{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2016:RACYG3HKQDPIEE3PDGDLRBSCK4","short_pith_number":"pith:RACYG3HK","schema_version":"1.0","canonical_sha256":"8805836cea80de82136f1986b886425731ca5be2e38e854d2509b30171777c97","source":{"kind":"arxiv","id":"1612.06133","version":1},"attestation_state":"computed","paper":{"title":"Optimal Investment under Information Driven Contagious Distress","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.PM","authors_text":"Agostino Capponi, Lijun Bo","submitted_at":"2016-12-19T11:34:28Z","abstract_excerpt":"We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks whose growth rates and distress intensities are driven by a hidden Markov chain, and also influenced by the distress state of the economy. We show that the optimal investment strategies depend on the gradient of value functions, recursively linked to each other via the distress states. We establish uniform bounds for the solutions to a sequence of approximation problems, show their convergence to t"},"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":"1612.06133","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2016-12-19T11:34:28Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"4d9cdd7ccbee774a825481fa1df1308c6f2bbc25682dae0e6082bab7ed560236","abstract_canon_sha256":"50e97fe5d80addde81324392ac6129a5ef586cb4968b0e60c92c9b4168769bac"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:54:45.860502Z","signature_b64":"bJ+xn4Rgux+8sXyxaLJ2DSN0tpPbpnb3bwUjOJHf+V81/JXfFWfUHsRYhFvsreFLfaqsls82wuwXG7F5dL7DCQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8805836cea80de82136f1986b886425731ca5be2e38e854d2509b30171777c97","last_reissued_at":"2026-05-18T00:54:45.860102Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:54:45.860102Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Optimal Investment under Information Driven Contagious Distress","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"q-fin.PM","authors_text":"Agostino Capponi, Lijun Bo","submitted_at":"2016-12-19T11:34:28Z","abstract_excerpt":"We introduce a dynamic optimization framework to analyze optimal portfolio allocations within an information driven contagious distress model. The investor allocates his wealth across several stocks whose growth rates and distress intensities are driven by a hidden Markov chain, and also influenced by the distress state of the economy. We show that the optimal investment strategies depend on the gradient of value functions, recursively linked to each other via the distress states. We establish uniform bounds for the solutions to a sequence of approximation problems, show their convergence to t"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1612.06133","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":"1612.06133","created_at":"2026-05-18T00:54:45.860163+00:00"},{"alias_kind":"arxiv_version","alias_value":"1612.06133v1","created_at":"2026-05-18T00:54:45.860163+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1612.06133","created_at":"2026-05-18T00:54:45.860163+00:00"},{"alias_kind":"pith_short_12","alias_value":"RACYG3HKQDPI","created_at":"2026-05-18T12:30:41.710351+00:00"},{"alias_kind":"pith_short_16","alias_value":"RACYG3HKQDPIEE3P","created_at":"2026-05-18T12:30:41.710351+00:00"},{"alias_kind":"pith_short_8","alias_value":"RACYG3HK","created_at":"2026-05-18T12:30:41.710351+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/RACYG3HKQDPIEE3PDGDLRBSCK4","json":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4.json","graph_json":"https://pith.science/api/pith-number/RACYG3HKQDPIEE3PDGDLRBSCK4/graph.json","events_json":"https://pith.science/api/pith-number/RACYG3HKQDPIEE3PDGDLRBSCK4/events.json","paper":"https://pith.science/paper/RACYG3HK"},"agent_actions":{"view_html":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4","download_json":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4.json","view_paper":"https://pith.science/paper/RACYG3HK","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1612.06133&json=true","fetch_graph":"https://pith.science/api/pith-number/RACYG3HKQDPIEE3PDGDLRBSCK4/graph.json","fetch_events":"https://pith.science/api/pith-number/RACYG3HKQDPIEE3PDGDLRBSCK4/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4/action/timestamp_anchor","attest_storage":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4/action/storage_attestation","attest_author":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4/action/author_attestation","sign_citation":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4/action/citation_signature","submit_replication":"https://pith.science/pith/RACYG3HKQDPIEE3PDGDLRBSCK4/action/replication_record"}},"created_at":"2026-05-18T00:54:45.860163+00:00","updated_at":"2026-05-18T00:54:45.860163+00:00"}