{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:WYVDCMI2QZOVJZJK77KA6ZS2HE","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":"e5e93fe5eae98ad1b4db2bf335b9495ef34ae7b12912503c39f84a2e6ae0bec0","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-03-01T19:33:17Z","title_canon_sha256":"8edea8affecc2ea2711f7b97d7c56d10ae34e520f276a1c86286b0858b8c25c1"},"schema_version":"1.0","source":{"id":"1703.00476","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1703.00476","created_at":"2026-05-18T00:49:41Z"},{"alias_kind":"arxiv_version","alias_value":"1703.00476v1","created_at":"2026-05-18T00:49:41Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1703.00476","created_at":"2026-05-18T00:49:41Z"},{"alias_kind":"pith_short_12","alias_value":"WYVDCMI2QZOV","created_at":"2026-05-18T12:31:53Z"},{"alias_kind":"pith_short_16","alias_value":"WYVDCMI2QZOVJZJK","created_at":"2026-05-18T12:31:53Z"},{"alias_kind":"pith_short_8","alias_value":"WYVDCMI2","created_at":"2026-05-18T12:31:53Z"}],"graph_snapshots":[{"event_id":"sha256:b393bc32bb2ef350a6164270923d3f80aa0ec756c1fb3a85977335bbebb4787f","target":"graph","created_at":"2026-05-18T00:49:41Z","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":"In this paper the multivariate fractional trading ansatz of money management from Ralph Vince (Portfolio Management Formulas: Mathematical Trading Methods for the Futures, Options, and Stock Markets, John Wiley & Sons, Inc., 1990) is discussed. In particular, we prove existence and uniqueness of an optimal f of the respective optimization problem under reasonable assumptions on the trade return matrix. This result generalizes a similar result for the univariate fractional trading ansatz. Furthermore, our result guarantees that the multivariate optimal f solutions can always be found numericall","authors_text":"Andreas Hermes, Stanislaus Maier-Paape","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-03-01T19:33:17Z","title":"Existence and Uniqueness for the Multivariate Discrete Terminal Wealth Relative"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1703.00476","kind":"arxiv","version":1},"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:d38b9356ebd6c93db8712bc1f734985e51203b03768fd545007ea641d08363e3","target":"record","created_at":"2026-05-18T00:49:41Z","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":"e5e93fe5eae98ad1b4db2bf335b9495ef34ae7b12912503c39f84a2e6ae0bec0","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-03-01T19:33:17Z","title_canon_sha256":"8edea8affecc2ea2711f7b97d7c56d10ae34e520f276a1c86286b0858b8c25c1"},"schema_version":"1.0","source":{"id":"1703.00476","kind":"arxiv","version":1}},"canonical_sha256":"b62a31311a865d54e52affd40f665a391ff0cdc609b28115491d1260c38585ef","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"b62a31311a865d54e52affd40f665a391ff0cdc609b28115491d1260c38585ef","first_computed_at":"2026-05-18T00:49:41.558199Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:49:41.558199Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"8t/HGKcC2i3kD4HfWCityRDR6tSPI9qK+ilILnXNGZKEd8kqZ3SZqdEzD6GReIOUdp0oe9wSDVaPumq+BZseDg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:49:41.558713Z","signed_message":"canonical_sha256_bytes"},"source_id":"1703.00476","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:d38b9356ebd6c93db8712bc1f734985e51203b03768fd545007ea641d08363e3","sha256:b393bc32bb2ef350a6164270923d3f80aa0ec756c1fb3a85977335bbebb4787f"],"state_sha256":"1665bc18165d103da98e720eaddd4795e331c833e0217f0da375432be08a386f"}