Paper Citation Record · LEDGER

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management

As of 28 July 2026, this Paper Citation Record lists 12 of 12 outbound references and 0 inbound Pith citation observations for arXiv:2605.29413.

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

pith.paper-citation-record.v1
2605.29413 v1

Coverage vector

measured 12 of 12 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-06-28T23:58:17.143425Z

measured 12 of 12 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-07-27T06:30:09.085275+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

12 of 12 outbound references displayed

verified exact0
verified fuzzy0
unresolved11
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation fb376f3c-6894-446f-839a-762b22385831 · outbound

This paper cites Since then, investors have aimed to generate portfolios with maximum expected return and lowest possible risk given their level of risk tolerance.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Since then, investors have aimed to generate portfolios with maximum expected return and lowest possible risk given their level of risk tolerance

Reference 1

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e420f61c-0a89-4ea8-b212-610c43f3725f · outbound

This paper cites The set of best-performing portfolios for any amount of risk is known as the efficient frontier.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management The set of best-performing portfolios for any amount of risk is known as the efficient frontier

Reference 2

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c4b82366-7db7-46f0-ad5f-1f1a03a14e58 · outbound

This paper cites Furthermore, the out-of-sample evaluation period of October 1, 2025 to December 31, 2025, was adopted to assess the performance of all constructed portfolios.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Furthermore, the out-of-sample evaluation period of October 1, 2025 to December 31, 2025, was adopted to assess the performance of all constructed portfolios

Reference 3

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation b65a9b54-71d8-4fb3-bca2-689e05e4692d · outbound

This paper cites corner portfolio.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management corner portfolio

Reference 4

Resolution: malformed identifier; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e6439131-050f-4bd9-bdb5-0b78d6407644 · outbound

This paper cites systematic.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management systematic

Reference 5

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation c82f7016-17bd-4d49-b238-5d0b3e274cbd · outbound

This paper cites quasi-random.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management quasi-random

Reference 6

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8f968a90-a4eb-4398-8a32-a7a88939adcc · outbound

This paper cites Rest of the S&P 500.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Rest of the S&P 500

Reference 7

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation e517c189-bd8b-4d62-b5de-70003c003fc5 · outbound

This paper cites an unresolved cited work.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Unresolved cited work

Reference 8

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6e7858ef-1d03-49b4-a4a7-78f0454d8c44 · outbound

This paper cites Rest of the S&P 500.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Rest of the S&P 500

Reference 9

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation f2220c6f-3b8d-4f0d-b551-c4cab3bdb9eb · outbound

This paper cites As before, classical mean-variance allocation techniques are highly dependent on expected returns and lead to many corner portfolios.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management As before, classical mean-variance allocation techniques are highly dependent on expected returns and lead to many corner portfolios

Reference 10

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 7d6adb3b-7c10-4623-999f-ffe2f9e66000 · outbound

This paper cites equity market across optimization, factor modeling, simulation, and Bayesian allocation models.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management equity market across optimization, factor modeling, simulation, and Bayesian allocation models

Reference 11

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation ea12a71e-53ad-43c2-8f38-8ba79677df0e · outbound

This paper cites an unresolved cited work.

From Classical Optimization to Bayesian Integration: A Comprehensive Analysis of Systematic Portfolio Management Unresolved cited work

Reference 12

Resolution: unresolved; no resolver link, observed 2026-06-28T23:58:17.143425Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.