Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-14T14:05:55.730389Z
Paper Citation Record · LEDGER
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution
As of 16 August 2026, this Paper Citation Record lists 26 of 26 outbound references and 0 inbound Pith citation observations for arXiv:1908.03907.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
26 of 26 outbound references displayed
- verified exact5
- verified fuzzy9
- unresolved11
- parse uncertain0
- malformed identifier0
- metadata mismatch1
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 46aa1430-94f1-4390-9768-e08e7bfa5322 · outbound
This paper cites The Econometrics of Financial Markets.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution The Econometrics of Financial Markets
Reference 1
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:57.306913Z
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.
Observation 99999549-1f35-4f18-b48a-39cb099efea7 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 2
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:57.262612Z
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.
Observation 8d3a3e7f-4c51-49ec-ab03-5b6c801263ec · outbound
This paper cites 6 Issue: 5, 416-423.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution 6 Issue: 5, 416-423
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:57.216205Z
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.
Observation 5050401c-f525-4d4b-8d46-64eea80d88d1 · outbound
This paper cites Harmantzis, Linyan Miao & Yifan Chien (2006) Empirical study of value-at-risk and expected short- fall models with heavy tails,The Journal of Risk Finance, V ol.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Harmantzis, Linyan Miao & Yifan Chien (2006) Empirical study of value-at-risk and expected short- fall models with heavy tails,The Journal of Risk Finance, V ol
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:57.176676Z
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.
Observation 31d388c2-0159-4a08-a826-949a58312a6a · outbound
This paper cites Rachev, Frank J.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Rachev, Frank J
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:57.141836Z
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.
Observation 93bd002d-8724-4d80-b131-fe771bedf196 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 6
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:57.116166Z
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.
Observation 206e7657-020b-49b5-bdb0-f9246d023538 · outbound
This paper cites drawdown.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution drawdown
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:57.053345Z
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.
Observation d2aed38e-6ce1-4374-af80-41970aacfdb2 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 8
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:57.017703Z
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.
Observation 93d4fc0d-933e-4166-ae64-46515a077014 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 9
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.965460Z
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.
Observation 0650ec7f-c7c0-44c4-a236-3b68eee38428 · outbound
This paper cites Lo (1998) Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices, The Journal of Finance, 53 (2), 499 - 547.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Lo (1998) Nonparametric Estimation of State-Price Densities Implicit in Financial Asset Prices, The Journal of Finance, 53 (2), 499 - 547
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:56.916468Z
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.
Observation 2f6aeda8-a301-4aec-8b4f-fe39ce4b606c · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 11
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.883363Z
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.
Observation ee018903-b5c6-4822-8512-a3a60a74a78d · outbound
This paper cites Lwin, Rong Qu & Bart L.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Lwin, Rong Qu & Bart L
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:56.847899Z
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.
Observation a68eb80e-5922-4b1f-9d9f-4335502726ba · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 13
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.810654Z
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.
Observation 2ae416f3-14f0-4d8b-855f-4c13f0cfd32a · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 14
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.769154Z
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.
Observation e6ee2fb3-c1b2-4326-8d25-db52437c093b · outbound
This paper cites Bhatnagar, H.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Bhatnagar, H
Reference 15
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:56.724721Z
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.
Observation 1969d135-6dc7-4764-8aad-be276ce044d8 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 16
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.672272Z
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.
Observation 95553635-3b97-4118-8167-50215c90ce01 · outbound
This paper cites Markov Decision Processes under Ambiguity.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Markov Decision Processes under Ambiguity
Reference 17
- Resolution
- verified exact
- local_arxiv, observed 2026-08-14T14:05:56.467062Z
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.
Observation a728c417-5cbd-404d-865e-ee0a4b463383 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 18
- Resolution
- verified exact
- doi, observed 2026-08-14T14:05:55.850553Z
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.
Observation 56fcb727-2a36-430d-9115-4efb8534097f · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 19
- Resolution
- verified exact
- doi, observed 2026-08-14T14:05:55.813664Z
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.
Observation 8338ce03-edd1-4d94-8d99-860f8aef41d8 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 20
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.623809Z
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.
Observation ef520e91-075b-44f8-9907-d85aef314a85 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 21
- Resolution
- metadata mismatch
- raw_fallback, observed 2026-08-14T14:05:56.417199Z
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.
Observation fbcfd472-85b7-4a02-94a0-bc41caf61391 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 22
- Resolution
- verified exact
- raw_fallback, observed 2026-08-14T14:05:56.112707Z
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.
Observation af612e05-a39e-4c20-b714-5c3411df46b0 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 23
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.593211Z
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.
Observation 4fe7201b-e9d3-4d3a-a62f-e6d6d3d81ab8 · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 24
- Resolution
- unresolved
- raw_fallback, observed 2026-08-14T14:05:56.550912Z
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.
Observation b8655301-b0ba-44a8-b89b-d84e1a12ced8 · outbound
This paper cites and Mikosch T.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution and Mikosch T
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-14T14:05:56.508249Z
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.
Observation 98e2d50c-2ecd-460f-8357-42d5425420ee · outbound
This paper cites an unresolved cited work.
Discrete time portfolio optimisation managing value at risk under heavy tail return distribution Unresolved cited work
Reference 26
- Resolution
- verified exact
- raw_fallback, observed 2026-08-14T14:05:55.997669Z
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.
Pith citing papers
No inbound Pith citation observations are available.