{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:BY75TFN2AU7H2PAHGLGQ4EYJU3","short_pith_number":"pith:BY75TFN2","schema_version":"1.0","canonical_sha256":"0e3fd995ba053e7d3c0732cd0e1309a6fa0c584517b7089ec4e6a86cdd222688","source":{"kind":"arxiv","id":"1212.6732","version":4},"attestation_state":"computed","paper":{"title":"A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.CP"],"primary_cat":"q-fin.RM","authors_text":"Antonis Papapantoleon, Michael Kupper, Samuel Drapeau","submitted_at":"2012-12-30T15:36:46Z","abstract_excerpt":"We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as CV@R and monotone mean-variance. Numerical schemes are developed for the computation of these risk measures using Fourier transform methods. This leads, in particular, to a very competitive method for the calculation of CV@R which is comparable in computational time to the calculation of V@R. We also develop methods for the efficient computation of risk contributions."},"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":"1212.6732","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2012-12-30T15:36:46Z","cross_cats_sorted":["math.PR","q-fin.CP"],"title_canon_sha256":"dc36d9eb77b68d9c8440ef0bd8e9cb387e32de2c12455b1774f900c564929b07","abstract_canon_sha256":"e06eca884b4cec4e20acb918f44599aec62b737f69ace877781edd6fc275f5fc"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:23:17.054194Z","signature_b64":"kyyVITgSdtOO6jkfWPssbXpfz6oj4bYa8wE9Z721pHRl6K52mMUPgzs6s6d685cRDbESFNUtt1wcw6XFP/8JCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"0e3fd995ba053e7d3c0732cd0e1309a6fa0c584517b7089ec4e6a86cdd222688","last_reissued_at":"2026-05-18T01:23:17.053409Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:23:17.053409Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"A Fourier Approach to the Computation of CV@R and Optimized Certainty Equivalents","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.PR","q-fin.CP"],"primary_cat":"q-fin.RM","authors_text":"Antonis Papapantoleon, Michael Kupper, Samuel Drapeau","submitted_at":"2012-12-30T15:36:46Z","abstract_excerpt":"We consider the class of risk measures associated with optimized certainty equivalents. This class includes several popular examples, such as CV@R and monotone mean-variance. Numerical schemes are developed for the computation of these risk measures using Fourier transform methods. This leads, in particular, to a very competitive method for the calculation of CV@R which is comparable in computational time to the calculation of V@R. We also develop methods for the efficient computation of risk contributions."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1212.6732","kind":"arxiv","version":4},"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":"1212.6732","created_at":"2026-05-18T01:23:17.053523+00:00"},{"alias_kind":"arxiv_version","alias_value":"1212.6732v4","created_at":"2026-05-18T01:23:17.053523+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1212.6732","created_at":"2026-05-18T01:23:17.053523+00:00"},{"alias_kind":"pith_short_12","alias_value":"BY75TFN2AU7H","created_at":"2026-05-18T12:27:01.376967+00:00"},{"alias_kind":"pith_short_16","alias_value":"BY75TFN2AU7H2PAH","created_at":"2026-05-18T12:27:01.376967+00:00"},{"alias_kind":"pith_short_8","alias_value":"BY75TFN2","created_at":"2026-05-18T12:27:01.376967+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/BY75TFN2AU7H2PAHGLGQ4EYJU3","json":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3.json","graph_json":"https://pith.science/api/pith-number/BY75TFN2AU7H2PAHGLGQ4EYJU3/graph.json","events_json":"https://pith.science/api/pith-number/BY75TFN2AU7H2PAHGLGQ4EYJU3/events.json","paper":"https://pith.science/paper/BY75TFN2"},"agent_actions":{"view_html":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3","download_json":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3.json","view_paper":"https://pith.science/paper/BY75TFN2","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1212.6732&json=true","fetch_graph":"https://pith.science/api/pith-number/BY75TFN2AU7H2PAHGLGQ4EYJU3/graph.json","fetch_events":"https://pith.science/api/pith-number/BY75TFN2AU7H2PAHGLGQ4EYJU3/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3/action/timestamp_anchor","attest_storage":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3/action/storage_attestation","attest_author":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3/action/author_attestation","sign_citation":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3/action/citation_signature","submit_replication":"https://pith.science/pith/BY75TFN2AU7H2PAHGLGQ4EYJU3/action/replication_record"}},"created_at":"2026-05-18T01:23:17.053523+00:00","updated_at":"2026-05-18T01:23:17.053523+00:00"}