{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2019:GXI4AL4OYIBQKFHLYH7PHCURN4","short_pith_number":"pith:GXI4AL4O","schema_version":"1.0","canonical_sha256":"35d1c02f8ec2030514ebc1fef38a916f3ba7c1f5e6bebc8370e4cc282296f96a","source":{"kind":"arxiv","id":"1907.11855","version":1},"attestation_state":"computed","paper":{"title":"SlideVaR: a risk measure with variable risk attitudes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Wentao Hu","submitted_at":"2019-07-27T06:44:30Z","abstract_excerpt":"To find a trade-off between profitability and prudence, financial practitioners need to choose appropriate risk measures. Two key points are: Firstly, investors' risk attitudes under uncertainty conditions should be an important reference for risk measures. Secondly, risk attitudes are not absolute. For different market performance, investors have different risk attitudes. We proposed a new risk measure named SlideVaR which sufficiently reflects the different subjective attitudes of investors and the impact of market changes on investors' attitudes. We proposed the concept of risk-tail region "},"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":"1907.11855","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2019-07-27T06:44:30Z","cross_cats_sorted":[],"title_canon_sha256":"70176b89a6c4c742509b03017e2325abdcb614528766abe886227de89b467c8d","abstract_canon_sha256":"df1afba9409146f0a881a554a3b08975e54152b8c2c4b7705d5e079532cbc021"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:39:22.813563Z","signature_b64":"naJcmQZKszaUeZ+ozNOzGmGeIXbJxLheLBDgYlC0YpwBmhvtC5MFArVK1jxgOS0LJyfp+KRTUh05SxNxWP1xBw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"35d1c02f8ec2030514ebc1fef38a916f3ba7c1f5e6bebc8370e4cc282296f96a","last_reissued_at":"2026-05-17T23:39:22.812883Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:39:22.812883Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"SlideVaR: a risk measure with variable risk attitudes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Wentao Hu","submitted_at":"2019-07-27T06:44:30Z","abstract_excerpt":"To find a trade-off between profitability and prudence, financial practitioners need to choose appropriate risk measures. Two key points are: Firstly, investors' risk attitudes under uncertainty conditions should be an important reference for risk measures. Secondly, risk attitudes are not absolute. For different market performance, investors have different risk attitudes. We proposed a new risk measure named SlideVaR which sufficiently reflects the different subjective attitudes of investors and the impact of market changes on investors' attitudes. We proposed the concept of risk-tail region "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1907.11855","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":"1907.11855","created_at":"2026-05-17T23:39:22.812970+00:00"},{"alias_kind":"arxiv_version","alias_value":"1907.11855v1","created_at":"2026-05-17T23:39:22.812970+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1907.11855","created_at":"2026-05-17T23:39:22.812970+00:00"},{"alias_kind":"pith_short_12","alias_value":"GXI4AL4OYIBQ","created_at":"2026-05-18T12:33:18.533446+00:00"},{"alias_kind":"pith_short_16","alias_value":"GXI4AL4OYIBQKFHL","created_at":"2026-05-18T12:33:18.533446+00:00"},{"alias_kind":"pith_short_8","alias_value":"GXI4AL4O","created_at":"2026-05-18T12:33:18.533446+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/GXI4AL4OYIBQKFHLYH7PHCURN4","json":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4.json","graph_json":"https://pith.science/api/pith-number/GXI4AL4OYIBQKFHLYH7PHCURN4/graph.json","events_json":"https://pith.science/api/pith-number/GXI4AL4OYIBQKFHLYH7PHCURN4/events.json","paper":"https://pith.science/paper/GXI4AL4O"},"agent_actions":{"view_html":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4","download_json":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4.json","view_paper":"https://pith.science/paper/GXI4AL4O","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1907.11855&json=true","fetch_graph":"https://pith.science/api/pith-number/GXI4AL4OYIBQKFHLYH7PHCURN4/graph.json","fetch_events":"https://pith.science/api/pith-number/GXI4AL4OYIBQKFHLYH7PHCURN4/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4/action/timestamp_anchor","attest_storage":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4/action/storage_attestation","attest_author":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4/action/author_attestation","sign_citation":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4/action/citation_signature","submit_replication":"https://pith.science/pith/GXI4AL4OYIBQKFHLYH7PHCURN4/action/replication_record"}},"created_at":"2026-05-17T23:39:22.812970+00:00","updated_at":"2026-05-17T23:39:22.812970+00:00"}