{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2015:QGBQV74T4JAFZPCU6U5XBJ5XMH","short_pith_number":"pith:QGBQV74T","canonical_record":{"source":{"id":"1501.01573","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2015-01-07T17:47:42Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"245422ca75eed6e7b065749c5d64c9475dc1f7d164041fb940bcf581d9b410b7","abstract_canon_sha256":"dd51c54921c43371b904bc736f795131cd0681684c7c37f396535aab87f08056"},"schema_version":"1.0"},"canonical_sha256":"81830aff93e2405cbc54f53b70a7b761f043206bcb6e21cd405a6c36b62eb492","source":{"kind":"arxiv","id":"1501.01573","version":4},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1501.01573","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"arxiv_version","alias_value":"1501.01573v4","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1501.01573","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"pith_short_12","alias_value":"QGBQV74T4JAF","created_at":"2026-05-18T12:29:37Z"},{"alias_kind":"pith_short_16","alias_value":"QGBQV74T4JAFZPCU","created_at":"2026-05-18T12:29:37Z"},{"alias_kind":"pith_short_8","alias_value":"QGBQV74T","created_at":"2026-05-18T12:29:37Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2015:QGBQV74T4JAFZPCU6U5XBJ5XMH","target":"record","payload":{"canonical_record":{"source":{"id":"1501.01573","kind":"arxiv","version":4},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2015-01-07T17:47:42Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"245422ca75eed6e7b065749c5d64c9475dc1f7d164041fb940bcf581d9b410b7","abstract_canon_sha256":"dd51c54921c43371b904bc736f795131cd0681684c7c37f396535aab87f08056"},"schema_version":"1.0"},"canonical_sha256":"81830aff93e2405cbc54f53b70a7b761f043206bcb6e21cd405a6c36b62eb492","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:11:55.261716Z","signature_b64":"0BLg3sbx1REeAHItxt1TPWGg0mQgM7x3GC7ecSAteoO2xcIDdkf16dm0RZTxI5gra5E+yAUi9lCbzD0yhVGCDQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"81830aff93e2405cbc54f53b70a7b761f043206bcb6e21cd405a6c36b62eb492","last_reissued_at":"2026-05-18T01:11:55.261385Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:11:55.261385Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1501.01573","source_version":4,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:11:55Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"yjpWjxWP8Oq8/6EZ0BCvGruvb6nNUXT12aaI+QYop3EfIJ0Oylqb/BfUtgt6j9sEdGAmPqDhgPWyGqZ/gqqSCw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-08T18:21:39.215788Z"},"content_sha256":"93f149f3bf88b948eb0ddc88a3928b7923e0487f5767aabbc924c22de9036b39","schema_version":"1.0","event_id":"sha256:93f149f3bf88b948eb0ddc88a3928b7923e0487f5767aabbc924c22de9036b39"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2015:QGBQV74T4JAFZPCU6U5XBJ5XMH","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"The Temporal Dimension of Risk","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.PM","authors_text":"Ola Mahmoud","submitted_at":"2015-01-07T17:47:42Z","abstract_excerpt":"Multi-period measures of risk account for the path that the value of an investment portfolio takes. In the context of probabilistic risk measures, the focus has traditionally been on the magnitude of investment loss and not on the dimension associated with the passage of time. In this paper, the concept of temporal path-dependent risk measure is mathematically formalized to capture the risk associated with the temporal dimension of a stochastic process. We discuss the properties of temporal measures of risk and show that they can never be coherent. We then study the temporal dimension of inves"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1501.01573","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T01:11:55Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"0qAf5/26cmXWfi7OilEZMombVMA6xFvQo1a+T1jK+MukHJhH6wwAnKF1u1sLoDtXnL6L2giRsLQOkZ8XxaXABA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-08T18:21:39.216473Z"},"content_sha256":"7e0e95c09cef3b1b3c498b8f4a5c1f2f0cf448147a0e64f6a381aa8543b2b80f","schema_version":"1.0","event_id":"sha256:7e0e95c09cef3b1b3c498b8f4a5c1f2f0cf448147a0e64f6a381aa8543b2b80f"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/bundle.json","state_url":"https://pith.science/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/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":"2026-06-08T18:21:39Z","links":{"resolver":"https://pith.science/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH","bundle":"https://pith.science/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/bundle.json","state":"https://pith.science/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/state.json","well_known_bundle":"https://pith.science/.well-known/pith/QGBQV74T4JAFZPCU6U5XBJ5XMH/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2015:QGBQV74T4JAFZPCU6U5XBJ5XMH","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":"dd51c54921c43371b904bc736f795131cd0681684c7c37f396535aab87f08056","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2015-01-07T17:47:42Z","title_canon_sha256":"245422ca75eed6e7b065749c5d64c9475dc1f7d164041fb940bcf581d9b410b7"},"schema_version":"1.0","source":{"id":"1501.01573","kind":"arxiv","version":4}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1501.01573","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"arxiv_version","alias_value":"1501.01573v4","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1501.01573","created_at":"2026-05-18T01:11:55Z"},{"alias_kind":"pith_short_12","alias_value":"QGBQV74T4JAF","created_at":"2026-05-18T12:29:37Z"},{"alias_kind":"pith_short_16","alias_value":"QGBQV74T4JAFZPCU","created_at":"2026-05-18T12:29:37Z"},{"alias_kind":"pith_short_8","alias_value":"QGBQV74T","created_at":"2026-05-18T12:29:37Z"}],"graph_snapshots":[{"event_id":"sha256:7e0e95c09cef3b1b3c498b8f4a5c1f2f0cf448147a0e64f6a381aa8543b2b80f","target":"graph","created_at":"2026-05-18T01:11:55Z","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":"Multi-period measures of risk account for the path that the value of an investment portfolio takes. In the context of probabilistic risk measures, the focus has traditionally been on the magnitude of investment loss and not on the dimension associated with the passage of time. In this paper, the concept of temporal path-dependent risk measure is mathematically formalized to capture the risk associated with the temporal dimension of a stochastic process. We discuss the properties of temporal measures of risk and show that they can never be coherent. We then study the temporal dimension of inves","authors_text":"Ola Mahmoud","cross_cats":["q-fin.RM"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2015-01-07T17:47:42Z","title":"The Temporal Dimension of Risk"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1501.01573","kind":"arxiv","version":4},"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":"sha256:93f149f3bf88b948eb0ddc88a3928b7923e0487f5767aabbc924c22de9036b39","target":"record","created_at":"2026-05-18T01:11:55Z","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":"dd51c54921c43371b904bc736f795131cd0681684c7c37f396535aab87f08056","cross_cats_sorted":["q-fin.RM"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2015-01-07T17:47:42Z","title_canon_sha256":"245422ca75eed6e7b065749c5d64c9475dc1f7d164041fb940bcf581d9b410b7"},"schema_version":"1.0","source":{"id":"1501.01573","kind":"arxiv","version":4}},"canonical_sha256":"81830aff93e2405cbc54f53b70a7b761f043206bcb6e21cd405a6c36b62eb492","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"81830aff93e2405cbc54f53b70a7b761f043206bcb6e21cd405a6c36b62eb492","first_computed_at":"2026-05-18T01:11:55.261385Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T01:11:55.261385Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"0BLg3sbx1REeAHItxt1TPWGg0mQgM7x3GC7ecSAteoO2xcIDdkf16dm0RZTxI5gra5E+yAUi9lCbzD0yhVGCDQ==","signature_status":"signed_v1","signed_at":"2026-05-18T01:11:55.261716Z","signed_message":"canonical_sha256_bytes"},"source_id":"1501.01573","source_kind":"arxiv","source_version":4}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:93f149f3bf88b948eb0ddc88a3928b7923e0487f5767aabbc924c22de9036b39","sha256:7e0e95c09cef3b1b3c498b8f4a5c1f2f0cf448147a0e64f6a381aa8543b2b80f"],"state_sha256":"60fc1b71b938a70e77f73406fc034ec7838343ee47c8062b8a204b64f0125508"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"hgnNMDp2nSs2Y+SZh2TLsyCjRsvG+AxKeDr8C31NRNiiNrFA8C2fHzzs4JLdkj36wiJJtbwwqNafcoAIR9s6CQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-08T18:21:39.221122Z","bundle_sha256":"05a13c170f172c9314b3fa9ecd41247fcb84643c49beeaa7405a4cda97764b84"}}