{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2019:ZBVX77632NNQPPNM5TJ23ZTQRL","short_pith_number":"pith:ZBVX7763","canonical_record":{"source":{"id":"1908.04243","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-08-12T16:51:13Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"c2b7ab6e7955666a050af036ef7d26cce8cf522fa9d86cb95d19198b7fae04f8","abstract_canon_sha256":"c17eb6b52c784a8b98fe1991ce50b76f6773dce24c71d602d8fc94399432f819"},"schema_version":"1.0"},"canonical_sha256":"c86b7fffdbd35b07bdacecd3ade6708ad5d1d6ef6cacfc44134f6ef88773e7c8","source":{"kind":"arxiv","id":"1908.04243","version":3},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1908.04243","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"arxiv_version","alias_value":"1908.04243v3","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1908.04243","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_12","alias_value":"ZBVX77632NNQ","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_16","alias_value":"ZBVX77632NNQPPNM","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_8","alias_value":"ZBVX7763","created_at":"2026-07-05T06:01:54Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2019:ZBVX77632NNQPPNM5TJ23ZTQRL","target":"record","payload":{"canonical_record":{"source":{"id":"1908.04243","kind":"arxiv","version":3},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-08-12T16:51:13Z","cross_cats_sorted":["q-fin.ST"],"title_canon_sha256":"c2b7ab6e7955666a050af036ef7d26cce8cf522fa9d86cb95d19198b7fae04f8","abstract_canon_sha256":"c17eb6b52c784a8b98fe1991ce50b76f6773dce24c71d602d8fc94399432f819"},"schema_version":"1.0"},"canonical_sha256":"c86b7fffdbd35b07bdacecd3ade6708ad5d1d6ef6cacfc44134f6ef88773e7c8","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T06:01:54.377827Z","signature_b64":"PSOh2LoMj6D/yY1pk9/pw7vjoNcneLjHzOXN4p7fFYRvKkTXkeZpysFFx2nd0EiqMykdBn0++nyMJa+DU/JoAQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c86b7fffdbd35b07bdacecd3ade6708ad5d1d6ef6cacfc44134f6ef88773e7c8","last_reissued_at":"2026-07-05T06:01:54.377464Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T06:01:54.377464Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1908.04243","source_version":3,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T06:01:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"24XZtA0dDA/cLlsvO2W2Wn0FS2mYap9SkmWXUSLabpgMX1NaIBorHYMJE+UcWAPAA9ujAEAbK5rolASGDTNqDg==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-16T11:31:09.656083Z"},"content_sha256":"7bb0dd7eba10fe2485a5e062dd0183f50c22a09a59cb353b01ec5c0a38e44c43","schema_version":"1.0","event_id":"sha256:7bb0dd7eba10fe2485a5e062dd0183f50c22a09a59cb353b01ec5c0a38e44c43"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2019:ZBVX77632NNQPPNM5TJ23ZTQRL","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["q-fin.ST"],"primary_cat":"q-fin.PM","authors_text":"Erik Thors\\'en, Holger Dette, Nestor Parolya, Taras Bodnar","submitted_at":"2019-08-12T16:51:13Z","abstract_excerpt":"Optimal portfolio selection problems are determined by the (unknown) parameters of the data generating process. If an investor wants to realise the position suggested by the optimal portfolios, he/she needs to estimate the unknown parameters and to account for the parameter uncertainty in the decision process. Most often, the parameters of interest are the population mean vector and the population covariance matrix of the asset return distribution. In this paper, we characterise the exact sampling distribution of the estimated optimal portfolio weights and their characteristics. This is done b"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.04243","kind":"arxiv","version":3},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1908.04243/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-07-05T06:01:54Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"tlfxnbW5qitfvmKxgw6YjwzfTKNd70dyjgaL0gui9qKT/o9DuqenS7zIjAdGN2Dy2TskdlEJQ4EtsmYvXU9tAw==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-08-16T11:31:09.656632Z"},"content_sha256":"dd1391f05be162eb7df1143d81fbc1145f1cbbfdd257840f6bcecfc04fadef62","schema_version":"1.0","event_id":"sha256:dd1391f05be162eb7df1143d81fbc1145f1cbbfdd257840f6bcecfc04fadef62"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/bundle.json","state_url":"https://pith.science/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-08-16T11:31:09Z","links":{"resolver":"https://pith.science/pith/ZBVX77632NNQPPNM5TJ23ZTQRL","bundle":"https://pith.science/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/bundle.json","state":"https://pith.science/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/state.json","well_known_bundle":"https://pith.science/.well-known/pith/ZBVX77632NNQPPNM5TJ23ZTQRL/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2019:ZBVX77632NNQPPNM5TJ23ZTQRL","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":"c17eb6b52c784a8b98fe1991ce50b76f6773dce24c71d602d8fc94399432f819","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-08-12T16:51:13Z","title_canon_sha256":"c2b7ab6e7955666a050af036ef7d26cce8cf522fa9d86cb95d19198b7fae04f8"},"schema_version":"1.0","source":{"id":"1908.04243","kind":"arxiv","version":3}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1908.04243","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"arxiv_version","alias_value":"1908.04243v3","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1908.04243","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_12","alias_value":"ZBVX77632NNQ","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_16","alias_value":"ZBVX77632NNQPPNM","created_at":"2026-07-05T06:01:54Z"},{"alias_kind":"pith_short_8","alias_value":"ZBVX7763","created_at":"2026-07-05T06:01:54Z"}],"graph_snapshots":[{"event_id":"sha256:dd1391f05be162eb7df1143d81fbc1145f1cbbfdd257840f6bcecfc04fadef62","target":"graph","created_at":"2026-07-05T06:01:54Z","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"},"integrity":{"available":true,"clean":true,"detectors_run":[],"endpoint":"/pith/1908.04243/integrity.json","findings":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938","summary":{"advisory":0,"by_detector":{},"critical":0,"informational":0}},"paper":{"abstract_excerpt":"Optimal portfolio selection problems are determined by the (unknown) parameters of the data generating process. If an investor wants to realise the position suggested by the optimal portfolios, he/she needs to estimate the unknown parameters and to account for the parameter uncertainty in the decision process. Most often, the parameters of interest are the population mean vector and the population covariance matrix of the asset return distribution. In this paper, we characterise the exact sampling distribution of the estimated optimal portfolio weights and their characteristics. This is done b","authors_text":"Erik Thors\\'en, Holger Dette, Nestor Parolya, Taras Bodnar","cross_cats":["q-fin.ST"],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-08-12T16:51:13Z","title":"Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1908.04243","kind":"arxiv","version":3},"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":"sha256:7bb0dd7eba10fe2485a5e062dd0183f50c22a09a59cb353b01ec5c0a38e44c43","target":"record","created_at":"2026-07-05T06:01:54Z","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":"c17eb6b52c784a8b98fe1991ce50b76f6773dce24c71d602d8fc94399432f819","cross_cats_sorted":["q-fin.ST"],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2019-08-12T16:51:13Z","title_canon_sha256":"c2b7ab6e7955666a050af036ef7d26cce8cf522fa9d86cb95d19198b7fae04f8"},"schema_version":"1.0","source":{"id":"1908.04243","kind":"arxiv","version":3}},"canonical_sha256":"c86b7fffdbd35b07bdacecd3ade6708ad5d1d6ef6cacfc44134f6ef88773e7c8","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c86b7fffdbd35b07bdacecd3ade6708ad5d1d6ef6cacfc44134f6ef88773e7c8","first_computed_at":"2026-07-05T06:01:54.377464Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-07-05T06:01:54.377464Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"PSOh2LoMj6D/yY1pk9/pw7vjoNcneLjHzOXN4p7fFYRvKkTXkeZpysFFx2nd0EiqMykdBn0++nyMJa+DU/JoAQ==","signature_status":"signed_v1","signed_at":"2026-07-05T06:01:54.377827Z","signed_message":"canonical_sha256_bytes"},"source_id":"1908.04243","source_kind":"arxiv","source_version":3}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:7bb0dd7eba10fe2485a5e062dd0183f50c22a09a59cb353b01ec5c0a38e44c43","sha256:dd1391f05be162eb7df1143d81fbc1145f1cbbfdd257840f6bcecfc04fadef62"],"state_sha256":"33c606d402cc5d2938714c3a64a3d1cf1d8275c734479969110123cbf8cb603d"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"QZdaMfqIQv8S9mOhjwwFdyZPeA7S8EjugiD7sKKDGhZ2+YQbuaC8rrmoExiQEtk96JqrpIUFl9lMxX1KVMjDCg==","signed_message":"bundle_sha256_bytes","signed_at":"2026-08-16T11:31:09.662126Z","bundle_sha256":"a344e6f1c2f75bc37fff66e1e325a561e1b8f9b348cbaa0203ebf6c5ed09fa90"}}