Paper Citation Record · LEDGER

Optimal Investment with Correlated Stochastic Volatility Factors

As of 21 August 2026, this Paper Citation Record lists 20 of 20 outbound references and 0 inbound Pith citation observations for arXiv:1908.07626.

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

pith.paper-citation-record.v1
1908.07626 v3

Coverage vector

measured 20 of 20 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-14T12:19:57.787398Z

measured 20 of 20 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.

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

20 of 20 outbound references displayed

verified exact1
verified fuzzy14
unresolved5
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 3d383314-ffb9-43c3-b2ae-2ac10ee65e80 · outbound

This paper cites Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem.

Optimal Investment with Correlated Stochastic Volatility Factors Construction of Forward Performance Processes in Stochastic Factor Models and an Extension of Widder's Theorem

Reference 1

Resolution: verified exact; local_arxiv, observed 2026-08-14T12:19:57.833714Z

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.

Observation b014400f-1b4e-4501-8c01-a1ad9f35e4cd · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 2

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:19:58.171939Z

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.

Observation 84eb29fc-9376-4993-b235-ebc94fdff08d · outbound

This paper cites Bichuch and R.

Optimal Investment with Correlated Stochastic Volatility Factors Bichuch and R

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.154314Z

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.

Observation 96b773f7-2f5b-4659-aeaa-121043c07ad7 · outbound

This paper cites Chacko and L.

Optimal Investment with Correlated Stochastic Volatility Factors Chacko and L

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.135344Z

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.

Observation cb7bc33b-5971-4f8a-a161-583edaac1436 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 5

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:19:58.115967Z

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.

Observation 0f675888-bda9-452b-b0dd-86c2a6152c0f · outbound

This paper cites Fouque and R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and R

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.099085Z

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.

Observation 5d4a39a1-2738-4f4f-a482-b1f4d84f555d · outbound

This paper cites Fouque and R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and R

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.080865Z

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.

Observation 2dec7152-14ab-44c9-a732-dddaabc87fab · outbound

This paper cites Fouque and N.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque and N

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.063771Z

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.

Observation 0a105650-17b4-468a-9b73-91363d179856 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.046414Z

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.

Observation a0d0ce90-e500-44eb-a4b1-4ee044f3b568 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.028130Z

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.

Observation 9f3b7263-bece-430f-9ec4-52527cdc7fa9 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:58.010437Z

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.

Observation 8dfebd5f-6e9f-40b3-8ea0-9c8cd00cf655 · outbound

This paper cites Fouque, G.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, G

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.992088Z

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.

Observation a225553e-5018-4051-af5d-473b8cfb44cb · outbound

This paper cites Fouque, R.

Optimal Investment with Correlated Stochastic Volatility Factors Fouque, R

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.974675Z

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.

Observation 7c86f3a9-53e6-47fb-85d8-83418a33990a · outbound

This paper cites Karatzas and S.

Optimal Investment with Correlated Stochastic Volatility Factors Karatzas and S

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.958244Z

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.

Observation fa69b5a2-3341-4ab1-807d-da0631b761e9 · outbound

This paper cites Kramkov and W.

Optimal Investment with Correlated Stochastic Volatility Factors Kramkov and W

Reference 15

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.941628Z

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.

Observation e3b11faf-b6dc-487d-9e15-f69b894bc482 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 16

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:19:57.923516Z

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.

Observation 5afa0c4c-79fb-4f24-b497-ccd9471ae6fc · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 17

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:19:57.905528Z

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.

Observation d7b88937-1847-4df5-8e52-dd20de57d339 · outbound

This paper cites an unresolved cited work.

Optimal Investment with Correlated Stochastic Volatility Factors Unresolved cited work

Reference 18

Resolution: unresolved; raw_fallback, observed 2026-08-14T12:19:57.888620Z

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.

Observation 36cd7253-d3cf-4c8c-9717-50be207045a3 · outbound

This paper cites Sircar and G.

Optimal Investment with Correlated Stochastic Volatility Factors Sircar and G

Reference 19

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.870549Z

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.

Observation cfb9e9bd-33a7-4f26-9c2f-0bbb19c648bc · outbound

This paper cites Zariphopoulou.

Optimal Investment with Correlated Stochastic Volatility Factors Zariphopoulou

Reference 20

Resolution: verified fuzzy; raw_fallback, observed 2026-08-14T12:19:57.852704Z

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.

Pith citing papers

No inbound Pith citation observations are available.