{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2013:Z4YVU6SHDYLAMK3FS4U44ZWK6W","short_pith_number":"pith:Z4YVU6SH","schema_version":"1.0","canonical_sha256":"cf315a7a471e16062b659729ce66caf5a8c0ec8fdebc6a666131f0cbb9ba6eb1","source":{"kind":"arxiv","id":"1307.0230","version":1},"attestation_state":"computed","paper":{"title":"Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Bruno Bouchard (CEREMADE, CREST)","submitted_at":"2013-06-30T18:49:01Z","abstract_excerpt":"The aim of these lectures at MITACS-PIMS-UBC Summer School in Risk Man- agement and Risk Sharing is to discuss risk controlled approaches for the pricing and hedging of financial risks. We will start with the classical dual approach for financial markets, which al- lows to rewrite super-hedging problems in terms of optimal control problems in standard form. Based on this, we shall then consider hedging and pricing prob- lems under utility or risk minimization criteria. This approach will turn out to be powerful whenever linear (or essentially linear) problems are considered, but not adapted to"},"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":"1307.0230","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"math.PR","submitted_at":"2013-06-30T18:49:01Z","cross_cats_sorted":[],"title_canon_sha256":"1ce33f02f2bf95652dd1b2de9cde3d68ba23a4341e0382a96d3373d43eb7bcd8","abstract_canon_sha256":"f577e260e7723bc40c1b8fbc59ada93c432af8c53d1503e962493d036b641185"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T03:19:33.913568Z","signature_b64":"5c5tEL/EaQjUu1un0BefVmB1CXWRnxa22VOLFCG+whfzlDkUUJiHhpw8pSgnrPqY1IDYwWe0eXmPEYPAoJuxCw==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"cf315a7a471e16062b659729ce66caf5a8c0ec8fdebc6a666131f0cbb9ba6eb1","last_reissued_at":"2026-05-18T03:19:33.913078Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T03:19:33.913078Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Portfolio management under risk contraints - Lectures given at MITACS-PIMS-UBC Summer School in Risk Management and Risk Sharing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Bruno Bouchard (CEREMADE, CREST)","submitted_at":"2013-06-30T18:49:01Z","abstract_excerpt":"The aim of these lectures at MITACS-PIMS-UBC Summer School in Risk Man- agement and Risk Sharing is to discuss risk controlled approaches for the pricing and hedging of financial risks. We will start with the classical dual approach for financial markets, which al- lows to rewrite super-hedging problems in terms of optimal control problems in standard form. Based on this, we shall then consider hedging and pricing prob- lems under utility or risk minimization criteria. This approach will turn out to be powerful whenever linear (or essentially linear) problems are considered, but not adapted to"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1307.0230","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":"1307.0230","created_at":"2026-05-18T03:19:33.913139+00:00"},{"alias_kind":"arxiv_version","alias_value":"1307.0230v1","created_at":"2026-05-18T03:19:33.913139+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1307.0230","created_at":"2026-05-18T03:19:33.913139+00:00"},{"alias_kind":"pith_short_12","alias_value":"Z4YVU6SHDYLA","created_at":"2026-05-18T12:28:09.283467+00:00"},{"alias_kind":"pith_short_16","alias_value":"Z4YVU6SHDYLAMK3F","created_at":"2026-05-18T12:28:09.283467+00:00"},{"alias_kind":"pith_short_8","alias_value":"Z4YVU6SH","created_at":"2026-05-18T12:28:09.283467+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/Z4YVU6SHDYLAMK3FS4U44ZWK6W","json":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W.json","graph_json":"https://pith.science/api/pith-number/Z4YVU6SHDYLAMK3FS4U44ZWK6W/graph.json","events_json":"https://pith.science/api/pith-number/Z4YVU6SHDYLAMK3FS4U44ZWK6W/events.json","paper":"https://pith.science/paper/Z4YVU6SH"},"agent_actions":{"view_html":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W","download_json":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W.json","view_paper":"https://pith.science/paper/Z4YVU6SH","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1307.0230&json=true","fetch_graph":"https://pith.science/api/pith-number/Z4YVU6SHDYLAMK3FS4U44ZWK6W/graph.json","fetch_events":"https://pith.science/api/pith-number/Z4YVU6SHDYLAMK3FS4U44ZWK6W/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W/action/timestamp_anchor","attest_storage":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W/action/storage_attestation","attest_author":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W/action/author_attestation","sign_citation":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W/action/citation_signature","submit_replication":"https://pith.science/pith/Z4YVU6SHDYLAMK3FS4U44ZWK6W/action/replication_record"}},"created_at":"2026-05-18T03:19:33.913139+00:00","updated_at":"2026-05-18T03:19:33.913139+00:00"}