Pith Number

pith:2CGV2WBN

pith:2024:2CGV2WBNSHOOGS3L2AUVVJIGT4

not attested not anchored not stored refs pending

Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios

Peter Cotton

arxiv:2411.05807 v1 · 2024-10-29 · q-fin.PM · q-fin.MF

Open paper page JSON Open Graph Bundle Merged state Verified badge What is a Pith Number?

Add to your LaTeX paper

\usepackage{pith}
\pithnumber{2CGV2WBNSHOOGS3L2AUVVJIGT4}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

1 paper in Pith

Beyond De Prado and Cotton: Hierarchical and Iterative Methods for General Mean-Variance Portfolios

Receipt and verification

First computed	2026-07-05T09:33:11.575974Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

d08d5d582d91dce34b6bd0295aa5069f2d8fe17e77b0772981df33f890fb6889

Aliases

arxiv: 2411.05807 · arxiv_version: 2411.05807v1 · doi: 10.48550/arxiv.2411.05807 · pith_short_12: 2CGV2WBNSHOO · pith_short_16: 2CGV2WBNSHOOGS3L · pith_short_8: 2CGV2WBN

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/2CGV2WBNSHOOGS3L2AUVVJIGT4 \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: d08d5d582d91dce34b6bd0295aa5069f2d8fe17e77b0772981df33f890fb6889

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "1f69c037717d530c855902de81daef2aa6137f025e02d76a290c6adfbe686c6c",
    "cross_cats_sorted": [
      "q-fin.MF"
    ],
    "license": "http://creativecommons.org/licenses/by/4.0/",
    "primary_cat": "q-fin.PM",
    "submitted_at": "2024-10-29T22:16:40Z",
    "title_canon_sha256": "423882a4abc9b8f4f071da744d14499659d61a21f8303e4967a4bb913ce02de5"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2411.05807",
    "kind": "arxiv",
    "version": 1
  }
}