Pith Number

pith:I7B63MGY

pith:2022:I7B63MGYVIRLSQHKE7XHC2SUFF

not attested not anchored not stored refs pending

Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model

Shunzhi Pang, Yuchen Li, Zongxia Liang

arxiv:2211.12168 v5 · 2022-11-22 · q-fin.MF

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Add to your LaTeX paper

\usepackage{pith}
\pithnumber{I7B63MGYVIRLSQHKE7XHC2SUFF}

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Record completeness

1 Bitcoin timestamp

2 Internet Archive

3 Author claim open · sign in to claim

4 Citations open

5 Replications open

✓ Portable graph bundle live · download bundle · merged state

The bundle contains the canonical record plus signed events. A mirror can host it anywhere and recompute the same current state with the deterministic merge algorithm.

Cited by

2 papers in Pith

Time-consistent portfolio selection with monotone mean-variance preferences

Dynamically optimal portfolios for monotone mean--variance preferences

Receipt and verification

First computed	2026-07-05T08:17:55.683387Z
Builder	pith-number-builder-2026-05-17-v1
Signature	Pith Ed25519 (`pith-v1-2026-05`) · public key
Schema	pith-number/v1.0

Canonical hash

47c3edb0d8aa22b940ea27ee716a54296cd48170fa3bb030b781f9f17cf5b1dc

Aliases

arxiv: 2211.12168 · arxiv_version: 2211.12168v5 · doi: 10.48550/arxiv.2211.12168 · pith_short_12: I7B63MGYVIRL · pith_short_16: I7B63MGYVIRLSQHK · pith_short_8: I7B63MGY

Agent API

Resolver JSON Graph JSON Events JSON Schema Signing key

Verify this Pith Number yourself

curl -sH 'Accept: application/ld+json' https://pith.science/pith/I7B63MGYVIRLSQHKE7XHC2SUFF \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 47c3edb0d8aa22b940ea27ee716a54296cd48170fa3bb030b781f9f17cf5b1dc

Canonical record JSON

{
  "metadata": {
    "abstract_canon_sha256": "9ccf99abffe011262891d567cee1bc4d86799c933c3774db0444a0f81e872fe9",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.MF",
    "submitted_at": "2022-11-22T10:51:25Z",
    "title_canon_sha256": "b0a34a11e1ab641a962231f67e596543e8ac4278a87bd919cb0e0fe71b7df728"
  },
  "schema_version": "1.0",
  "source": {
    "id": "2211.12168",
    "kind": "arxiv",
    "version": 5
  }
}