{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2019:RYKYWCI4R3GD4XQ6LWC5SR7N4I","short_pith_number":"pith:RYKYWCI4","schema_version":"1.0","canonical_sha256":"8e158b091c8ecc3e5e1e5d85d947ede21cdad7bad2feaec334ccd299fe631f7a","source":{"kind":"arxiv","id":"1904.01745","version":1},"attestation_state":"computed","paper":{"title":"Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"q-fin.MF","authors_text":"Moris S. Strub, Thaleia Zariphopoulou, Xue Dong He","submitted_at":"2019-04-03T02:29:54Z","abstract_excerpt":"We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of forward performance criteria with the time-inconsistency stemming from probability distortions. For this, we first propose two distinct definitions, one based on the preservation of performance value and the other on the time-consistency of policies and, in turn, establish their equivalence. We then fully characterize the viable class of probability distorti"},"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":"1904.01745","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2019-04-03T02:29:54Z","cross_cats_sorted":["q-fin.PM"],"title_canon_sha256":"4f5cfcc1b86c168dcaffc65e3e3d9687157b413f2c6cdf15cb0e75a60c87bc53","abstract_canon_sha256":"4d5deed37c21f43f5cdb4645046f6c528365e271b008c905a315a85a056405fe"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:49:29.832233Z","signature_b64":"uE7doBPB4+wpXtPGDXYIqCgq3rk9wKTAD2+UAg3SHz2pExQpX0WP6qyc7zJRGwqSimCtO1SArORicBd8XNjjDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8e158b091c8ecc3e5e1e5d85d947ede21cdad7bad2feaec334ccd299fe631f7a","last_reissued_at":"2026-05-17T23:49:29.831549Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:49:29.831549Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.PM"],"primary_cat":"q-fin.MF","authors_text":"Moris S. Strub, Thaleia Zariphopoulou, Xue Dong He","submitted_at":"2019-04-03T02:29:54Z","abstract_excerpt":"We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of forward performance criteria with the time-inconsistency stemming from probability distortions. For this, we first propose two distinct definitions, one based on the preservation of performance value and the other on the time-consistency of policies and, in turn, establish their equivalence. We then fully characterize the viable class of probability distorti"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1904.01745","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":"1904.01745","created_at":"2026-05-17T23:49:29.831676+00:00"},{"alias_kind":"arxiv_version","alias_value":"1904.01745v1","created_at":"2026-05-17T23:49:29.831676+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1904.01745","created_at":"2026-05-17T23:49:29.831676+00:00"},{"alias_kind":"pith_short_12","alias_value":"RYKYWCI4R3GD","created_at":"2026-05-18T12:33:27.125529+00:00"},{"alias_kind":"pith_short_16","alias_value":"RYKYWCI4R3GD4XQ6","created_at":"2026-05-18T12:33:27.125529+00:00"},{"alias_kind":"pith_short_8","alias_value":"RYKYWCI4","created_at":"2026-05-18T12:33:27.125529+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/RYKYWCI4R3GD4XQ6LWC5SR7N4I","json":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I.json","graph_json":"https://pith.science/api/pith-number/RYKYWCI4R3GD4XQ6LWC5SR7N4I/graph.json","events_json":"https://pith.science/api/pith-number/RYKYWCI4R3GD4XQ6LWC5SR7N4I/events.json","paper":"https://pith.science/paper/RYKYWCI4"},"agent_actions":{"view_html":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I","download_json":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I.json","view_paper":"https://pith.science/paper/RYKYWCI4","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1904.01745&json=true","fetch_graph":"https://pith.science/api/pith-number/RYKYWCI4R3GD4XQ6LWC5SR7N4I/graph.json","fetch_events":"https://pith.science/api/pith-number/RYKYWCI4R3GD4XQ6LWC5SR7N4I/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I/action/timestamp_anchor","attest_storage":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I/action/storage_attestation","attest_author":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I/action/author_attestation","sign_citation":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I/action/citation_signature","submit_replication":"https://pith.science/pith/RYKYWCI4R3GD4XQ6LWC5SR7N4I/action/replication_record"}},"created_at":"2026-05-17T23:49:29.831676+00:00","updated_at":"2026-05-17T23:49:29.831676+00:00"}