Paper Citation Record · LEDGER

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle

As of 16 August 2026, this Paper Citation Record lists 23 of 23 outbound references and 0 inbound Pith citation observations for arXiv:1908.03905.

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

pith.paper-citation-record.v1
1908.03905 v2

Coverage vector

measured 23 of 23 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T14:06:53.979593Z

measured 23 of 23 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

23 of 23 outbound references displayed

verified exact0
verified fuzzy8
unresolved14
parse uncertain0
malformed identifier1
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 3fa0e80d-5705-4c1e-9e1f-260984a093a0 · outbound

This paper cites Agarwal & R.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Agarwal & R

Reference 1

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.891037Z

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 e1a162b0-6876-412d-b448-6d5fc26ffa46 · outbound

This paper cites Aït-Sahalia & A.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Aït-Sahalia & A

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.872599Z

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 18780910-70ee-4629-aac8-4c561d1e1a84 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 3

Resolution: malformed identifier; doi_truncated, observed 2026-08-14T14:06:54.038393Z

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 ff7aeec6-1b73-451e-b6b4-65e097e1896f · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 4

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.854970Z

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 c508517e-7d2f-4035-91ae-f01d30d16ca1 · outbound

This paper cites Biswas & D.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Biswas & D

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.836656Z

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 0c4c2187-75de-432a-9aa0-cff322f05009 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 6

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.819215Z

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 9303414e-93dc-4d86-a42c-ab1cced0ea11 · outbound

This paper cites drawdown.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle drawdown

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.799365Z

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 5483445d-ff0d-40d1-a96e-aed6ad947a13 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 8

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.780216Z

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 93957a94-a6e8-4323-8bfb-cb0b64065908 · outbound

This paper cites Fu, Variance Optimization for Continuous-Time Markov Decision Processes, Scientiﬁc Research Open Access, V olume 09(02),10.4236/ojs.2019.92014 (2019).

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Fu, Variance Optimization for Continuous-Time Markov Decision Processes, Scientiﬁc Research Open Access, V olume 09(02),10.4236/ojs.2019.92014 (2019)

Reference 9

Resolution: unresolved; no resolver link, observed 2026-08-14T14:06:53.905166Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation d68bec9b-fb15-4f5d-9ff9-a3707917b77a · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 10

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.761817Z

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 7562b666-324f-4339-9ae4-1b0e8ba091ed · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 11

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.743491Z

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 31c3d726-2ee0-46a3-b2bd-d45987b09a02 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 12

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.725406Z

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 0c4ad20a-6ba3-4c2f-af5a-ae0b3418b057 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 13

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.706146Z

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 6f9ab96c-4de5-4056-9f17-6cfc221e917d · outbound

This paper cites Markovich, Non parametric analysis of univariate heavy-tailed distribution, Wiley (2007).

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Markovich, Non parametric analysis of univariate heavy-tailed distribution, Wiley (2007)

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.681013Z

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 4e1fe9f4-9108-446b-821e-9f5b8693d20d · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 15

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.659314Z

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 d3ec0def-8c22-4906-80e8-07aa8e9ce557 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 16

Resolution: unresolved; no resolver link, observed 2026-08-14T14:06:53.941686Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 90291db5-251a-47d7-ac6b-aa94087533cb · outbound

This paper cites Perez, D.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Perez, D

Reference 17

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.618820Z

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 0d91d479-de82-4775-b2c2-c9fc16e6af87 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.596100Z

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 09112409-0c40-47e7-b99d-253c4c370817 · outbound

This paper cites Rao, Linear Statistical Inference and Its Applications, John Wiley & Sons, New York (1965).

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Rao, Linear Statistical Inference and Its Applications, John Wiley & Sons, New York (1965)

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.578157Z

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 8d94a135-308b-4aee-acf8-8927078f1101 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-14T14:06:53.963174Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 6b79eac3-e268-40d3-83e7-7e4e6bf5e8aa · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 21

Resolution: unresolved; raw_fallback, observed 2026-08-14T14:06:54.553225Z

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 bef553e1-5e24-4afc-93e2-b44b347dbe55 · outbound

This paper cites an unresolved cited work.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Unresolved cited work

Reference 22

Resolution: unresolved; no resolver link, observed 2026-08-14T14:06:53.973307Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 8feb7a9a-e93e-4ae5-bd57-a50d17e8e1d2 · outbound

This paper cites Yong & X.

Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle Yong & X

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T14:06:54.525248Z

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.