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Paper Citation Record · LEDGER

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling

As of 21 August 2026, this Paper Citation Record lists 42 of 42 outbound references and 0 inbound Pith citation observations for arXiv:2507.08915.

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

pith.paper-citation-record.v1
2507.08915 v1

Coverage vector

measured 42 of 42 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-06T18:16:34.746085Z

measured 42 of 42 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-20T06:33:59.587034+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

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Source: cited_works

Reference resolution

42 of 42 outbound references displayed

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External citation measurements

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Outbound references

Observation 83c21aaf-6a42-4385-8424-1b5f4b4b0691 · outbound

This paper cites Tail r isk measurement in crypto-asset markets.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Tail r isk measurement in crypto-asset markets

Reference 1

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Observation 07bc20a7-0ef9-4fff-bbce-493ad59a9ad1 · outbound

This paper cites Developing a stress testing frame- work based on market risk models.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Developing a stress testing frame- work based on market risk models

Reference 2

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Observation 54f27cb5-caf7-407b-b136-3808e7ab0a7b · outbound

This paper cites Game-based modeling of delayed r isk contagion in cryptocurrency exchanges.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Game-based modeling of delayed r isk contagion in cryptocurrency exchanges

Reference 3

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Observation b965a235-9463-41c3-a76c-ea90d2dea484 · outbound

This paper cites A systematic literaturereview of volatility and risk management on cryptocurrency investment: A method- ological point of view.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling A systematic literaturereview of volatility and risk management on cryptocurrency investment: A method- ological point of view

Reference 4

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Observation dcb8b144-020c-4321-97a1-054fd71a4172 · outbound

This paper cites Modelling and forecasting the volatility of cryptocurrencies: A Springer Nature 2021 LATEX template 28 REFERENCES comparison of nonlinear garch-type models.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Modelling and forecasting the volatility of cryptocurrencies: A Springer Nature 2021 LATEX template 28 REFERENCES comparison of nonlinear garch-type models

Reference 5

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Observation c3d807d7-730d-43ba-a1f1-6fd97c947b59 · outbound

This paper cites Review of blockchain technology vulnerabilit ies and blockchain-system attacks.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Review of blockchain technology vulnerabilit ies and blockchain-system attacks

Reference 7

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Observation 01533020-901f-4950-8ce8-702d99c7d6d9 · outbound

This paper cites The inefficiency of bitcoin revisited: A dynamic approach.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling The inefficiency of bitcoin revisited: A dynamic approach

Reference 8

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Observation 28b7a025-b648-4098-8917-27ef50e07330 · outbound

This paper cites The bitcoin gold correlation puzzle.Journal of Behavioral and Experimental Finance, 25:103–110, 2018.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling The bitcoin gold correlation puzzle.Journal of Behavioral and Experimental Finance, 25:103–110, 2018

Reference 9

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Observation 7e6685ad-2804-466f-82f6-b0936e906d62 · outbound

This paper cites Oxford uni- versity press, 2019.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Oxford uni- versity press, 2019

Reference 10

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Observation 71c66f11-069a-4103-bdfb-b6f9127eb406 · outbound

This paper cites Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Vine copu la- based dependence and portfolio value-at-risk analysis of the cryp tocur- rency market

Reference 11

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correction dated 2020-12-05. Source: crossref record 10.1016/j.inteco.2020.12.002->10.1016/j.inteco.2019.03.002:correction, observed 2026-07-11T03:17:05.423436+00:00. This notice travels one citation hop only.

correction dated 2023-08-24. Source: crossref record 10.1016/j.inteco.2023.08.006->10.1016/j.inteco.2019.03.002:correction, observed 2026-07-11T03:13:01.94632+00:00. This notice travels one citation hop only.

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Observation b0d8b038-e7f8-41a4-a87f-9d8b2cc86991 · outbound

This paper cites Beyond risk parity–a machine learning-based hierarchi- cal risk parity approach on cryptocurrencies.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Beyond risk parity–a machine learning-based hierarchi- cal risk parity approach on cryptocurrencies

Reference 12

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Observation 2530cefb-8b49-4ae6-9584-1fc5a98ba0e5 · outbound

This paper cites Risk measurement of cryptocurrencies usin g value at risk and expected shortfall.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Risk measurement of cryptocurrencies usin g value at risk and expected shortfall

Reference 13

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Observation 35393536-0d8b-4c85-92b3-2e083c5207c3 · outbound

This paper cites Systemic risk, contagion, and finan- cial networks: A survey.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Systemic risk, contagion, and finan- cial networks: A survey

Reference 14

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Observation f76eba93-cc65-477d-b558-dc56b4bf0e48 · outbound

This paper cites An approach to predict and forecast the price of constituents and index of cryptocurrency using machine learning.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling An approach to predict and forecast the price of constituents and index of cryptocurrency using machine learning

Reference 15

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Observation 9a2c872d-6adb-49e3-91bc-f1d51a01e9ce · outbound

This paper cites Cryptocurrency market reactions to regulatory news.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Cryptocurrency market reactions to regulatory news

Reference 16

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

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Observation edb355a1-36c2-412f-a0f6-7e5ea4f590f4 · outbound

This paper cites Intelligent design: stablecoins (in) stability and collateral during mar ket turbulence.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Intelligent design: stablecoins (in) stability and collateral during mar ket turbulence

Reference 17

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Observation 56dc7a29-25ea-48f2-a6b1-f8ae12537b3a · outbound

This paper cites Blockchain technology and crypto-assets market analysis: vulner abilities and risk assessment.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Blockchain technology and crypto-assets market analysis: vulner abilities and risk assessment

Reference 18

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Observation 712c2f5f-93b8-451d-b01b-69a03a903c58 · outbound

This paper cites Sta- blecoin devaluation risk.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Sta- blecoin devaluation risk

Reference 19

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Observation f6154435-0639-4d3a-bd14-fc8f8487a253 · outbound

This paper cites Defi risks and regulation.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Defi risks and regulation

Reference 20

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Observation e1e7fe8f-8c22-4016-8289-e141cfc4a829 · outbound

This paper cites The global political economy of digital technology.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling The global political economy of digital technology

Reference 21

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Observation e39bf14a-b3cb-43a7-b44e-99b4b0057403 · outbound

This paper cites Regulation of cryptocurrencies and blockchain technolo- gies.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Regulation of cryptocurrencies and blockchain technolo- gies

Reference 22

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This paper cites Introduction to monte carlo simulation.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Introduction to monte carlo simulation

Reference 23

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Observation c38da52c-5285-4ee6-9f68-7fa882173f97 · outbound

This paper cites International business and decen- tralized finance.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling International business and decen- tralized finance

Reference 24

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This paper cites Is bitco in a safe haven for us equity market?–a comparison with gold and the do llar.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Is bitco in a safe haven for us equity market?–a comparison with gold and the do llar

Reference 25

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Observation 5cb707bd-7d78-4a0e-bd44-6f2461058b1f · outbound

This paper cites Contagion!: Systemic Risk in Financial Networks , volume 42.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Contagion!: Systemic Risk in Financial Networks , volume 42

Reference 26

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Observation 0cde5e61-e78e-43cc-8e55-d3e518bf38bb · outbound

This paper cites Modelling the social dynamics of contagion and discov- ery using dynamical processes on complex networks.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Modelling the social dynamics of contagion and discov- ery using dynamical processes on complex networks

Reference 27

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Observation b8caf520-8cf0-44f2-a09e-1875e35724a4 · outbound

This paper cites Volatility co-movement between bitcoin a nd ether.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Volatility co-movement between bitcoin a nd ether

Reference 28

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

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Observation f8f441d0-66b6-4776-87af-3bdeeceb4165 · outbound

This paper cites Algorithmic stablecoins: Mechanisms, risks, and le ssons from the fall of terrausd.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Algorithmic stablecoins: Mechanisms, risks, and le ssons from the fall of terrausd

Reference 29

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Observation d6228ed0-58e9-484f-87ba-75581d138d16 · outbound

This paper cites Second order approxi- mation for the customer time in queue distribution under the fifo ser vice discipline.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Second order approxi- mation for the customer time in queue distribution under the fifo ser vice discipline

Reference 30

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

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Observation 9f7b7c7b-d880-43ea-86ec-7b607b6cadd5 · outbound

This paper cites Common risk factors in cryp - tocurrency.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Common risk factors in cryp - tocurrency

Reference 31

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Observation 4f65758d-85f8-461e-b4a5-8be3f72c2c05 · outbound

This paper cites Bitcoin: A peer-to-peer electronic cash s ystem.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Bitcoin: A peer-to-peer electronic cash s ystem

Reference 32

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No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

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Observation 0b65e08d-7ada-4690-9c12-c862ceab11bf · outbound

This paper cites Critical appraisal of the basel fundamenta l review of the trading book regulations.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Critical appraisal of the basel fundamenta l review of the trading book regulations

Reference 33

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raw_fallback, observed 2026-08-06T18:16:39.715480Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.252649Z digest=sha256:52c3b6c2185ea142922978b0f8e7e2d68554a96c1bd38168982c1f0cd2ada00f

Observation c788c8f0-fd67-4931-92f9-f159af44997d · outbound

This paper cites Crypto-native cre dit score: Between financial inclusion and predatory lending.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Crypto-native cre dit score: Between financial inclusion and predatory lending

Reference 34

Resolution
verified fuzzy
raw_fallback, observed 2026-08-06T18:16:39.481281Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.323102Z digest=sha256:98acd0e281b747d209c94e553482f94a7c269c2f015ee197543972ec97796f19

Observation 2df4cb0b-a756-4e8f-855d-777d5444daa6 · outbound

This paper cites Extreme Value Behavior in Cryptocurrency Market.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Extreme Value Behavior in Cryptocurrency Market

Reference 35

Resolution
verified fuzzy
raw_fallback, observed 2026-08-06T18:16:39.177253Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.387070Z digest=sha256:a26a11a246282eb4055c9d0051bffd98bc5c2aebcda17d2120c8289ca07e5812

Observation 598fc5a9-01d4-4e8c-94d2-e2726f82c6a7 · outbound

This paper cites Markowitz revisited: Mean-variance models infinancial portfolio analysis.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Markowitz revisited: Mean-variance models infinancial portfolio analysis

Reference 36

Resolution
metadata mismatch
raw_fallback, observed 2026-08-06T18:16:38.025854Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.465212Z digest=sha256:2059a2a48671c8e800a2d3bc0c82be22fe4d2222ad1b6ed5b69844e2fa05a075

Observation 29f9ed90-05a6-480a-84f4-58c9fec4387a · outbound

This paper cites Dynamic volatility modelling of bitcoin using time-varying transition probability markov-switching garch model.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Dynamic volatility modelling of bitcoin using time-varying transition probability markov-switching garch model

Reference 37

Resolution
metadata mismatch
raw_fallback, observed 2026-08-06T18:16:37.716656Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.531493Z digest=sha256:9b9777018577d2f62d3a8a911267722d16b2cd83f885e0a03655ba82d0651c7c

Observation be579a46-bf53-48db-ba70-72c96ae3c64a · outbound

This paper cites Value-at- risk and expected shortfall in cryptocurrencies’ portfolio: A vine copula–based approach.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Value-at- risk and expected shortfall in cryptocurrencies’ portfolio: A vine copula–based approach

Reference 38

Resolution
verified exact
doi, observed 2026-08-06T18:16:35.073600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.624414Z digest=sha256:ddc4bf1631d0a0e055e9a861eb1337f8ebc4efe3bb7956acd621327753334876

Observation e7357d19-eaf2-4251-986c-5b09f36bafc6 · outbound

This paper cites On multivariate contribution measures of systemic risk with applications in cryptocurrency market.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling On multivariate contribution measures of systemic risk with applications in cryptocurrency market

Reference 39

Resolution
verified exact
doi, observed 2026-08-06T18:16:34.916454Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:34.746085Z digest=sha256:397d4ccdd6dea13a91439ad556893ae8a250f22593ca4fd3f128b66ba979ff58

Observation 630fa2ca-adde-40e2-9f6a-574456934569 · outbound

This paper cites an unresolved cited work.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Unresolved cited work

Reference 2018

Resolution
verified exact
doi, observed 2026-08-06T18:16:35.672117Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:33.032398Z digest=sha256:08414d90aa7b56efa41216fd975debc86d94aaa955d355df19b764548920f986

Observation 09dbdfa1-3dcc-4255-91e0-4e8554bdc55c · outbound

This paper cites an unresolved cited work.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Unresolved cited work

Reference 2023

Resolution
verified exact
doi, observed 2026-08-06T18:16:35.518131Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:33.400834Z digest=sha256:46db1232bd70856d0d68899ce5217bfe6878de238d87658a855fb23b0c27e795

Observation a1605a46-5e7c-4dd7-8ccb-ca9e555b2f91 · outbound

This paper cites an unresolved cited work.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Unresolved cited work

Reference 2024

Resolution
unresolved
no resolver link, observed 2026-08-06T18:16:33.230816Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

source=pdf_text observed=2026-08-06T18:16:33.230816Z digest=sha256:fd7350eae0bda51ac0e15f3f69a98e53fe4da36cb056009f51d89d3e5ae0916a

Observation 3fe41de4-74cc-41b0-be5a-4d05b734c18c · outbound

This paper cites an unresolved cited work.

Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling Unresolved cited work

Reference 2025

Resolution
verified exact
doi, observed 2026-08-06T18:16:35.875705Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-20T06:33:59.587034+00:00.

source=pdf_text observed=2026-08-06T18:16:32.772491Z digest=sha256:b66a70908c67c4959a7a8ac777630b70174db8acde1d497f9843b809f3711463

Pith citing papers

No inbound Pith citation observations are available.