{"entities":{"Q1947599":{"pageid":1958341,"ns":120,"title":"Item:Q1947599","lastrevid":57627615,"modified":"2026-03-31T16:33:40Z","type":"item","id":"Q1947599","labels":{"en":{"language":"en","value":"Stability of exponential utility maximization with respect to market perturbations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6156574"}},"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":"Q1947599$B2B0AEA6-1A36-4CB7-ACEB-025F87CC31B8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"df63443d7ded69ae423159bcae78080d485728c9","datavalue":{"value":{"text":"Stability of exponential utility maximization with respect to market perturbations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1947599$4F950581-C0B6-43D8-B14E-553E7031D071","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1b2fa2ff2377b5ade26f1dae762aeed8a1e97e6c","datavalue":{"value":"1272.91061","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$7F1B2761-367E-4EF6-8F7A-8C85B9FA4C26","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"96bf6131ee8ce3cc5012adeb4a1fd1424a59a8a1","datavalue":{"value":{"entity-type":"item","numeric-id":292919,"id":"Q292919"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1947599$2FE95ECB-BBB1-4103-B8D6-85FD8AB8D663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a1a1d79f29c10148508e044388844e2b7811e860","datavalue":{"value":{"entity-type":"item","numeric-id":1947598,"id":"Q1947598"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1947599$497EAB12-B8B2-4204-8DDF-F07511E502FF","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"0a7f38bff7197b9d5228d1d2cd340d5028d13b61","datavalue":{"value":{"entity-type":"item","numeric-id":61365,"id":"Q61365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1947599$BB99B2BB-4278-41B0-B502-867207A884B3","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"10ec1a02b984bda12dc726c60a586d113f811911","datavalue":{"value":{"time":"+2013-04-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1947599$D61F4ECB-6FFA-496E-9A80-6B428A97F878","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ec1e2b5ab6652c08caa9b977fe1b15a8bf8e9fee","datavalue":{"value":"https://arxiv.org/abs/1107.2716","type":"string"},"datatype":"url"},"type":"statement","id":"Q1947599$8715317D-3E30-4301-B832-ACB6483167BF","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"292b6abc8ff777bac49545e886672d9fe4640892","datavalue":{"value":"The authors provide a nice stability result for the problem of maximizing expected exponential utility; specifically, conditions under which convergence of markets implies the convergence of optimal terminal wealths as well as their expected utility. Two main ingredients are used in the proofs: a lower semi-continuity \\(V\\)-compactness criterion, and a uniform bound on the \\({\\mathrm{BMO}}_2\\)-norm of the underlying stochastic integrals.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$5BF8C3E2-36B9-4106-A7C6-4866F8F3F96C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$196037AD-B7CE-4FBD-B748-C8EA3A9C3B0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"662a15c969a3e9b9201184d54187bd341d8c9f5f","datavalue":{"value":"91B16","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$FB6F5424-68E4-4003-AB2C-CBE07A4BCE85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"54006f64703308f565a048b96b7c6d14d8f5c177","datavalue":{"value":"60G44","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$118D872D-5F31-46ED-B29A-531A42C8A51A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cacaf7abba23efb3d1b51fdfb2c0b7356a9a07a8","datavalue":{"value":"6156574","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$F75F0E49-6A3E-400A-948B-56B1536D2793","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"612cf80ac545017fcc8c017aa5fef203c441eaa2","datavalue":{"value":"utility maximization on the real line","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$C7681D4E-4ADD-44A9-8E25-607D029D6E2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d3af51203e6036d0a66296e5e5867968aa70b9de","datavalue":{"value":"continuous semi-martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$A26AC699-E1F7-400F-B597-B9AB3B08D6F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c83e911b3127f199b99acc6bef2e96d3ee54a4ef","datavalue":{"value":"stability with respect to market price of risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$37FB12DE-9CE2-4F9A-A3E2-DFEB47C0BB6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"88c727439b8f4c7fdb877f1f1f75bab1488bc805","datavalue":{"value":"BMO martingales","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$2FEE17AD-068D-4208-95D0-E197FD56A39D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34b7e781cab0df876240affd71713fc515a5bab8","datavalue":{"value":"\\(V\\)-compactness","type":"string"},"datatype":"string"},"type":"statement","id":"Q1947599$16BCE8A9-1BB4-4AA6-A2F2-8287839A85E4","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"0f7742dcc712f47f9c83641eb66393a36a46c0f6","datavalue":{"value":{"entity-type":"item","numeric-id":700225,"id":"Q700225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1947599$FB7CFEB0-F2FD-443F-9BBF-3771FC0FE602","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":"Q1947599$5357F64B-DA67-4BC3-8034-E3B94FF3466C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"41e57c36a1b32869ec27803bdaf85a1d3bd04b12","datavalue":{"value":"W2158193837","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$01025D12-AE73-4579-A9C9-5AA92C7277AC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"60dfc5675c3feac93e119e7f8827802114e68b21","datavalue":{"value":"10.1016/J.SPA.2012.12.007","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1947599$DA6F7104-04C7-4F36-BDC1-DE41F5860B1D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e122e2563a20c5692397a724d99c901f42c95bc","datavalue":{"value":{"entity-type":"item","numeric-id":2968273,"id":"Q2968273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ce2c5ad235832f93d1bac0ecdd681ba1667384ef","datavalue":{"value":{"amount":"+0.8802908658981323","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":"Q1947599$78C61F0C-7CD9-49B8-BC0B-3A59D6E19F93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"611dab5804ba4c5ade754d820ceb0e63c95db066","datavalue":{"value":{"entity-type":"item","numeric-id":287676,"id":"Q287676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f5376a37f404346ea5597d98e31d386137e4b61e","datavalue":{"value":{"amount":"+0.8628214001655579","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1947599$B88F1A5E-35C5-4D2D-ACDA-C95400EAC8C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93bbff5db70f854a1d3b5855970bc255e5c48e99","datavalue":{"value":{"entity-type":"item","numeric-id":2464849,"id":"Q2464849"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e5089dc0740c0e4fa5d4c274ade156b5fdbc11a","datavalue":{"value":{"amount":"+0.8587588667869568","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":"Q1947599$41E8F83B-D9C9-4833-A1CC-B29B58A45C50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c584eb6ed328c09a2c1d9f4ab0c93f88b2482060","datavalue":{"value":{"entity-type":"item","numeric-id":1999596,"id":"Q1999596"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ef02ef9ddc530050f0ae78c8ff96015907fd9eaa","datavalue":{"value":{"amount":"+0.8219214677810669","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1947599$B6F71AEE-0228-4BAB-B31F-63ED84491810","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ff905815a8ae0c772f3d1520e64206af2e178941","datavalue":{"value":{"entity-type":"item","numeric-id":2464860,"id":"Q2464860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7d18daf8435f214febe42dfae15c0d394ae13e0b","datavalue":{"value":{"amount":"+0.8213819265365601","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":"Q1947599$D3347A72-B435-4354-9130-1D6DE660B9FF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1947599","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1947599"}}}}}