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Paper Citation Record · LEDGER

Performance of tail hedged portfolio with third moment variation swap

As of 16 August 2026, this Paper Citation Record lists 28 of 28 outbound references and 0 inbound Pith citation observations for arXiv:1908.05105.

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

pith.paper-citation-record.v1
1908.05105 v1

Coverage vector

measured 28 of 28 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T13:32:26.535075Z

measured 28 of 28 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+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

28 of 28 outbound references displayed

  • verified exact0
  • verified fuzzy8
  • unresolved20
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation ddfca1be-a320-44c8-a8cc-d1894b3963de · outbound

This paper cites and Andreasen, J.

Performance of tail hedged portfolio with third moment variation swap and Andreasen, J

Reference 1

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:27.252706Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation d95a7583-f4d8-46c3-b210-94b0928032a3 · outbound

This paper cites G., Bollerslev, T., Diebold, F.

Performance of tail hedged portfolio with third moment variation swap G., Bollerslev, T., Diebold, F

Reference 2

Resolution
unresolved
no resolver link, observed 2026-08-14T13:32:26.254378Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

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Observation fa908499-8769-4439-9540-a48869876151 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 3

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:27.207048Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation efc380e5-b65b-4636-8787-b0c8b3945111 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 4

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:27.182218Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.293305Z digest=sha256:9c31cc46ceb36c81b1aa1c72b84c9f1eaf5f4671698eff03ca2ea98d769d40b3

Observation b61843d9-7d4c-47e4-bd89-f6a613c9fee5 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 5

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:27.156110Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.305364Z digest=sha256:6df6d23c6303677aa8112ce19b6f3597e695bd52684118d42421451afc0f3593

Observation 8ffcccb5-4c2f-483a-9444-c87462e2dd50 · outbound

This paper cites Mimicking the marginal distributions of a semimartingale.

Performance of tail hedged portfolio with third moment variation swap Mimicking the marginal distributions of a semimartingale

Reference 6

Resolution
unresolved
no resolver link, observed 2026-08-14T13:32:26.311943Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T13:32:26.311943Z digest=sha256:3fbf2ee2477e9862c4f6aee472ba43462d6059ce9d73ff364decc5e10d8bc71c

Observation 6f02492e-6912-4843-90c8-0ed9839e15d3 · outbound

This paper cites and Cont, R.

Performance of tail hedged portfolio with third moment variation swap and Cont, R

Reference 7

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:27.127690Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation 79840b0d-b894-4e5e-9988-533062d45de9 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 8

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:27.101294Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.329572Z digest=sha256:6329e64025e50a3506df2ea019809e5d4dc4e5148af5aed84f61240143aa2391

Observation 97e3360f-9e0c-474b-a19a-e4dc3b6e12f8 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 9

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:27.079528Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.344272Z digest=sha256:f4309d140196f5e6e1ff61d9658a257bffb18e77190111e5b1f886c1d8503cc9

Observation 350af0e6-e1c5-43e7-a6f6-dfb8ab8fb02c · outbound

This paper cites and In't Hout, K.

Performance of tail hedged portfolio with third moment variation swap and In't Hout, K

Reference 10

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:27.052860Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.354439Z digest=sha256:1f14c999d9931e7a7931730a65ab542f05c7e2a04fd6118c972443ee20f170ae

Observation 4464d0c6-dbb9-474a-97fd-d876e47ce8fb · outbound

This paper cites and In't Hout, K.

Performance of tail hedged portfolio with third moment variation swap and In't Hout, K

Reference 11

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:27.031385Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.361004Z digest=sha256:c75ef918d318c7e5207692356647c0ce04b6d68b5dbf2a67e72a6af21f76910e

Observation 210d7445-9584-465e-acdc-07fbe8ca0549 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 12

Resolution
unresolved
no resolver link, observed 2026-08-14T13:32:26.369490Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T13:32:26.369490Z digest=sha256:948e420cecc6dcab9e75a8b87ae8df97227cb5865405c54ca3c2945373709d80

Observation f3e34939-92ea-4a32-926e-ae9d9fa7ba60 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 13

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.999317Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.375372Z digest=sha256:c1db5d8d0276e25a8915b0317d19864e8ef27f02639eabc51ad5668d6291c8d8

Observation 86aa8728-7275-4b94-ad85-a140e45b8d01 · outbound

This paper cites and Siddique, A.

Performance of tail hedged portfolio with third moment variation swap and Siddique, A

Reference 14

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:26.977935Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation 859a86a1-cefb-4650-88ba-65ebf61c011d · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 15

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.953648Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.387928Z digest=sha256:232fabc807907e0d0c52d1d0cdd40b1bfd6a600503bf86e42c803d8c82658f88

Observation b6870076-1db0-499b-923f-084330cb6a8b · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 16

Resolution
unresolved
no resolver link, observed 2026-08-14T13:32:26.394979Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=arxiv_source observed=2026-08-14T13:32:26.394979Z digest=sha256:d404eee5ce47230e223afddee14873b4247187ddb1a7d82cbffd8f1927a4e17b

Observation 829c6519-63e6-46da-bbd3-90f8672e2858 · outbound

This paper cites and Foulon, S.

Performance of tail hedged portfolio with third moment variation swap and Foulon, S

Reference 17

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:26.915314Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.402372Z digest=sha256:c86f84307f470bd11d9d9a748bd657a75def0aa23b52e2255695db4d9a66150d

Observation 80e8c172-8ae1-4503-a44d-6a5d3bdd19df · outbound

This paper cites and Kim, J.

Performance of tail hedged portfolio with third moment variation swap and Kim, J

Reference 18

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:26.891345Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.410522Z digest=sha256:1a54cb8239a2d4f4798e668095a868f4afee677f5ebccd3a5bea2fc439fdafea

Observation 57ef559e-5c6f-442f-8cf5-a1d90078fb20 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 19

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.861582Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.420090Z digest=sha256:40ec806dfd975d8347265037788399dc42b084daa9fd3cc82bd3efc351554faf

Observation 2fbae9fc-e739-4308-85ea-0896b7feef41 · outbound

This paper cites and Litzenberger, R.

Performance of tail hedged portfolio with third moment variation swap and Litzenberger, R

Reference 20

Resolution
verified fuzzy
raw_fallback, observed 2026-08-14T13:32:26.831183Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation 9df1e8a1-9385-4deb-bbb7-fe4f3b724686 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 21

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.800901Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation cc33ee57-93a8-4bf5-a068-5e8e096867fa · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 22

Resolution
unresolved
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Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation c38507f8-c266-4f43-bbc2-1b4d6cc24930 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 23

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.750568Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation 57f06165-c8af-4a5a-a583-3556d879c67b · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 24

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.720460Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.467880Z digest=sha256:827d95fcac0ae5deba5ee3984499679b30341139e131a5c5bd33fb707d1eb433

Observation 8fbd2297-686b-49e6-ba4e-217d3d1c1fef · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 25

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.697251Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Observation 25ee6abb-03ce-4da0-bffe-ec23249231c4 · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 26

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.675579Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.517414Z digest=sha256:c7b980411eb52526b7eef8e09262299a30a344ca1397a23c1fd4ab09bada517e

Observation 0f398e2e-09e3-44d4-b760-b9087f1a080d · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 27

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.649813Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

source=arxiv_source observed=2026-08-14T13:32:26.525463Z digest=sha256:f6a9230ccc2dee15257b38df90e42ddfa611cfedf8f7a43cee1bf95d88e10918

Observation b698dc5b-21fa-4ebf-9200-3e3ab33813ed · outbound

This paper cites an unresolved cited work.

Performance of tail hedged portfolio with third moment variation swap Unresolved cited work

Reference 28

Resolution
unresolved
raw_fallback, observed 2026-08-14T13:32:26.623111Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.

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Pith citing papers

No inbound Pith citation observations are available.