{"entities":{"Q2348484":{"pageid":2359227,"ns":120,"title":"Item:Q2348484","lastrevid":52280171,"modified":"2026-01-21T08:31:18Z","type":"item","id":"Q2348484","labels":{"en":{"language":"en","value":"Filtering and portfolio optimization with stochastic unobserved drift in asset returns"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6445477"}},"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":"Q2348484$AEE56164-3335-4360-ABEF-0DDEACBDB9CE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8e87645c5531c0faa7afc66ba6c0187067bfd82a","datavalue":{"value":{"text":"Filtering and portfolio optimization with stochastic unobserved drift in asset returns","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2348484$CAB750AE-C7B5-4328-93EB-E6418C2AC771","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bbd4db25010c6f4ec1a53373ccb79029327d655e","datavalue":{"value":"1321.91109","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$56BFBEAC-800A-482B-8EA7-237E77FB49C3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"82e9462344d8ee08eb0efb60c175b2d19ccc4d3f","datavalue":{"value":{"entity-type":"item","numeric-id":309155,"id":"Q309155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2348484$5E67D45D-5B7E-43A6-8078-5CDDA5444232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5d7fd0cbf6748d6d829a4beebbb8456dd6b1dcb0","datavalue":{"value":{"entity-type":"item","numeric-id":2152591,"id":"Q2152591"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2348484$FD0622AA-03AF-4F97-BEEE-C201EF1B7877","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9a7987b73f7e867999a4d744640fc9034b75442c","datavalue":{"value":{"entity-type":"item","numeric-id":309157,"id":"Q309157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2348484$E20EE1EC-3F28-475E-A0BA-B81FA4C7C57B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9cf451b851aebd4109d99aac6e336aba55d7981f","datavalue":{"value":{"entity-type":"item","numeric-id":259348,"id":"Q259348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2348484$2C44463A-0E2C-4BCA-ADD8-0F60AEBAC042","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"47dcba4a1d55c66be81a81703e99d27f8fb38378","datavalue":{"value":{"time":"+2015-06-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2348484$D9D808D9-BB60-497A-A7E8-21316E7446FB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$B4707A6F-2707-4144-862E-F011A1F7506F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8d3c102b5b56d5cea4c8f850db3444fbb0a19fba","datavalue":{"value":"60G35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$87B0C943-D324-4C65-A15C-B313B3652014","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6697538cb7a6024fa739eee05a1f012ecc891dc","datavalue":{"value":"35Q91","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$C049C08A-DBBB-4B52-B59B-2E9FCADDE321","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4f9ce7207377c3057af05a275234cbcb44769c35","datavalue":{"value":"35C20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$AC39F4F6-05AB-40B4-A0C0-5A9B47BE5CB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$7AB48D05-E546-462B-ABA0-35C534940D67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$F234FFB4-4F59-4F1A-BD07-C05C0842078A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$FE3F29D9-2F00-4315-BBBB-15EF2D06D7D8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"44c066ee2fb25ca577844935903369e7f489ca08","datavalue":{"value":"6445477","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$C940EC2C-D13B-4A66-9BCC-CB1FCC316A70","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7040d56c5c4b98f66a1443026a4f2557b0f9a344","datavalue":{"value":"portfolio optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q2348484$28BC6333-13DF-46EF-8FC4-530C02EDF64A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9d21ec545fb33c97c8e47c301264a2ba6289ddbf","datavalue":{"value":"filtering","type":"string"},"datatype":"string"},"type":"statement","id":"Q2348484$83802280-6722-4248-B30B-094A8D9BB4F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d733b22f9d3fd7cc282ad79b132383fe9779ac1","datavalue":{"value":"Hamilton-Jacobi-Bellman equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2348484$DB72B928-0C5F-410D-9108-02862CA101D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8511f3f781f17f466a8152dc1677c7fb8396c378","datavalue":{"value":"asymptotic approximations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2348484$3399F06E-801E-4F2C-B613-FACD290211F5","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":"Q2348484$8A5B4B76-543A-4F6B-99A2-83B708B8999F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a4ad73830a272c08ed892ba7212d7e366010f7b3","datavalue":{"value":"https://doi.org/10.4310/cms.2015.v13.n4.a5","type":"string"},"datatype":"url"},"type":"statement","id":"Q2348484$1FD1EBD6-88E1-4AF2-ADF5-81E53EF73EE8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"39da2885209a691753c11f85f0026303810502bc","datavalue":{"value":"W3124909925","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$890B30C9-644F-447B-9B9A-2C06D73A1914","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2e99814a40d745ad39c77f6c2051be832b863258","datavalue":{"value":"10.4310/CMS.2015.V13.N4.A5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2348484$887604FF-078A-465C-B106-01AA8BDDC647","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7f5554a5f5288139ccd523859e4edeaadb1f27be","datavalue":{"value":{"entity-type":"item","numeric-id":5697589,"id":"Q5697589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3d15f9de94ecc47f40f31e89b30264089f98fe9b","datavalue":{"value":{"amount":"+0.8148848414421082","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":"Q2348484$043432F9-26EC-4A47-92C3-FBDF09FC2A2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd9b6a99eb070cc6b97c430bc5b5784ef3fcdaa9","datavalue":{"value":{"entity-type":"item","numeric-id":3015770,"id":"Q3015770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"23ec3e8e434b42d29cc67c039662985f49ae2fd5","datavalue":{"value":{"amount":"+0.8105288147926331","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2348484$FAC406CE-9D01-41C4-8DB5-C219CBC3554C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70aded54c2187d7407656027f80973d71947a1c9","datavalue":{"value":{"entity-type":"item","numeric-id":5962146,"id":"Q5962146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"59c6a886f880f6a7d455fb72471d1e32a7d71882","datavalue":{"value":{"amount":"+0.7979850769042969","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":"Q2348484$7B12C182-8591-4F00-A9D5-ABC48410AC98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3082ad1f75553ee9438235bdf7e2c24c0a109b15","datavalue":{"value":{"entity-type":"item","numeric-id":2471734,"id":"Q2471734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fe0d936c5f4c8dc584efac178eb4b162aa088ac9","datavalue":{"value":{"amount":"+0.7975198030471802","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2348484$EFF9A3CD-A1EF-4C84-8758-7519A9432EED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"765f022201be63a53f167e7ee29989c59815a4a2","datavalue":{"value":{"entity-type":"item","numeric-id":1872462,"id":"Q1872462"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d945bfcdcad7ca79f3464d35600be230326316ac","datavalue":{"value":{"amount":"+0.7936469912528992","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":"Q2348484$62BD94E9-1115-4D49-9314-46D6D1A5908A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2348484","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2348484"}}}}}