{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2018:6UXMG2SG3NEG44AJQRXC6QNEOO","short_pith_number":"pith:6UXMG2SG","schema_version":"1.0","canonical_sha256":"f52ec36a46db486e7009846e2f41a473a4bd38aa71bbf6246e3a6e834d4f86d4","source":{"kind":"arxiv","id":"1803.04213","version":2},"attestation_state":"computed","paper":{"title":"Robust utility maximization in markets with transaction costs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Huy N. Chau, Miklos Rasonyi","submitted_at":"2018-03-12T12:06:22Z","abstract_excerpt":"We consider a continuous-time market with proportional transaction costs. Under appropriate assumptions we prove the existence of optimal strategies for investors who maximize their worst-case utility over a class of possible models. We consider utility functions defined either on the positive axis or on the whole real line."},"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":"1803.04213","kind":"arxiv","version":2},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.MF","submitted_at":"2018-03-12T12:06:22Z","cross_cats_sorted":[],"title_canon_sha256":"c7730a0bd53a591e8a565f4dd68eff6569bd6c4c00618916b8337a69dbeb50e6","abstract_canon_sha256":"f28bf028eed1486acb238a1f85903be88f0a2a78a90e3d7b26d80bbc1015f6d2"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-17T23:59:01.876777Z","signature_b64":"NiZ8bJ0QwWpKSsSG/4mD5uNr/rklwist3kT0W0GXGZfwIVCeaXrAHjiVJNPlZoO7oeBF/gyU3hjCZtXTa/REBg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f52ec36a46db486e7009846e2f41a473a4bd38aa71bbf6246e3a6e834d4f86d4","last_reissued_at":"2026-05-17T23:59:01.876356Z","signature_status":"signed_v1","first_computed_at":"2026-05-17T23:59:01.876356Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Robust utility maximization in markets with transaction costs","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Huy N. Chau, Miklos Rasonyi","submitted_at":"2018-03-12T12:06:22Z","abstract_excerpt":"We consider a continuous-time market with proportional transaction costs. Under appropriate assumptions we prove the existence of optimal strategies for investors who maximize their worst-case utility over a class of possible models. We consider utility functions defined either on the positive axis or on the whole real line."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1803.04213","kind":"arxiv","version":2},"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":"1803.04213","created_at":"2026-05-17T23:59:01.876417+00:00"},{"alias_kind":"arxiv_version","alias_value":"1803.04213v2","created_at":"2026-05-17T23:59:01.876417+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1803.04213","created_at":"2026-05-17T23:59:01.876417+00:00"},{"alias_kind":"pith_short_12","alias_value":"6UXMG2SG3NEG","created_at":"2026-05-18T12:32:11.075285+00:00"},{"alias_kind":"pith_short_16","alias_value":"6UXMG2SG3NEG44AJ","created_at":"2026-05-18T12:32:11.075285+00:00"},{"alias_kind":"pith_short_8","alias_value":"6UXMG2SG","created_at":"2026-05-18T12:32:11.075285+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/6UXMG2SG3NEG44AJQRXC6QNEOO","json":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO.json","graph_json":"https://pith.science/api/pith-number/6UXMG2SG3NEG44AJQRXC6QNEOO/graph.json","events_json":"https://pith.science/api/pith-number/6UXMG2SG3NEG44AJQRXC6QNEOO/events.json","paper":"https://pith.science/paper/6UXMG2SG"},"agent_actions":{"view_html":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO","download_json":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO.json","view_paper":"https://pith.science/paper/6UXMG2SG","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1803.04213&json=true","fetch_graph":"https://pith.science/api/pith-number/6UXMG2SG3NEG44AJQRXC6QNEOO/graph.json","fetch_events":"https://pith.science/api/pith-number/6UXMG2SG3NEG44AJQRXC6QNEOO/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO/action/timestamp_anchor","attest_storage":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO/action/storage_attestation","attest_author":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO/action/author_attestation","sign_citation":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO/action/citation_signature","submit_replication":"https://pith.science/pith/6UXMG2SG3NEG44AJQRXC6QNEOO/action/replication_record"}},"created_at":"2026-05-17T23:59:01.876417+00:00","updated_at":"2026-05-17T23:59:01.876417+00:00"}