02:44:07Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1408.6455","created_at":"2026-05-18T02:44:07Z"},{"alias_kind":"pith_short_12","alias_value":"MGMFZYVFG2P5","created_at":"2026-05-18T12:28:38Z"},{"alias_kind":"pith_short_16","alias_value":"MGMFZYVFG2P5Z7MB","created_at":"2026-05-18T12:28:38Z"},{"alias_kind":"pith_short_8","alias_value":"MGMFZYVF","created_at":"2026-05-18T12:28:38Z"}],"graph_snapshots":[{"event_id":"sha256:b1c5202dba7217ba3f8931a54a7002e1ac1f55e2a7b2a7d2bb15346cebf371be","target":"graph","created_at":"2026-05-18T02:44:07Z","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":"This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target growth rate. We study the asymptotic behavior of these criteria formulated as large deviations control pro\\-blems, that we solve by duality method leading to ergodic risk-sensitive portfolio optimization problems. Special emphasis is placed on linear factor models where explicit solutions are obtained.","authors_text":"CREST), Huyen Pham (LPMA","cross_cats":["math.PR"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2014-08-27T16:30:22Z","title":"Long time asymptotics for optimal investment"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1408.6455","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":"sha256:1d11f98dabd14cd5593a28edddf5dff9bccbf24b3101f4171085fbcf78097e55","target":"record","created_at":"2026-05-18T02:44:07Z","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":"55b6dea196661ad62148ff4ce1fa81f3de2e3ef62f4c139b32b8511eabd91748","cross_cats_sorted":["math.PR"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2014-08-27T16:30:22Z","title_canon_sha256":"66897c4c354c8c946afdfd0a8792df282564a3547882de8d4023e751063ce6d0"},"schema_version":"1.0","source":{"id":"1408.6455","kind":"arxiv","version":1}},"canonical_sha256":"61985ce2a5369fdcfd816aaa3702e1cce452f99ec0d4981510ae4bcb77e6b579","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"61985ce2a5369fdcfd816aaa3702e1cce452f99ec0d4981510ae4bcb77e6b579","first_computed_at":"2026-05-18T02:44:07.475054Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T02:44:07.475054Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"8H5bqAy4ywjTDGw84LQziN11ZOGRB89lrmW6B2hn2UAUh08L0zcPDAfd3W4b0vVBHWKIqBfXbuNDZHBuUisFAA==","signature_status":"signed_v1","signed_at":"2026-05-18T02:44:07.475552Z","signed_message":"canonical_sha256_bytes"},"source_id":"1408.6455","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:1d11f98dabd14cd5593a28edddf5dff9bccbf24b3101f4171085fbcf78097e55","sha256:b1c5202dba7217ba3f8931a54a7002e1ac1f55e2a7b2a7d2bb15346cebf371be"],"state_sha256":"b899c259a92c088bd279e2793117037cad783d34da5838217e64c0b786aa895b"}