{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2018:CQW4ZOAYR3YN3BRDTPG2VXHSDY","short_pith_number":"pith:CQW4ZOAY","canonical_record":{"source":{"id":"1807.10694","kind":"arxiv","version":5},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-07-27T15:45:55Z","cross_cats_sorted":[],"title_canon_sha256":"43e2ababb99637ab8e146696a2bc82c70d09aef4e1c697094f2156b4a62f2b02","abstract_canon_sha256":"fe86b1636ae0c3601682dbdd5f36cfa9fa081ce7a04a53bf50c514e909c69035"},"schema_version":"1.0"},"canonical_sha256":"142dccb8188ef0dd86239bcdaadcf21e20e3a6281617f450d5edc9acc2d55a80","source":{"kind":"arxiv","id":"1807.10694","version":5},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1807.10694","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"arxiv_version","alias_value":"1807.10694v5","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1807.10694","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_12","alias_value":"CQW4ZOAYR3YN","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_16","alias_value":"CQW4ZOAYR3YN3BRD","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_8","alias_value":"CQW4ZOAY","created_at":"2026-07-05T02:12:38Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2018:CQW4ZOAYR3YN3BRDTPG2VXHSDY","target":"record","payload":{"canonical_record":{"source":{"id":"1807.10694","kind":"arxiv","version":5},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-07-27T15:45:55Z","cross_cats_sorted":[],"title_canon_sha256":"43e2ababb99637ab8e146696a2bc82c70d09aef4e1c697094f2156b4a62f2b02","abstract_canon_sha256":"fe86b1636ae0c3601682dbdd5f36cfa9fa081ce7a04a53bf50c514e909c69035"},"schema_version":"1.0"},"canonical_sha256":"142dccb8188ef0dd86239bcdaadcf21e20e3a6281617f450d5edc9acc2d55a80","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T02:12:38.720646Z","signature_b64":"0++lMMcbL+Yfs/7ymGJHSCeQ3nKO211+/p12wco/2P4Brb83NQdmHmAgg7dzV241u94Jgm028XHalD7hlZSdBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"142dccb8188ef0dd86239bcdaadcf21e20e3a6281617f450d5edc9acc2d55a80","last_reissued_at":"2026-07-05T02:12:38.720203Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T02:12:38.720203Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1807.10694","source_version":5,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T02:12:38Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"e4i/KZ6WM3Dy/d287BDDUXbYCziy0nIke40NUBqoZWpHqW5vEZoyOzJNkxlV2rVSZMaZeeCqv6vCCb7Tzz8VDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T08:26:53.067388Z"},"content_sha256":"f8721721e87e172985ea48f72040ba9033ff63188446d91fd0fbf4b99c5ed736","schema_version":"1.0","event_id":"sha256:f8721721e87e172985ea48f72040ba9033ff63188446d91fd0fbf4b99c5ed736"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2018:CQW4ZOAYR3YN3BRDTPG2VXHSDY","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Scalar multivariate risk measures with a single eligible asset","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Birgit Rudloff, Zachary Feinstein","submitted_at":"2018-07-27T15:45:55Z","abstract_excerpt":"In this paper we present results on scalar risk measures in markets with transaction costs. Such risk measures are defined as the minimal capital requirements in the cash asset. First, some results are provided on the dual representation of such risk measures, with particular emphasis given on the space of dual variables as (equivalent) martingale measures and prices consistent with the market model. Then, these dual representations are used to obtain the main results of this paper on time consistency for scalar risk measures in markets with frictions. It is well known from the superhedging ri"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1807.10694","kind":"arxiv","version":5},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1807.10694/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T02:12:38Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"pFnKIscLstQzzH4DSqSaA68jkgD6G3l783wdCNipaIMAghq88JxDKEzifc8o25zHhTq0g6j5O0XJyl7l7uNlBg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-07-07T08:26:53.067765Z"},"content_sha256":"5640da9f82d4915890503586cb843232cfb35b9ada6ca6ced9f9f87a0a0ba1d1","schema_version":"1.0","event_id":"sha256:5640da9f82d4915890503586cb843232cfb35b9ada6ca6ced9f9f87a0a0ba1d1"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/bundle.json","state_url":"https://pith.science/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-07-07T08:26:53Z","links":{"resolver":"https://pith.science/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY","bundle":"https://pith.science/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/bundle.json","state":"https://pith.science/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/state.json","well_known_bundle":"https://pith.science/.well-known/pith/CQW4ZOAYR3YN3BRDTPG2VXHSDY/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2018:CQW4ZOAYR3YN3BRDTPG2VXHSDY","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":"fe86b1636ae0c3601682dbdd5f36cfa9fa081ce7a04a53bf50c514e909c69035","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-07-27T15:45:55Z","title_canon_sha256":"43e2ababb99637ab8e146696a2bc82c70d09aef4e1c697094f2156b4a62f2b02"},"schema_version":"1.0","source":{"id":"1807.10694","kind":"arxiv","version":5}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1807.10694","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"arxiv_version","alias_value":"1807.10694v5","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1807.10694","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_12","alias_value":"CQW4ZOAYR3YN","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_16","alias_value":"CQW4ZOAYR3YN3BRD","created_at":"2026-07-05T02:12:38Z"},{"alias_kind":"pith_short_8","alias_value":"CQW4ZOAY","created_at":"2026-07-05T02:12:38Z"}],"graph_snapshots":[{"event_id":"sha256:5640da9f82d4915890503586cb843232cfb35b9ada6ca6ced9f9f87a0a0ba1d1","target":"graph","created_at":"2026-07-05T02:12:38Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1807.10694/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"In this paper we present results on scalar risk measures in markets with transaction costs. Such risk measures are defined as the minimal capital requirements in the cash asset. First, some results are provided on the dual representation of such risk measures, with particular emphasis given on the space of dual variables as (equivalent) martingale measures and prices consistent with the market model. Then, these dual representations are used to obtain the main results of this paper on time consistency for scalar risk measures in markets with frictions. It is well known from the superhedging ri","authors_text":"Birgit Rudloff, Zachary Feinstein","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-07-27T15:45:55Z","title":"Scalar multivariate risk measures with a single eligible asset"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1807.10694","kind":"arxiv","version":5},"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:f8721721e87e172985ea48f72040ba9033ff63188446d91fd0fbf4b99c5ed736","target":"record","created_at":"2026-07-05T02:12:38Z","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":"fe86b1636ae0c3601682dbdd5f36cfa9fa081ce7a04a53bf50c514e909c69035","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2018-07-27T15:45:55Z","title_canon_sha256":"43e2ababb99637ab8e146696a2bc82c70d09aef4e1c697094f2156b4a62f2b02"},"schema_version":"1.0","source":{"id":"1807.10694","kind":"arxiv","version":5}},"canonical_sha256":"142dccb8188ef0dd86239bcdaadcf21e20e3a6281617f450d5edc9acc2d55a80","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"142dccb8188ef0dd86239bcdaadcf21e20e3a6281617f450d5edc9acc2d55a80","first_computed_at":"2026-07-05T02:12:38.720203Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T02:12:38.720203Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"0++lMMcbL+Yfs/7ymGJHSCeQ3nKO211+/p12wco/2P4Brb83NQdmHmAgg7dzV241u94Jgm028XHalD7hlZSdBg==","signature_status":"signed_v1","signed_at":"2026-07-05T02:12:38.720646Z","signed_message":"canonical_sha256_bytes"},"source_id":"1807.10694","source_kind":"arxiv","source_version":5}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:f8721721e87e172985ea48f72040ba9033ff63188446d91fd0fbf4b99c5ed736","sha256:5640da9f82d4915890503586cb843232cfb35b9ada6ca6ced9f9f87a0a0ba1d1"],"state_sha256":"2455f778c1faafe0f8fc4b455321d607b89e8d32caf0fda09e7359396e34daff"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Ct0a1eXlVAnnGe9aCW20lhFmVVe60boyrwPezn5Y6MQMmy58JhHWgC2Dg5KvjaQNuP63Uc2IkzTdb+S066qqCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-07-07T08:26:53.069737Z","bundle_sha256":"fc717130a17ce7896d15261e796a164c6a5bbcae19aaafcd127f7defd164d9ea"}}