Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-05-23T03:07:08.010330Z
Paper Citation Record · LEDGER
Time-consistent portfolio selection with monotone mean-variance preferences
As of 4 August 2026, this Paper Citation Record lists 27 of 27 outbound references and 1 inbound Pith citation observation for arXiv:2502.11052.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-04T06:34:03.388597+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links, observed 2026-08-01T11:54:52.118830Z
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
27 of 27 outbound references displayed
- verified exact23
- verified fuzzy0
- unresolved0
- parse uncertain0
- malformed identifier4
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 461168ae-46b4-4f34-ab31-8c008f7e0401 · outbound
This paper cites Basak and G.
Time-consistent portfolio selection with monotone mean-variance preferences Basak and G
Reference 1
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.067230Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation e9e1881d-18b4-4ca8-9f5b-9054e3ad4d9a · outbound
This paper cites J., & Xia, Y.
Time-consistent portfolio selection with monotone mean-variance preferences J., & Xia, Y
Reference 2
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.079372Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation fe03edff-d969-40a6-a5ec-709dba67bcab · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 3
- Resolution
- malformed identifier
- raw_fallback, observed 2026-05-23T03:07:27.486523Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation cf364ed0-c7f2-4080-8073-4f00b76a857f · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 4
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.131586Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 08eceac0-90b6-4759-b84e-ec3fdac574e9 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 5
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.071789Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation cc3dcf86-7d55-4992-acd5-bdb0027aeedc · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 6
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.102564Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation f0cbb4e9-a8fd-4fac-8688-96669b56d6af · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 7
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.085894Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation b48548e7-c0ff-472c-9da9-6f9706819a82 · outbound
This paper cites (2009).Mathematical methods for financial market.
Time-consistent portfolio selection with monotone mean-variance preferences (2009).Mathematical methods for financial market
Reference 8
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.144810Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 3d1adda0-13b9-4456-b9de-e92e608acdb8 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 9
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.093028Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 22b447bc-da76-4fe7-b021-2ea6ab239018 · outbound
This paper cites Identi- fiability implies robust, globally exponentially convergent on-line pa- rameter estimation.
Time-consistent portfolio selection with monotone mean-variance preferences Identi- fiability implies robust, globally exponentially convergent on-line pa- rameter estimation
Reference 10
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.138484Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation a91075cc-2502-49a6-9fad-a3c92d455c62 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 11
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.042338Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 0557957d-6024-4050-82f3-42e9468747f8 · outbound
This paper cites Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model.
Time-consistent portfolio selection with monotone mean-variance preferences Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
Reference 12
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.151305Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 0249bdcb-c563-4dcb-87f7-254c39334ca8 · outbound
This paper cites Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.
Time-consistent portfolio selection with monotone mean-variance preferences Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model
Reference 13
- Resolution
- malformed identifier
- arxiv_id, observed 2026-05-23T03:07:27.208915Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 9c64b615-b432-4284-b9e0-44918c226b3b · outbound
This paper cites Dynamic portfolio selection for nonlinear law-dependent preferences.
Time-consistent portfolio selection with monotone mean-variance preferences Dynamic portfolio selection for nonlinear law-dependent preferences
Reference 14
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.158227Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 29835d6a-587b-4eff-8f7a-f0159a88c601 · outbound
This paper cites 2006.00696.x.
Time-consistent portfolio selection with monotone mean-variance preferences 2006.00696.x
Reference 15
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.126886Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation a60bde75-811a-43b6-8802-49e4539f965c · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 16
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.164993Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 32381120-8241-4d1b-a0a3-3c23aea27b9f · outbound
This paper cites Portfolio selection.
Time-consistent portfolio selection with monotone mean-variance preferences Portfolio selection
Reference 17
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.061724Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation f5400e03-d45e-4e19-a0df-0d8b2be3a31e · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 18
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.097852Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation d31d79d3-66a6-4db9-9d7b-74a60e465996 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 19
- Resolution
- malformed identifier
- raw_fallback, observed 2026-05-23T03:07:27.490269Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation f1423370-5543-4b19-b75f-c98c370a4c16 · outbound
This paper cites Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models.
Time-consistent portfolio selection with monotone mean-variance preferences Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
Reference 20
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.116912Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 7963cee0-f51b-4a4a-be4b-feb23d0de17d · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 21
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.169779Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation a6339458-5090-4e75-8f55-b6622d187b74 · outbound
This paper cites S., & Li, D.
Time-consistent portfolio selection with monotone mean-variance preferences S., & Li, D
Reference 22
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.174635Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation b48f2385-6afb-4de8-ba75-c0fcdaa75ad6 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 23
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.109909Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 091baa7d-4b7c-41fe-8cd2-3708ff54619c · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 24
- Resolution
- verified exact
- arxiv_id, observed 2026-05-23T03:07:27.055246Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation c4fd976d-fa23-46b4-94f2-978ad2b914c6 · outbound
This paper cites On stochastic control problems with higher-order moments.
Time-consistent portfolio selection with monotone mean-variance preferences On stochastic control problems with higher-order moments
Reference 25
- Resolution
- malformed identifier
- arxiv_id, observed 2026-05-23T03:07:27.202288Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 004ebcdc-1a5c-4494-94e7-d4bc628d69f0 · outbound
This paper cites an unresolved cited work.
Time-consistent portfolio selection with monotone mean-variance preferences Unresolved cited work
Reference 26
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.121709Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Observation 932abaa7-302e-43f3-9827-65552592f336 · outbound
This paper cites Applied Mathematics & Optimization , author =.
Time-consistent portfolio selection with monotone mean-variance preferences Applied Mathematics & Optimization , author =
Reference 27
- Resolution
- verified exact
- doi, observed 2026-05-23T03:07:27.030035Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-04T06:34:03.388597+00:00.
Pith citing papers
Observation 6177a2e0-9b46-461c-be79-5b2b08aa70bc · inbound
Equilibrium for Regular-Singular Control under Mean-Variance Criterion cites this paper.
Equilibrium for Regular-Singular Control under Mean-Variance Criterion Time-consistent portfolio selection with monotone mean-variance preferences
Reference 34
- Resolution
- unresolved
- no resolver link, observed 2026-08-01T11:54:52.118830Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.