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Pith Number

pith:V27A7LTB

pith:2015:V27A7LTBUM72Z2MB55WFFUHAO3
not attested not anchored not stored refs pending

Portfolio optimization for heavy-tailed assets: Extreme Risk Index vs. Markowitz

Georgi Mitov, Georg Mainik, Ludger R\"uschendorf

arxiv:1505.04045 v1 · 2015-05-15 · q-fin.PM · q-fin.RM

Add to your LaTeX paper
\usepackage{pith}
\pithnumber{V27A7LTBUM72Z2MB55WFFUHAO3}

Prints a linked badge after your title and injects PDF metadata. Compiles on arXiv. Learn more · Embed verified badge

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.
Receipt and verification
First computed 2026-05-18T02:09:40.334833Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

aebe0fae61a33face981ef6c52d0e076d593014da04432b66cdfe635babb5a49

Aliases

arxiv: 1505.04045 · arxiv_version: 1505.04045v1 · doi: 10.48550/arxiv.1505.04045 · pith_short_12: V27A7LTBUM72 · pith_short_16: V27A7LTBUM72Z2MB · pith_short_8: V27A7LTB
Agent API
Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/V27A7LTBUM72Z2MB55WFFUHAO3 \
  | 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: aebe0fae61a33face981ef6c52d0e076d593014da04432b66cdfe635babb5a49
Canonical record JSON
{
  "metadata": {
    "abstract_canon_sha256": "983539a17b4f9688063d022c4cb0c0d787858bb5d6b85336ff605ba39e17c9f9",
    "cross_cats_sorted": [
      "q-fin.RM"
    ],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "q-fin.PM",
    "submitted_at": "2015-05-15T12:16:43Z",
    "title_canon_sha256": "3fa38d4bb3065bed629217a4a27b5ea0deb8ae2139ba69c816662a0e0a6f8a57"
  },
  "schema_version": "1.0",
  "source": {
    "id": "1505.04045",
    "kind": "arxiv",
    "version": 1
  }
}