Paper Citation Record · LEDGER

Portfolio Optimization with Spectral Measures of Risk

As of 21 August 2026, this Paper Citation Record lists 0 of 0 outbound references and 2 inbound Pith citation observations for arXiv:cond-mat/0203607.

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

pith.paper-citation-record.v1
cond-mat/0203607 v1

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 2026-08-21T06:32:19.484+00:00

measured 2 of 2 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-16T00:42:27.447298Z

measured 0 of 1 external citation measurements

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

Source: pith, observed 2026-05-23T02:25:19.341244Z

Reference resolution

0 of 0 outbound references displayed

verified exact0
verified fuzzy0
unresolved0
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

No outbound reference observations are available for this paper version.

Pith citing papers

Observation 5eca4b6c-9934-4054-aec9-d3a18e96d2b8 · inbound

Risk-averse Decision Making with Contextual Information: Model, Sample Average Approximation, and Kernelization cites this paper.

Risk-averse Decision Making with Contextual Information: Model, Sample Average Approximation, and Kernelization Portfolio Optimization with Spectral Measures of Risk

Reference 2

Resolution: verified exact; local_arxiv, observed 2026-05-23T02:25:19.343445Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-21T06:32:19.484+00:00.

Observation a9e1a2f5-b2db-4b05-8d4c-7579a5eade98 · inbound

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows cites this paper.

Fine-Tuning Generative Models for Extreme Events via CVaR-Penalized Wasserstein Gradient Flows Portfolio Optimization with Spectral Measures of Risk

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-16T00:42:27.447298Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.