{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2012:BMYNVISEQREHA2JLFGARFBZPMK","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"ca76cc87957bb6dda3aa4c77939240343cd25041542aaa5d17ea6c8fbd232302","cross_cats_sorted":["math.OC","math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2012-07-04T15:29:42Z","title_canon_sha256":"b94a09c25c6fde0c9d8b6ce0d3ba4e0d82eb36dab0201a308460ffc3fa16a236"},"schema_version":"1.0","source":{"id":"1207.1029","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1207.1029","created_at":"2026-05-18T03:26:08Z"},{"alias_kind":"arxiv_version","alias_value":"1207.1029v2","created_at":"2026-05-18T03:26:08Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1207.1029","created_at":"2026-05-18T03:26:08Z"},{"alias_kind":"pith_short_12","alias_value":"BMYNVISEQREH","created_at":"2026-05-18T12:27:01Z"},{"alias_kind":"pith_short_16","alias_value":"BMYNVISEQREHA2JL","created_at":"2026-05-18T12:27:01Z"},{"alias_kind":"pith_short_8","alias_value":"BMYNVISE","created_at":"2026-05-18T12:27:01Z"}],"graph_snapshots":[{"event_id":"sha256:4a94e9d450629f4f16bab75eb400dc529594a7bd5dc11be893d296acd1fdcd32","target":"graph","created_at":"2026-05-18T03:26:08Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"In the paper, we consider three quadratic optimization problems which are frequently applied in portfolio theory, i.e, the Markowitz mean-variance problem as well as the problems based on the mean-variance utility function and the quadratic utility.Conditions are derived under which the solutions of these three optimization procedures coincide and are lying on the efficient frontier, the set of mean-variance optimal portfolios. It is shown that the solutions of the Markowitz optimization problem and the quadratic utility problem are not always mean-variance efficient. The conditions for the me","authors_text":"Nestor Parolya, Taras Bodnar, Wolfgang Schmid","cross_cats":["math.OC","math.PR","q-fin.CP"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2012-07-04T15:29:42Z","title":"On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1207.1029","kind":"arxiv","version":2},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:22c5c9bb7b3ec3d7f563dc47d94429802d644d365c82dab243b6233ea03b3b8c","target":"record","created_at":"2026-05-18T03:26:08Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"ca76cc87957bb6dda3aa4c77939240343cd25041542aaa5d17ea6c8fbd232302","cross_cats_sorted":["math.OC","math.PR","q-fin.CP"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2012-07-04T15:29:42Z","title_canon_sha256":"b94a09c25c6fde0c9d8b6ce0d3ba4e0d82eb36dab0201a308460ffc3fa16a236"},"schema_version":"1.0","source":{"id":"1207.1029","kind":"arxiv","version":2}},"canonical_sha256":"0b30daa244844870692b298112872f62be5f6e548c626b931b412ef4cd33c853","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"0b30daa244844870692b298112872f62be5f6e548c626b931b412ef4cd33c853","first_computed_at":"2026-05-18T03:26:08.809054Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T03:26:08.809054Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"91JphLrf7vjDwHUVOTdOF0fBDvmDkGG1yhmAGJDYbr+NpaMUDSqe+PAL+p3uEwBpFTT3pObiQSOaLxOTHvjHAg==","signature_status":"signed_v1","signed_at":"2026-05-18T03:26:08.809646Z","signed_message":"canonical_sha256_bytes"},"source_id":"1207.1029","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:22c5c9bb7b3ec3d7f563dc47d94429802d644d365c82dab243b6233ea03b3b8c","sha256:4a94e9d450629f4f16bab75eb400dc529594a7bd5dc11be893d296acd1fdcd32"],"state_sha256":"766fb6054f434fca4e8ad088d96580286c569d6af6c314febab42f100e0ce7a0"}