{"entities":{"Q1719648":{"pageid":1730389,"ns":120,"title":"Item:Q1719648","lastrevid":72263589,"modified":"2026-04-14T03:43:53Z","type":"item","id":"Q1719648","labels":{"en":{"language":"en","value":"Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7020261"}},"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":"Q1719648$38F2359C-BEF2-4AC8-B34C-8AD2443EA4AA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"951daa2f6c455b7d125fe37de4e312ff52585d52","datavalue":{"value":{"text":"Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1719648$B17FAD88-B66B-4958-B945-FBD0CFA12F98","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"febc79ecace98a3e3831001bc86239cddfc4e310","datavalue":{"value":"1431.91368","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$82AB6A6E-EC64-4556-BB61-41F7B0C6E11F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"98ba84ef290acfcce64916e43bd2c677cb9d9b68","datavalue":{"value":{"entity-type":"item","numeric-id":428366,"id":"Q428366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$751593C1-C2A9-4998-9829-061A4E3B407E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a6a418506ae1b2e2a0189003ccdee8319bb00b8b","datavalue":{"value":{"entity-type":"item","numeric-id":237798,"id":"Q237798"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$AEF81D1E-006A-4679-AAA6-C74428E02842","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"4ea9b2239105dd69bbdddae9454f76f5d412db35","datavalue":{"value":{"entity-type":"item","numeric-id":312993,"id":"Q312993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$18AD4FA5-0BA7-4048-AE24-EC0D6BAF4108","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"38576f39a6df37711cb397d1408ced7e3814cc6e","datavalue":{"value":{"entity-type":"item","numeric-id":62319,"id":"Q62319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$9207B6CE-EB9B-41B3-B4B9-5DE6B7B0CF98","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"077e337e44d36a16a2951a39313dbaacd1ca5176","datavalue":{"value":{"time":"+2019-02-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1719648$9C9C5E3F-03B7-4E40-A73A-A09F27F89BB3","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$2F3B21D9-39B3-4E82-A28B-1244218B4B9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$3ECB154B-86B3-425F-8D65-D8D356BE994B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$64B723A7-FE7C-40B2-8226-EBBE59A1A65B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d5e81ed4145fcf70d558fa77a2e933dd6a943ca0","datavalue":{"value":"7020261","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$E4A4A982-362C-4F88-B89D-790EC77B3766","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15985d2c69f9d48dbce1e4edb21a0935c22c9140","datavalue":{"value":"finance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1719648$A39438A3-6463-45F3-8227-F2BF09B6CDF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7e704990f96d703fd6386a6c9c5d043a5f1ee71","datavalue":{"value":"Merton's portfolio","type":"string"},"datatype":"string"},"type":"statement","id":"Q1719648$0EDAC63D-D560-4ACE-9C69-9EC7D80124E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"253783bb5774189cca8d66be517c2d47bd5c1ddf","datavalue":{"value":"stochastic control problems","type":"string"},"datatype":"string"},"type":"statement","id":"Q1719648$44EB8C57-6481-4803-8339-621C65D27283","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"23ddd5a3291317d9813ef947251f3f144ea8d519","datavalue":{"value":"shadow prices","type":"string"},"datatype":"string"},"type":"statement","id":"Q1719648$A5BE8F5D-3E0E-48BB-B127-BE7EF0B22AE1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a75152fe1f1b7e50bc4004c5eaaee986aedf529f","datavalue":{"value":"trading costs","type":"string"},"datatype":"string"},"type":"statement","id":"Q1719648$41C021F8-FE59-4A6B-9AA9-82BE62CEEF17","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":"Q1719648$7398DCF7-1038-4D8B-9FD9-7F8F3F55A08F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bd3787eed63826c8520e31f07ddeb295be0637ed","datavalue":{"value":"https://doi.org/10.1016/j.ejor.2018.12.022","type":"string"},"datatype":"url"},"type":"statement","id":"Q1719648$3669875A-629D-4401-A1B0-8F87F14164AF","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0f2c6eb679f97b061d3e86020376b839c93c7b44","datavalue":{"value":"W2906547263","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$867CC128-2653-4CC7-94F3-89F467C9747C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7160e7023051ff37eae28bb92c273deec2bff10f","datavalue":{"value":{"entity-type":"item","numeric-id":299877,"id":"Q299877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$69C42F0D-0C89-4038-9B34-B4A141058886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bcaa0bd05b232c1a3eb3c58f714274fc81a773af","datavalue":{"value":{"entity-type":"item","numeric-id":1776006,"id":"Q1776006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$247CDAAE-3391-47D2-A928-7138FD52B760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c10533625160942bd957c83d1c613ef8593d0876","datavalue":{"value":{"entity-type":"item","numeric-id":650751,"id":"Q650751"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$A76F5AD8-D135-43F0-AB71-3178F7D0F190","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fe1459685b1666d61b7c9c651c668e1ab48ccfee","datavalue":{"value":{"entity-type":"item","numeric-id":1698925,"id":"Q1698925"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$5A56E225-F420-4A71-8ECC-AB7B5FFE34CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03e1797d26407c9848a19dee089334c03b12502b","datavalue":{"value":{"entity-type":"item","numeric-id":2575852,"id":"Q2575852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$0305C9F6-08F5-4DD8-8844-372B659A3FF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33119241430ae0ac69caf8ffa32a53ba23fa7ed5","datavalue":{"value":{"entity-type":"item","numeric-id":5283399,"id":"Q5283399"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$9431C437-113A-48E9-9845-0641AE0CA796","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b8625592725279b71385d06ce871f17be5adc1b7","datavalue":{"value":{"entity-type":"item","numeric-id":5749130,"id":"Q5749130"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$009BED6F-12EC-44F9-8768-7C6052B6A1A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd40dbb76fa897dafc7b57b9f8e583d4149e48b9","datavalue":{"value":{"entity-type":"item","numeric-id":1877521,"id":"Q1877521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$D010AA44-2C28-4E8B-A9CE-D1374ABF8892","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2078abf85a5b3e9b8b63bfd9c91139dec8dddbf","datavalue":{"value":{"entity-type":"item","numeric-id":4663338,"id":"Q4663338"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$96B91EE5-187F-40DF-8096-1DB117A9BE20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88d14402decef2b03f0f69429e33cf2b8886ec58","datavalue":{"value":{"entity-type":"item","numeric-id":990383,"id":"Q990383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$03D8B1E0-FA2F-4998-A834-EB0DBCD9AE43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd5b86557326152b97e0ae30d90aeeab37861065","datavalue":{"value":{"entity-type":"item","numeric-id":3760262,"id":"Q3760262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$B84C0AEA-8231-4B02-BDF9-5800406EF20F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"35d5fc3abc77613b51660451633f65fd06726b17","datavalue":{"value":{"entity-type":"item","numeric-id":1785239,"id":"Q1785239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$CAA6D4C2-8F01-4850-8305-CB63D2216CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9bdb2cc17e0a6cabbe829a8ebf8e7b3daa003ae4","datavalue":{"value":{"entity-type":"item","numeric-id":1038346,"id":"Q1038346"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$AA72AD15-12FD-4255-BF35-670E8A6AAF88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de9370a09b25939ae4d90e182c77ef71dccb0fe","datavalue":{"value":{"entity-type":"item","numeric-id":140187,"id":"Q140187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$0D5AFB36-01CC-4A46-9A75-5B5A19CBE640","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3be3c20c64787864f48aa0ce4ca322a6231210f4","datavalue":{"value":{"entity-type":"item","numeric-id":4435813,"id":"Q4435813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$6B9A6D85-5419-4B74-A934-D645EB842F21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4787b5b2ee070a8c5c462bb3ac7f05f7f4a2fa62","datavalue":{"value":{"entity-type":"item","numeric-id":1111453,"id":"Q1111453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1719648$55680E39-B4B6-4096-8EE6-A0DE2A07394B","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"b020fe867a7f7a8a86cfe53c3a39fa5a35e5149b","datavalue":{"value":"Q128690036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$117A0F32-6A59-466E-9B52-C5ABF196D98C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9c2bc1ce4278c1b8b03a863e494e21b18ba2300c","datavalue":{"value":"10.1016/J.EJOR.2018.12.022","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1719648$2F190A3F-2916-4F39-A65C-DAAB60DFEE0B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"80f29d3c96a407cf11b491c9891f1aed9aabff17","datavalue":{"value":{"entity-type":"item","numeric-id":990383,"id":"Q990383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c3e0351846ac7d76ef1a7aae1b87879142e65901","datavalue":{"value":{"amount":"+0.8190450668334961","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1719648$E7B72FC6-4093-4816-94C8-533A272E0D18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"63996c2d0a3d19724684cfda338af7abc1a9ab1a","datavalue":{"value":{"entity-type":"item","numeric-id":1926415,"id":"Q1926415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cfd67ed39c73419f71012c67ace81a1ee3bde0a3","datavalue":{"value":{"amount":"+0.7992324829101562","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":"Q1719648$8E928A51-C98A-44C1-ADF3-7B21C24B443B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71579ab490e856501b5755b18ecc2524edeeadb9","datavalue":{"value":{"entity-type":"item","numeric-id":5204851,"id":"Q5204851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7fc0a9e63bcd83f9b394c9a8ff9c6585ec3d1283","datavalue":{"value":{"amount":"+0.7897858619689941","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":"Q1719648$06690362-AB3E-43F1-A3BF-C3623EEEB0BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4aabb63340aa8d0d04f20f4bea08cdfaf3648a42","datavalue":{"value":{"entity-type":"item","numeric-id":4675662,"id":"Q4675662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d972b8acb88e7d6f3f9b6fc734d2b2abd11b511","datavalue":{"value":{"amount":"+0.788610577583313","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":"Q1719648$81387BBD-5515-4C3E-A78B-BE2F960BF62E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7366d9cb7de8464fc2541bf9532e1ee7e0cd9a3a","datavalue":{"value":{"entity-type":"item","numeric-id":2358298,"id":"Q2358298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"11d36c0acbd6fc2e5bf5f9922d3fd7c235cde104","datavalue":{"value":{"amount":"+0.7822187542915344","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1719648$B823BEF0-A3E7-4E46-982E-FDB32C86A182","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Merton's portfolio problem including market frictions: a closed-form formula supporting the shadow price approach","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Merton%27s_portfolio_problem_including_market_frictions:_a_closed-form_formula_supporting_the_shadow_price_approach"}}}}}