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Paper Citation Record · LEDGER

Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

As of 22 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:2211.12168.

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

pith.paper-citation-record.v1
2211.12168 v5

Coverage vector

measured 0 of 0 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links

measured 2 of 2 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-22T06:32:14.747728+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-05-23T03:07:08.010330Z

measured 1 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-08-05T02:28:24.338817Z

Reference resolution

0 of 0 outbound references displayed

  • verified exact0
  • verified fuzzy0
  • unresolved0
  • parse uncertain0
  • malformed identifier0
  • metadata mismatch0

External citation measurements

0
arxiv_reference, observed 2026-08-05T02:28:24.338817Z

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 0557957d-6024-4050-82f3-42e9468747f8 · inbound

Time-consistent portfolio selection with monotone mean-variance preferences cites this paper.

Time-consistent portfolio selection with monotone mean-variance preferences Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

Reference 12

Resolution
verified exact
arxiv_id, observed 2026-05-23T03:07:27.151305Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-05-23T03:07:08.010330Z digest=sha256:364b6cfd9b20b5f3bc5b439aee277be07f36fba95825b6ae3ce7b4a5f8a6aaa8

Observation e248e4c7-df8e-452c-ad6d-1df5161061f8 · inbound

Dynamically optimal portfolios for monotone mean--variance preferences cites this paper.

Dynamically optimal portfolios for monotone mean--variance preferences Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

Reference 37

Resolution
verified exact
arxiv_id, observed 2026-05-23T01:02:20.702029Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

source=pdf_text observed=2026-05-23T00:59:27.897481Z digest=sha256:76101b7cd07d5f1640f4e9428a6a3d3a503a29cd0b2405c03ae5bbd7f59825fc