Paper Citation Record · LEDGER

Explaining Risks: Axiomatic Risk Attributions for Financial Models

As of 8 August 2026, this Paper Citation Record lists 38 of 38 outbound references and 0 inbound Pith citation observations for arXiv:2506.06653.

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

pith.paper-citation-record.v1
2506.06653 v1

Coverage vector

measured 38 of 38 reference resolution

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Reference resolution

38 of 38 outbound references displayed

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External citation measurements

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Outbound references

Observation 82b6bd87-e1c8-452b-a68e-d80bf81f3c10 · outbound

This paper cites @esa (Ref.

Explaining Risks: Axiomatic Risk Attributions for Financial Models @esa (Ref

Reference 1

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Unresolved cited work

Reference 2

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This paper cites Santos-Pereira, Carla M. and Pires, Ana M.

Explaining Risks: Axiomatic Risk Attributions for Financial Models Santos-Pereira, Carla M. and Pires, Ana M

Reference 3

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Explaining Risks: Axiomatic Risk Attributions for Financial Models , " * write output.state after.block = add.period write newline

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Explaining Risks: Axiomatic Risk Attributions for Financial Models write newline

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Unresolved cited work

Reference 6

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This paper cites Using stocks or portfolios in tests of factor models.

Explaining Risks: Axiomatic Risk Attributions for Financial Models Using stocks or portfolios in tests of factor models

Reference 7

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Coherent measures of risk

Reference 8

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Inferential theory for factor models of large dimensions

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Determining the number of factors in approximate factor models

Reference 10

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This paper cites The pricing of options and corporate liabilities.

Explaining Risks: Axiomatic Risk Attributions for Financial Models The pricing of options and corporate liabilities

Reference 11

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This paper cites Sign symmetry vs symmetry: Young’s characterization of the shapley value revisited.

Explaining Risks: Axiomatic Risk Attributions for Financial Models Sign symmetry vs symmetry: Young’s characterization of the shapley value revisited

Reference 12

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Unresolved cited work

Reference 13

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This paper cites Monotonic neural additive models: Pursuing regulated machine learning models for credit scoring.

Explaining Risks: Axiomatic Risk Attributions for Financial Models Monotonic neural additive models: Pursuing regulated machine learning models for credit scoring

Reference 14

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Unresolved cited work

Reference 15

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Variance allocation and shapley value

Reference 16

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This paper cites Drawdown beta and portfolio optimization.

Explaining Risks: Axiomatic Risk Attributions for Financial Models Drawdown beta and portfolio optimization

Reference 17

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Incorporating functional knowledge in neural networks

Reference 18

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Explaining Risks: Axiomatic Risk Attributions for Financial Models The cboe volatility index-vix

Reference 19

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Three methods to share joint costs or surplus

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Portfolio risk allocation through shapley value

Reference 21

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Explaining Risks: Axiomatic Risk Attributions for Financial Models A unified approach to interpreting model predictions

Reference 22

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Four Axiomatic Characterizations of the Integrated Gradients Attribution Method

Reference 23

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Explaining Risks: Axiomatic Risk Attributions for Financial Models A unifying framework to the analysis of interaction methods using synergy functions

Reference 24

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Explaining Risks: Axiomatic Risk Attributions for Financial Models A rigorous study of integrated gradients method and extensions to internal neuron attributions

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Theory of rational option pricing

Reference 26

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Risk and asset allocation, volume 1

Reference 27

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Multicriteria interpretability driven deep learning

Reference 28

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Conditional value-at-risk for general loss distributions

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Optimization of conditional value-at-risk

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Explaining Risks: Axiomatic Risk Attributions for Financial Models The shapley value decomposition of optimal portfolios

Reference 31

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Explaining Risks: Axiomatic Risk Attributions for Financial Models A value for n-person games

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Stochastic calculus for finance II: Continuous-time models, volume 11

Reference 33

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Explaining Risks: Axiomatic Risk Attributions for Financial Models The many shapley values for model explanation

Reference 34

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Axiomatic attribution for deep networks

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Risk attribution using the shapley value: Methodology and policy applications

Reference 36

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Robust portfolio optimization: a categorized bibliographic review

Reference 37

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Explaining Risks: Axiomatic Risk Attributions for Financial Models Producer incentives in cost allocation

Reference 38

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