{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2024:QQJJTZQM7LXJJ6LPHX3DVG2ATZ","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":"ccc96e025ab3644ae9d2b72843fcf9cd04b3c4f164f124e7356ca41d1ef05354","cross_cats_sorted":["math.OC"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-10-17T00:27:46Z","title_canon_sha256":"3af4e9322a150df4a0bca992631a32a77f488b365a52b328a86318755af5cdfd"},"schema_version":"1.0","source":{"id":"2410.13103","kind":"arxiv","version":2}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"2410.13103","created_at":"2026-06-03T01:05:03Z"},{"alias_kind":"arxiv_version","alias_value":"2410.13103v2","created_at":"2026-06-03T01:05:03Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.2410.13103","created_at":"2026-06-03T01:05:03Z"},{"alias_kind":"pith_short_12","alias_value":"QQJJTZQM7LXJ","created_at":"2026-06-03T01:05:03Z"},{"alias_kind":"pith_short_16","alias_value":"QQJJTZQM7LXJJ6LP","created_at":"2026-06-03T01:05:03Z"},{"alias_kind":"pith_short_8","alias_value":"QQJJTZQM","created_at":"2026-06-03T01:05:03Z"}],"graph_snapshots":[{"event_id":"sha256:9416bfc441215ea6aefce54df23b8da31d9d2e127c2f05b830e2af25dbfb5c36","target":"graph","created_at":"2026-06-03T01:05:03Z","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/2410.13103/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"We are considering the problem of optimal portfolio delegation between an investor and a portfolio manager under a random default time. We focus on a novel variation of the Principal-Agent problem adapted to this framework. We address the challenge of an uncertain investment horizon caused by an exogenous random default time, after which neither the agent nor the principal can access the market. This uncertainty introduces significant complexities in analyzing the problem, requiring distinct mathematical approaches for two cases: when the random default time falls within the initial time frame","authors_text":"Alberto Gennaro, Thibaut Mastrolia","cross_cats":["math.OC"],"headline":"","license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-10-17T00:27:46Z","title":"Delegated portfolio management with random default"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2410.13103","kind":"arxiv","version":2},"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:bbfd16476cacadce27a15dafe915f1cf5332974259a81ed178566a41a316e505","target":"record","created_at":"2026-06-03T01:05:03Z","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":"ccc96e025ab3644ae9d2b72843fcf9cd04b3c4f164f124e7356ca41d1ef05354","cross_cats_sorted":["math.OC"],"license":"http://creativecommons.org/licenses/by/4.0/","primary_cat":"q-fin.MF","submitted_at":"2024-10-17T00:27:46Z","title_canon_sha256":"3af4e9322a150df4a0bca992631a32a77f488b365a52b328a86318755af5cdfd"},"schema_version":"1.0","source":{"id":"2410.13103","kind":"arxiv","version":2}},"canonical_sha256":"841299e60cfaee94f96f3df63a9b409e52770d06056809e8553a2083d847e2b3","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"841299e60cfaee94f96f3df63a9b409e52770d06056809e8553a2083d847e2b3","first_computed_at":"2026-06-03T01:05:03.696451Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-06-03T01:05:03.696451Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"iwFjY4PaIacG0NQouXu6q3ptKB/PLGJMYYptRNkwFqfy+sp0fOukYbJEUm8LWEF9S5qsqEo+Pb7M+c/Yo/VgDA==","signature_status":"signed_v1","signed_at":"2026-06-03T01:05:03.696906Z","signed_message":"canonical_sha256_bytes"},"source_id":"2410.13103","source_kind":"arxiv","source_version":2}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:bbfd16476cacadce27a15dafe915f1cf5332974259a81ed178566a41a316e505","sha256:9416bfc441215ea6aefce54df23b8da31d9d2e127c2f05b830e2af25dbfb5c36"],"state_sha256":"3df4c772d4f675f41999704e51ec222c8c6dfb3489f3c703180efac706dc4f30"}