{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2014:LEDP5GLSRENQTPWE3MRTEOTIN2","short_pith_number":"pith:LEDP5GLS","schema_version":"1.0","canonical_sha256":"5906fe9972891b09bec4db23323a686ebcf11e9eddc966ddb7cb3222481ad151","source":{"kind":"arxiv","id":"1412.7647","version":1},"attestation_state":"computed","paper":{"title":"Tail Risk Constraints and Maximum Entropy","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Donald Geman, H\\'elyette Geman, Nassim Nicholas Taleb","submitted_at":"2014-12-24T12:10:11Z","abstract_excerpt":"In the world of modern financial theory, portfolio construction has traditionally operated under at least one of two central assumptions: the constraints are derived from a utility function and/or the multivariate probability distribution of the underlying asset returns is fully known. In practice, both the performance criteria and the informational structure are markedly different: risk-taking agents are mandated to build portfolios by primarily constraining the tails of the portfolio return to satisfy VaR, stress testing, or expected shortfall (CVaR) conditions, and are largely ignorant abou"},"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":"1412.7647","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.RM","submitted_at":"2014-12-24T12:10:11Z","cross_cats_sorted":[],"title_canon_sha256":"0f64fa465373c5c23075e0145f5eea2f90edfaadddd8c646b35ad4cc21cd3df4","abstract_canon_sha256":"880d00687c76955d5647d7bc419620d42f51b9777b9d715555b5dc746914f587"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-07-05T06:31:45.841244Z","signature_b64":"4K5ENFPBQqnVo/3/MtaM71lxMCxE3kYMewzgdHQqTywMLFWGmz80o7qTOVeyHLnr1siL81eA+5xcPH82EDAeDg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"5906fe9972891b09bec4db23323a686ebcf11e9eddc966ddb7cb3222481ad151","last_reissued_at":"2026-07-05T06:31:45.840876Z","signature_status":"signed_v1","first_computed_at":"2026-07-05T06:31:45.840876Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Tail Risk Constraints and Maximum Entropy","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.RM","authors_text":"Donald Geman, H\\'elyette Geman, Nassim Nicholas Taleb","submitted_at":"2014-12-24T12:10:11Z","abstract_excerpt":"In the world of modern financial theory, portfolio construction has traditionally operated under at least one of two central assumptions: the constraints are derived from a utility function and/or the multivariate probability distribution of the underlying asset returns is fully known. In practice, both the performance criteria and the informational structure are markedly different: risk-taking agents are mandated to build portfolios by primarily constraining the tails of the portfolio return to satisfy VaR, stress testing, or expected shortfall (CVaR) conditions, and are largely ignorant abou"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1412.7647","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":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/1412.7647/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"},"aliases":[{"alias_kind":"arxiv","alias_value":"1412.7647","created_at":"2026-07-05T06:31:45.840934+00:00"},{"alias_kind":"arxiv_version","alias_value":"1412.7647v1","created_at":"2026-07-05T06:31:45.840934+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1412.7647","created_at":"2026-07-05T06:31:45.840934+00:00"},{"alias_kind":"pith_short_12","alias_value":"LEDP5GLSRENQ","created_at":"2026-07-05T06:31:45.840934+00:00"},{"alias_kind":"pith_short_16","alias_value":"LEDP5GLSRENQTPWE","created_at":"2026-07-05T06:31:45.840934+00:00"},{"alias_kind":"pith_short_8","alias_value":"LEDP5GLS","created_at":"2026-07-05T06:31:45.840934+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/LEDP5GLSRENQTPWE3MRTEOTIN2","json":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2.json","graph_json":"https://pith.science/api/pith-number/LEDP5GLSRENQTPWE3MRTEOTIN2/graph.json","events_json":"https://pith.science/api/pith-number/LEDP5GLSRENQTPWE3MRTEOTIN2/events.json","paper":"https://pith.science/paper/LEDP5GLS"},"agent_actions":{"view_html":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2","download_json":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2.json","view_paper":"https://pith.science/paper/LEDP5GLS","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1412.7647&json=true","fetch_graph":"https://pith.science/api/pith-number/LEDP5GLSRENQTPWE3MRTEOTIN2/graph.json","fetch_events":"https://pith.science/api/pith-number/LEDP5GLSRENQTPWE3MRTEOTIN2/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2/action/timestamp_anchor","attest_storage":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2/action/storage_attestation","attest_author":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2/action/author_attestation","sign_citation":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2/action/citation_signature","submit_replication":"https://pith.science/pith/LEDP5GLSRENQTPWE3MRTEOTIN2/action/replication_record"}},"created_at":"2026-07-05T06:31:45.840934+00:00","updated_at":"2026-07-05T06:31:45.840934+00:00"}