{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2019:67UC4X3J5BILHUQYRTXNAUKGAQ","short_pith_number":"pith:67UC4X3J","schema_version":"1.0","canonical_sha256":"f7e82e5f69e850b3d2188ceed05146042540cd246c61999b49bd67534bf59b15","source":{"kind":"arxiv","id":"1903.08156","version":1},"attestation_state":"computed","paper":{"title":"Behavioural investors in conic market models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Huy N. Chau, Miklos Rasonyi","submitted_at":"2019-03-19T09:36:55Z","abstract_excerpt":"We treat a fairly broad class of financial models which includes markets with proportional transaction costs. We consider an investor with cumulative prospect theory preferences and a non-negativity constraint on portfolio wealth. The existence of an optimal strategy is shown in this context in a class of generalized strategies."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1903.08156","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-03-19T09:36:55Z","cross_cats_sorted":[],"title_canon_sha256":"0afcf3efee3852c8002f046364bf27d6fbb7cd6e5be61195dc5b701ea9058b06","abstract_canon_sha256":"6d388c043a2a314b355108575e75e8d769661fd3156d20c1c5226395fc9b75df"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:50:50.264459Z","signature_b64":"aLVw1uX9sxxZLdRycMTbIVnLuNV0Am6LFeQ/AAA72PcqtEf7If3z+CHC/3GF1DumZKE4/Y+EBDJdbAHQ+5YTCA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f7e82e5f69e850b3d2188ceed05146042540cd246c61999b49bd67534bf59b15","last_reissued_at":"2026-05-17T23:50:50.263823Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:50:50.263823Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Behavioural investors in conic market models","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Huy N. Chau, Miklos Rasonyi","submitted_at":"2019-03-19T09:36:55Z","abstract_excerpt":"We treat a fairly broad class of financial models which includes markets with proportional transaction costs. We consider an investor with cumulative prospect theory preferences and a non-negativity constraint on portfolio wealth. The existence of an optimal strategy is shown in this context in a class of generalized strategies."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1903.08156","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1903.08156","created_at":"2026-05-17T23:50:50.263920+00:00"},{"alias_kind":"arxiv_version","alias_value":"1903.08156v1","created_at":"2026-05-17T23:50:50.263920+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1903.08156","created_at":"2026-05-17T23:50:50.263920+00:00"},{"alias_kind":"pith_short_12","alias_value":"67UC4X3J5BIL","created_at":"2026-05-18T12:33:10.108867+00:00"},{"alias_kind":"pith_short_16","alias_value":"67UC4X3J5BILHUQY","created_at":"2026-05-18T12:33:10.108867+00:00"},{"alias_kind":"pith_short_8","alias_value":"67UC4X3J","created_at":"2026-05-18T12:33:10.108867+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ","json":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ.json","graph_json":"https://pith.science/api/pith-number/67UC4X3J5BILHUQYRTXNAUKGAQ/graph.json","events_json":"https://pith.science/api/pith-number/67UC4X3J5BILHUQYRTXNAUKGAQ/events.json","paper":"https://pith.science/paper/67UC4X3J"},"agent_actions":{"view_html":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ","download_json":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ.json","view_paper":"https://pith.science/paper/67UC4X3J","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1903.08156&json=true","fetch_graph":"https://pith.science/api/pith-number/67UC4X3J5BILHUQYRTXNAUKGAQ/graph.json","fetch_events":"https://pith.science/api/pith-number/67UC4X3J5BILHUQYRTXNAUKGAQ/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ/action/timestamp_anchor","attest_storage":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ/action/storage_attestation","attest_author":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ/action/author_attestation","sign_citation":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ/action/citation_signature","submit_replication":"https://pith.science/pith/67UC4X3J5BILHUQYRTXNAUKGAQ/action/replication_record"}},"created_at":"2026-05-17T23:50:50.263920+00:00","updated_at":"2026-05-17T23:50:50.263920+00:00"}