{"entities":{"Q1615814":{"pageid":1626554,"ns":120,"title":"Item:Q1615814","lastrevid":74159220,"modified":"2026-04-14T18:39:04Z","type":"item","id":"Q1615814","labels":{"en":{"language":"en","value":"Dynamic portfolio insurance strategies: risk management under Johnson distributions"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6969443"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$EE11C203-F1E9-4120-A756-3074EC421281","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"24a5f5a4889b37a407fbb3e696f93d46137215f3","datavalue":{"value":{"text":"Dynamic portfolio insurance strategies: risk management under Johnson distributions","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1615814$5FF4DB65-014A-4692-95A3-D88037300E18","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"febec58861a1318c2f61bca36dcc8b0cc6634114","datavalue":{"value":"1416.91356","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$7A632521-6584-4D46-A19B-14332D52946F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ad2cf4d4d520d5d41df3146d060060f0a23f7b91","datavalue":{"value":{"entity-type":"item","numeric-id":1615813,"id":"Q1615813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$C93F7776-DE4E-4983-9291-3C8DE429D664","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8f57d1123ebbbd10d621b3552a672e7729202712","datavalue":{"value":{"entity-type":"item","numeric-id":59875,"id":"Q59875"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$F20BF1C6-3204-4B92-847E-8869518CFABD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"91f1446dd2e948e5bd7c8b493f0c85fd16247dd7","datavalue":{"value":{"time":"+2018-10-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1615814$8E5184C6-DBAE-436C-8314-2C88265754A6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ab26e539dd7a00af68124fd50ec51fdae19a3454","datavalue":{"value":"https://faculty-research.ipag.edu/wp-content/uploads/recherche/WP/IPAG_WP_2014_329.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q1615814$A36AA2E0-4FFC-48F9-A58C-D45D47A0BFB6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$BDD7ED90-5E2B-4A8B-8ECF-317E573E65B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$C06492C6-4FBD-4596-A742-0D66329CF95E","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5036a3733933ce2ca0ab684178907344a800ec42","datavalue":{"value":"6969443","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$652E2880-2BF8-4469-8EAB-1305B054C6CA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f11a7ec8d57ed6bec933eebe65b3fb2779e9ff39","datavalue":{"value":"portfolio insurance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$53627DC0-F6EF-412F-A347-F184752E9123","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"42d939c282023a18300d7df07169d4b5b386949f","datavalue":{"value":"CPPI","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$F9D108D1-3AD3-4FF6-88FE-448340319EF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"814f9131e0dca55c5e57e5e5c03b99825af98937","datavalue":{"value":"hedge funds","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$314171A7-0C9B-43D2-BD82-838C53574B92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"697fc5e8c4d2d8cff9971334440fd8e356bd3928","datavalue":{"value":"Johnson distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$0CD3CB3F-4F84-4C6D-ABA6-FFDAE7D6D751","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8d72654ad79d6d1ee7d6c80cdc845fcdbf6a83f4","datavalue":{"value":"gap risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$C958FA64-0F9A-4976-BD0E-12BC1AF99378","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d73d322e7e25883828e0d75fee6e4a4f23c4ce10","datavalue":{"value":"VaR","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$907FD0ED-E2D8-4C6E-98E2-DA1FE9239CA6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d3975805ef5ee4c93d5be166453446c20a7cd2ea","datavalue":{"value":"CVaR","type":"string"},"datatype":"string"},"type":"statement","id":"Q1615814$C9242389-1F71-4BD1-AC74-0253F1EADD28","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4a5323a7071b5c883773c98ad2d9b5320c8bf539","datavalue":{"value":{"entity-type":"item","numeric-id":16137,"id":"Q16137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$2A7E162C-FDDE-4992-B1B9-70B0B124B743","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$9C027E4F-06EB-4001-9402-654E6A74A773","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$B4E8336E-C1A1-4D7D-A362-6B69F0284ADF","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"32949aab885f32dfc139ad830b0308842df74409","datavalue":{"value":"W2290907113","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$D80BBE39-3578-4ED3-B5FD-BD52DC627474","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"deca62cc629f8fb6775bb71e8d9ecf304a0121ef","datavalue":{"value":{"entity-type":"item","numeric-id":299885,"id":"Q299885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$DEE40C79-5E1F-4049-BDBF-2EB01989C829","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62972ffff65001fa66591f1d8a5a775a1bfd5563","datavalue":{"value":{"entity-type":"item","numeric-id":1200314,"id":"Q1200314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$784B2616-4753-48F1-BCDB-5B8034DD5F5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1c995f4afd2d86404f543f30a89d73994e1bb3a8","datavalue":{"value":{"entity-type":"item","numeric-id":1966379,"id":"Q1966379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$1A36A133-E444-4DA4-9916-7B5767602C1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"37cab23c40854455d6181b99f6df04e7f6b4acae","datavalue":{"value":{"entity-type":"item","numeric-id":1994618,"id":"Q1994618"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$C72C547A-A078-411F-8AA5-8E630DCFEB72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f640d0dff9d821ef0ed0b642ec89973d1133662","datavalue":{"value":{"entity-type":"item","numeric-id":3893118,"id":"Q3893118"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1615814$9625E029-199F-4B08-B1A4-A4D40F7DADB9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"374769c5a5fa598ff9c26c1bcd532cfa7838251d","datavalue":{"value":"10.1007/S10479-016-2121-8","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1615814$1507530A-1DA4-4479-AD96-791E4CCE4DA4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d9843f06110a6836de08f6c3415ba7831b6d91a6","datavalue":{"value":{"entity-type":"item","numeric-id":299885,"id":"Q299885"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a24645b81f41125765448c248cbf238f42296ee7","datavalue":{"value":{"amount":"+0.842066764831543","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1615814$5D6E7746-E4B2-413F-9E60-D9376385D35F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bdef7e8407b34a91170b1159c5535c6089a524e8","datavalue":{"value":{"entity-type":"item","numeric-id":1744530,"id":"Q1744530"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec702ba396703eaa73f408eaa246144f7b38ac20","datavalue":{"value":{"amount":"+0.8151469826698303","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1615814$A4CB8073-7789-4BF3-B376-7540F07BB4BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ca33f1cdf1d3d10d04f37626bd3f73020fe3189","datavalue":{"value":{"entity-type":"item","numeric-id":3393977,"id":"Q3393977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8d8329968ef40366fa6b028a4d98e22840e4e7ea","datavalue":{"value":{"amount":"+0.7983240485191345","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1615814$79CC99DB-3A33-4B9C-958D-BAA28575589A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"465723fbec6fa95124d1ff301d74132a87d4815f","datavalue":{"value":{"entity-type":"item","numeric-id":2320718,"id":"Q2320718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f282ed4992c73f1434f82aa42c634ba3c12534bc","datavalue":{"value":{"amount":"+0.7941799163818359","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1615814$B5B03D34-207E-4951-BFC5-70794E8DE4FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"33382d4fd13ea42428d894d60569a68d285c7774","datavalue":{"value":{"entity-type":"item","numeric-id":4683012,"id":"Q4683012"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"96f5e5add33f6c60393f81671fd9d0d15349b734","datavalue":{"value":{"amount":"+0.7914991974830627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1615814$54391CB2-E850-4D5A-8AF5-A43D47E29057","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Dynamic portfolio insurance strategies: risk management under Johnson distributions","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Dynamic_portfolio_insurance_strategies:_risk_management_under_Johnson_distributions"}}}}}