{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2017:YZEJBMREX3EKKV2XCMTTFLHYCZ","short_pith_number":"pith:YZEJBMRE","canonical_record":{"source":{"id":"1701.02958","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-01-11T13:00:19Z","cross_cats_sorted":[],"title_canon_sha256":"30f87a936c66e746c754c1e1ab55cacd80592e274a3a00c62fd776840d3f939c","abstract_canon_sha256":"20f94104723c7208d3170b259675b0b59c101f932efcb453aad5eff834e32b77"},"schema_version":"1.0"},"canonical_sha256":"c64890b224bec8a55757132732acf8164a97bdd72d1b8d9e21292a2f2ccdde98","source":{"kind":"arxiv","id":"1701.02958","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1701.02958","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"arxiv_version","alias_value":"1701.02958v1","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.02958","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"pith_short_12","alias_value":"YZEJBMREX3EK","created_at":"2026-05-18T12:31:59Z"},{"alias_kind":"pith_short_16","alias_value":"YZEJBMREX3EKKV2X","created_at":"2026-05-18T12:31:59Z"},{"alias_kind":"pith_short_8","alias_value":"YZEJBMRE","created_at":"2026-05-18T12:31:59Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2017:YZEJBMREX3EKKV2XCMTTFLHYCZ","target":"record","payload":{"canonical_record":{"source":{"id":"1701.02958","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-01-11T13:00:19Z","cross_cats_sorted":[],"title_canon_sha256":"30f87a936c66e746c754c1e1ab55cacd80592e274a3a00c62fd776840d3f939c","abstract_canon_sha256":"20f94104723c7208d3170b259675b0b59c101f932efcb453aad5eff834e32b77"},"schema_version":"1.0"},"canonical_sha256":"c64890b224bec8a55757132732acf8164a97bdd72d1b8d9e21292a2f2ccdde98","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T00:52:59.733806Z","signature_b64":"ctgRduew2IHQ9KnlesP9OJTp7tMf0idvmnzEnwHAWNnZghoB4me1NE9ZrR9HYuyVIVzhgRuH+dfP9jNReI2HCg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"c64890b224bec8a55757132732acf8164a97bdd72d1b8d9e21292a2f2ccdde98","last_reissued_at":"2026-05-18T00:52:59.733155Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T00:52:59.733155Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"1701.02958","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:52:59Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"Z1y+0Y67J6uKAT9KpIOJH+o1axfkyjCRp08FkMb+paD3dPSSb9c2W1Gruyfpyuoyn8Y+M8u/L7cuyYtruPffBA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-21T09:31:48.946611Z"},"content_sha256":"465f7000b37b991786ce987da69a84fb86ee81d3fb7e34489ffe300d224956d7","schema_version":"1.0","event_id":"sha256:465f7000b37b991786ce987da69a84fb86ee81d3fb7e34489ffe300d224956d7"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2017:YZEJBMREX3EKKV2XCMTTFLHYCZ","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Robust Portfolio Optimisation with Specified Competitors","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.PM","authors_text":"Daniel Fenn, Gon\\c{c}alo Sim\\~oes, Mark McDonald, Raphael Hauser, Stacy Williams","submitted_at":"2017-01-11T13:00:19Z","abstract_excerpt":"We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market practices than other approaches suggested in the literature. In addition, they are given the choice of simply adding an extra constraint to their optimisation problem instead of outright changing the objective function, as is commonly suggested in the literature. We illustrate the benefits of this approach by applying it to equity portfolios in a variety of regio"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.02958","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"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T00:52:59Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"WeGRB39YLAaDeI0xKnxQQkvyHTAcEHbZILfFQ3gNcGw6HZJDJ91DFKKjdFlSJCQpJaRIsM3bziIFBOUYyWPmCA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-21T09:31:48.946960Z"},"content_sha256":"abf7e3d2c2ab4c62c7ed76970f3e0ddd6c49e502da35c8674e269d6711cc509e","schema_version":"1.0","event_id":"sha256:abf7e3d2c2ab4c62c7ed76970f3e0ddd6c49e502da35c8674e269d6711cc509e"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/bundle.json","state_url":"https://pith.science/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/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":"2026-06-21T09:31:48Z","links":{"resolver":"https://pith.science/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ","bundle":"https://pith.science/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/bundle.json","state":"https://pith.science/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/state.json","well_known_bundle":"https://pith.science/.well-known/pith/YZEJBMREX3EKKV2XCMTTFLHYCZ/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2017:YZEJBMREX3EKKV2XCMTTFLHYCZ","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":"20f94104723c7208d3170b259675b0b59c101f932efcb453aad5eff834e32b77","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-01-11T13:00:19Z","title_canon_sha256":"30f87a936c66e746c754c1e1ab55cacd80592e274a3a00c62fd776840d3f939c"},"schema_version":"1.0","source":{"id":"1701.02958","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"1701.02958","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"arxiv_version","alias_value":"1701.02958v1","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1701.02958","created_at":"2026-05-18T00:52:59Z"},{"alias_kind":"pith_short_12","alias_value":"YZEJBMREX3EK","created_at":"2026-05-18T12:31:59Z"},{"alias_kind":"pith_short_16","alias_value":"YZEJBMREX3EKKV2X","created_at":"2026-05-18T12:31:59Z"},{"alias_kind":"pith_short_8","alias_value":"YZEJBMRE","created_at":"2026-05-18T12:31:59Z"}],"graph_snapshots":[{"event_id":"sha256:abf7e3d2c2ab4c62c7ed76970f3e0ddd6c49e502da35c8674e269d6711cc509e","target":"graph","created_at":"2026-05-18T00:52:59Z","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":"We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market practices than other approaches suggested in the literature. In addition, they are given the choice of simply adding an extra constraint to their optimisation problem instead of outright changing the objective function, as is commonly suggested in the literature. We illustrate the benefits of this approach by applying it to equity portfolios in a variety of regio","authors_text":"Daniel Fenn, Gon\\c{c}alo Sim\\~oes, Mark McDonald, Raphael Hauser, Stacy Williams","cross_cats":[],"headline":"","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-01-11T13:00:19Z","title":"Robust Portfolio Optimisation with Specified Competitors"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1701.02958","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":"sha256:465f7000b37b991786ce987da69a84fb86ee81d3fb7e34489ffe300d224956d7","target":"record","created_at":"2026-05-18T00:52:59Z","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":"20f94104723c7208d3170b259675b0b59c101f932efcb453aad5eff834e32b77","cross_cats_sorted":[],"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.PM","submitted_at":"2017-01-11T13:00:19Z","title_canon_sha256":"30f87a936c66e746c754c1e1ab55cacd80592e274a3a00c62fd776840d3f939c"},"schema_version":"1.0","source":{"id":"1701.02958","kind":"arxiv","version":1}},"canonical_sha256":"c64890b224bec8a55757132732acf8164a97bdd72d1b8d9e21292a2f2ccdde98","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"c64890b224bec8a55757132732acf8164a97bdd72d1b8d9e21292a2f2ccdde98","first_computed_at":"2026-05-18T00:52:59.733155Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T00:52:59.733155Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"ctgRduew2IHQ9KnlesP9OJTp7tMf0idvmnzEnwHAWNnZghoB4me1NE9ZrR9HYuyVIVzhgRuH+dfP9jNReI2HCg==","signature_status":"signed_v1","signed_at":"2026-05-18T00:52:59.733806Z","signed_message":"canonical_sha256_bytes"},"source_id":"1701.02958","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:465f7000b37b991786ce987da69a84fb86ee81d3fb7e34489ffe300d224956d7","sha256:abf7e3d2c2ab4c62c7ed76970f3e0ddd6c49e502da35c8674e269d6711cc509e"],"state_sha256":"7960ed56c57c6cdd3b6fef79dc79c1734e8bc8fa92dd81964e991a7fb26cb468"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"IDVpHfWuUmNeqRPFmVnmN2h62z0BaPn5cGSlfNl5CkqYn6WqWgLuBfu3LjqWOGOMilf4xczDwVw9J6hFm+pXCA==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-21T09:31:48.948978Z","bundle_sha256":"1d38144b07dc94a69f9f05cd82d9ee183d16adc88a8f0efd28f8d23b815655f3"}}