Paper Citation Record · LEDGER

Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios

As of 8 August 2026, this Paper Citation Record lists 49 of 49 outbound references and 0 inbound Pith citation observations for arXiv:2505.24250.

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

pith.paper-citation-record.v1
2505.24250 v1

Coverage vector

measured 49 of 49 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T12:35:18.756447Z

measured 49 of 49 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-08T06:32:00.761636+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

49 of 49 outbound references displayed

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External citation measurements

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Outbound references

Observation 6f4787c9-2fa0-4a70-8d78-111b589c796e · outbound

This paper cites write newline.

Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios write newline

Reference 1

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Unresolved cited work

Reference 2

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This paper cites J., and Serrano, R.

Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios J., and Serrano, R

Reference 3

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios S., Moskowitz, T.J., and Pedersen, L.H

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Reference 10

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios J., Gutierrez, R

Reference 11

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Reference 13

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Reference 15

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This paper cites F., and French, K.

Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios F., and French, K

Reference 16

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This paper cites D., and Martin, J.

Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios D., and Martin, J

Reference 17

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Reference 22

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios C.\ (1999)

Reference 23

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Reference 24

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Reference 25

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios & Berk, I

Reference 26

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios J., Ooi, Y

Reference 28

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios F., and Taylor, L

Reference 30

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Reference 32

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios H., and Pedersen, L

Reference 33

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Observation 4bf634c5-ba6a-4d28-8f52-09adf47278cd · outbound

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Lifetime portfolio selection under uncertainty: The continuous‑time case

Reference 34

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Strategic asset allocation

Reference 35

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Investing for the long run when returns are predictable

Reference 36

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Optimal portfolio choice for long‑horizon investors with nontradable labor income

Reference 37

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Dynamic asset allocation under inflation

Reference 38

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Strategic asset allocation in a continuous‑time VAR model

Reference 39

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Portfolio and consumption decisions under mean‑reverting returns: An exact solution for complete markets

Reference 40

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Y., & Viceira, L

Reference 41

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Dynamic trading with predictable returns and transaction costs

Reference 42

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Fiscal policy and asset prices with incomplete markets

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Monetary policy and asset valuation

Reference 44

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Observation ec2a811d-6482-4283-bfd4-a062267b1a49 · outbound

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Reference 45

Resolution: unresolved; raw_fallback, observed 2026-08-07T12:35:19.669681Z

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Observation 5c29637b-b495-43e7-ba97-3a8907c24456 · outbound

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios Unresolved cited work

Reference 46

Resolution: unresolved; raw_fallback, observed 2026-08-07T12:35:19.492125Z

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Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios S., Rachev, S

Reference 47

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Observation 249c3503-c2ca-4325-80bc-9ed4278e1e25 · outbound

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Reference 48

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Observation 54cc3f02-e7fc-4907-9fa6-4540200e65a9 · outbound

This paper cites an unresolved cited work.

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Reference 49

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Pith citing papers

No inbound Pith citation observations are available.