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Paper Citation Record · LEDGER

Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios

As of 10 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2411.05807.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2411.05807 v1

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-10T06:31:04.303077+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-08T17:06:22.342802Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: arxiv_reference, observed 2026-05-11T21:36:14.424767Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation c120804b-5c22-424d-ad36-0cc2b2d0365a · inbound

Perpetual Demand Lending Pools cites this paper.

Perpetual Demand Lending Pools Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios

Reference 17

Resolution
unresolved
no resolver link, observed 2026-08-08T17:06:22.342802Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-08T17:06:22.342802Z digest=sha256:9c63a6a8a149ce1a1a8747d0de17e805644fc4ac57d7c7925ee0b514822112a9

Observation c21fa0c6-e63b-4e40-bf64-de63ac211a0b · inbound

Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios cites this paper.

Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios

Reference 6

Resolution
verified exact
arxiv_id, observed 2026-05-11T21:36:14.430680Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-10T06:31:04.303077+00:00.

source=arxiv_source observed=2026-05-08T04:59:37.230455Z digest=sha256:9d518b18b7fd220021b52b6f41d0ab481a95fee8d11a7b20b507d175c3c236f8