Paper Citation Record · LEDGER

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity

As of 8 August 2026, this Paper Citation Record lists 43 of 43 outbound references and 0 inbound Pith citation observations for arXiv:2608.02355.

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

pith.paper-citation-record.v1
2608.02355 v1

Coverage vector

measured 43 of 43 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-04T08:57:27.368478Z

measured 43 of 43 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.

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measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

43 of 43 outbound references displayed

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Outbound references

Observation 5f005ccf-4827-4c5e-a03f-2af7961a3673 · outbound

This paper cites Hawkes processes in finance.Market Microstructure and Liquidity, 1(1), 2015.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Hawkes processes in finance.Market Microstructure and Liquidity, 1(1), 2015

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.571775Z

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Unavailable: canonical work link unavailable.

Observation 14d1dfcc-0ae0-4ef2-8090-d49fe18c9f27 · outbound

This paper cites Cleaning large correlation matrices: Tools from random matrix theory.Physics Reports, 666:1–109, 2017.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Cleaning large correlation matrices: Tools from random matrix theory.Physics Reports, 666:1–109, 2017

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.651360Z

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Observation 4dbba7f7-fa78-47f0-acf1-8b35a99ee98a · outbound

This paper cites Integration of paths, geometric invariants and a generalized Baker–Hausdorff formula.Annals of Mathematics, 65(1):163–178, 1957.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Integration of paths, geometric invariants and a generalized Baker–Hausdorff formula.Annals of Mathematics, 65(1):163–178, 1957

Reference 3

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.751619Z

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Observation 52ae4e76-08a8-467c-bb6a-71930b0a5f95 · outbound

This paper cites Characteristic functions of measures on geometric rough paths.Annals of Probability, 44(6):4049–4082, 2016.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Characteristic functions of measures on geometric rough paths.Annals of Probability, 44(6):4049–4082, 2016

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.817155Z

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Observation 04b205ca-6401-4a71-bab7-a538d1481ae0 · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 5

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.867574Z

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Observation 2769a85c-1d0e-4b43-8f64-0bb8bb5a6ec2 · outbound

This paper cites Cover and Joy A.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Cover and Joy A

Reference 6

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.939983Z

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Observation f83f18ab-a0b1-455e-a430-670d8323cd49 · outbound

This paper cites Signature Methods in Stochastic Portfolio Theory.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Signature Methods in Stochastic Portfolio Theory

Reference 7

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:23.987031Z

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Observation 87e4afbf-0fc4-4acc-9536-fa2ed22de558 · outbound

This paper cites Signature-based models: Theory and calibration.SIAM Journal on Financial Mathematics, 14(3):910–957, 2023.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Signature-based models: Theory and calibration.SIAM Journal on Financial Mathematics, 14(3):910–957, 2023

Reference 8

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.044796Z

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Observation e73e9d7a-116a-4bad-81f8-0ffa03848ac5 · outbound

This paper cites A dynamic contagion process.Advances in Applied Probability, 43(3):814–846, 2011.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity A dynamic contagion process.Advances in Applied Probability, 43(3):814–846, 2011

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.138908Z

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Observation 07b05933-a53a-4b09-b83f-48c0a5fb3788 · outbound

This paper cites Optimal versus naive diversification: How inefficient is the 1 /n portfolio strategy?Review of Financial Studies, 22(5):1915–1953, 2009.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Optimal versus naive diversification: How inefficient is the 1 /n portfolio strategy?Review of Financial Studies, 22(5):1915–1953, 2009

Reference 10

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.192913Z

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Observation 4301c0ab-78c9-48e0-8602-2eab02787d7b · outbound

This paper cites Engl, Martin Hanke, and Andreas Neubauer.Regularization of Inverse Problems.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Engl, Martin Hanke, and Andreas Neubauer.Regularization of Inverse Problems

Reference 11

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.266701Z

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Observation 6993d029-2ef2-4aef-9f04-701a87134de3 · outbound

This paper cites Goldberg.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Goldberg

Reference 12

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Observation 0f1fb413-9481-4311-8500-978536e3e008 · outbound

This paper cites Robert Fernholz.Stochastic Portfolio Theory.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Robert Fernholz.Stochastic Portfolio Theory

Reference 13

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.409718Z

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Observation a8cb2570-a58c-4a9a-a5b0-4281832229b8 · outbound

This paper cites Robert Fernholz and Ioannis Karatzas.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Robert Fernholz and Ioannis Karatzas

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.453261Z

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Observation 5972f207-0eb5-4a5c-b802-1437ee90003a · outbound

This paper cites Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.530623Z

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Observation 512207de-1886-4d00-ba5a-26763831f9ed · outbound

This paper cites Kernel Learning for Mean-Variance Trading Strategies.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Kernel Learning for Mean-Variance Trading Strategies

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.616948Z

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Observation 39f6a260-ae71-4238-9f60-cd66a83fea6c · outbound

This paper cites Portfolio selection with parameter and model uncertainty: A multi-prior approach.Review of Financial Studies, 20(1):41–81, 2007.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Portfolio selection with parameter and model uncertainty: A multi-prior approach.Review of Financial Studies, 20(1):41–81, 2007

Reference 17

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.723232Z

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Observation 3568f602-3090-4696-aa93-df2be7f29f6a · outbound

This paper cites Extracting information from the signature of a financial data stream.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Extracting information from the signature of a financial data stream

Reference 18

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:24.956803Z

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Observation eb78aa65-bbc5-477a-9105-fdd8bff0f713 · outbound

This paper cites Hardiman, Nicolas Bercot, and Jean-Philippe Bouchaud.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Hardiman, Nicolas Bercot, and Jean-Philippe Bouchaud

Reference 19

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.159334Z

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Observation 9a83c8f3-fba5-4035-8917-ea3978905e72 · outbound

This paper cites Tibshirani.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Tibshirani

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.281374Z

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Observation 74974fd4-3122-4896-8990-4ffc2edf7682 · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 21

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.381111Z

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Observation 82c4ba2e-d872-4c99-9ece-47e4a08b5619 · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.508752Z

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Observation 80d3dfd9-f6b3-40e8-a990-0606a4b83bce · outbound

This paper cites Optimal execution with rough path signatures.SIAM Journal on Financial Mathematics, 11(2):470–493, 2020.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Optimal execution with rough path signatures.SIAM Journal on Financial Mathematics, 11(2):470–493, 2020

Reference 23

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.587214Z

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Observation 6aaa0c69-707c-4b5a-b0a8-42add2b233cc · outbound

This paper cites Optimal portfolio choice with parameter uncertainty.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Optimal portfolio choice with parameter uncertainty

Reference 24

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.702120Z

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Observation d5693e9d-f088-45af-89d5-cbd577eb1150 · outbound

This paper cites Kelly, Semyon Malamud, and Kangying Zhou.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Kelly, Semyon Malamud, and Kangying Zhou

Reference 25

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.756363Z

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Observation 77f41184-c7f6-4391-9aed-20915b86c44c · outbound

This paper cites Kir´ aly and Harald Oberhauser.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Kir´ aly and Harald Oberhauser

Reference 26

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.841384Z

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Observation 028e47c5-8cbd-4d13-a11d-93f2c8db37d9 · outbound

This paper cites A well-conditioned estimator for large-dimensional covari- ance matrices.Journal of Multivariate Analysis, 88(2):365–411, 2004.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity A well-conditioned estimator for large-dimensional covari- ance matrices.Journal of Multivariate Analysis, 88(2):365–411, 2004

Reference 27

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.942985Z

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Observation 624e9666-5a35-4428-91af-4cbd53969add · outbound

This paper cites Analytical nonlinear shrinkage of large-dimensional covariance matrices.Annals of Statistics, 48(5):3043–3065, 2020.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Analytical nonlinear shrinkage of large-dimensional covariance matrices.Annals of Statistics, 48(5):3043–3065, 2020

Reference 28

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:25.994502Z

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Observation 327d5baa-d422-4af9-86df-57b2de25ff20 · outbound

This paper cites Learning from the past, predicting the statistics for the future, learning an evolving system.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Learning from the past, predicting the statistics for the future, learning an evolving system

Reference 29

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.059805Z

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Observation bc0391bd-2567-4253-82fb-fb86b4c5ad5e · outbound

This paper cites Signature Methods in Machine Learning.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Signature Methods in Machine Learning

Reference 30

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.118677Z

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Observation e31a3436-f195-4ad8-8c26-733e87b0df31 · outbound

This paper cites Expected signature of Brownian motion up to the first exit time from a bounded domain.Annals of Probability, 43(5):2729–2762, 2015.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Expected signature of Brownian motion up to the first exit time from a bounded domain.Annals of Probability, 43(5):2729–2762, 2015

Reference 31

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.235952Z

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Observation 5551003b-9add-4372-a2a5-fbdd2ed3610f · outbound

This paper cites Nonparametric pricing and hedging of exotic derivatives.Applied Mathematical Finance, 27(6):457–494, 2020.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Nonparametric pricing and hedging of exotic derivatives.Applied Mathematical Finance, 27(6):457–494, 2020

Reference 32

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.358565Z

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Observation 3862b20a-98f9-4525-a563-4cab580d252c · outbound

This paper cites Lyons and Zhongmin Qian.System Control and Rough Paths.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Lyons and Zhongmin Qian.System Control and Rough Paths

Reference 33

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.444602Z

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Observation 462e6490-b14e-4a7d-b7ab-22439a3210ff · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 34

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.571686Z

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Observation 73b24932-3312-4bc0-b81b-004a11f05d02 · outbound

This paper cites Portfolio selection.Journal of Finance, 7(1):77–91, 1952.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Portfolio selection.Journal of Finance, 7(1):77–91, 1952

Reference 35

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.626766Z

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Observation 60e9d15b-629c-42df-883d-b57e29e5ee45 · outbound

This paper cites Marˇ cenko and Leonid A.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Marˇ cenko and Leonid A

Reference 36

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.740873Z

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Observation d79f9a1c-b088-4523-8fca-b6ad1a06995e · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 37

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.822642Z

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Observation 037545f7-65a7-4004-a0f1-14793c876f9d · outbound

This paper cites Kernel mean embedding of distributions: A review and beyond.Foundations and Trends in Machine Learning, 10(1–2):1–141, 2017.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Kernel mean embedding of distributions: A review and beyond.Foundations and Trends in Machine Learning, 10(1–2):1–141, 2017

Reference 38

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.877626Z

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Observation 7e6a7b01-dc93-491c-aef1-966e8bf6ce8f · outbound

This paper cites A General Theory of Paths: Signatures, Jump Lifts, and Expected Signatures of Self-Exciting Processes.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity A General Theory of Paths: Signatures, Jump Lifts, and Expected Signatures of Self-Exciting Processes

Reference 39

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:26.947725Z

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Observation 780f0e91-6d0f-4459-8708-16a3880f9bc3 · outbound

This paper cites Free Lie algebras.London Mathematical Society Monographs, 7, 1993.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Free Lie algebras.London Mathematical Society Monographs, 7, 1993

Reference 40

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:27.076915Z

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Observation 026307ad-2f03-4cba-9eb1-da7aee52f12b · outbound

This paper cites The signature kernel is the solution of a Goursat PDE.SIAM Journal on Mathematics of Data Science, 3 (3):873–899, 2021.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity The signature kernel is the solution of a Goursat PDE.SIAM Journal on Mathematics of Data Science, 3 (3):873–899, 2021

Reference 41

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:27.187298Z

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Observation b7020448-9d17-4f38-b889-bad659ddc1de · outbound

This paper cites an unresolved cited work.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Unresolved cited work

Reference 42

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:27.309025Z

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Observation 7df88b01-8297-4721-8d73-6f963e333b11 · outbound

This paper cites Tropp.An Introduction to Matrix Concentration Inequalities, volume 8 ofFoundations and Trends in Machine Learning.

Path Portfolio Optimization: Defect, Lift, and the Price of Path Complexity Tropp.An Introduction to Matrix Concentration Inequalities, volume 8 ofFoundations and Trends in Machine Learning

Reference 43

Resolution: unresolved; no resolver link, observed 2026-08-04T08:57:27.368478Z

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