{"entities":{"Q2422355":{"pageid":2433098,"ns":120,"title":"Item:Q2422355","lastrevid":53450222,"modified":"2026-01-24T23:44:39Z","type":"item","id":"Q2422355","labels":{"en":{"language":"en","value":"Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7068065"}},"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":"Q2422355$6FE3DB0F-2C68-4B71-9211-FA8883CDBDF0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"517824ae06aee63b5f1e2a70ebfb57be99858e7d","datavalue":{"value":{"text":"Closed-form optimal portfolios of distributionally robust mean-CVaR problems with unknown mean and variance","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2422355$4F62A7DE-C0CF-4BCA-8A3C-FBFFEF3823A2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4461aed143e95271574cea3926e45885365711ab","datavalue":{"value":"1417.49032","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422355$D2282E56-11F0-44F3-B8F0-297ACF89E54E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e56ab8cd089a73503b5d81c591fa552ce18b3de8","datavalue":{"value":{"entity-type":"item","numeric-id":274964,"id":"Q274964"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$6F03A007-4762-43D6-A623-CDCD495B17D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3f6ada31e63cb40b24ac9e6eba602f8f950062f6","datavalue":{"value":{"entity-type":"item","numeric-id":326055,"id":"Q326055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$3B38B1B0-0D5F-4508-925F-3341FE732FC3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"395d921b4c6c4faf070f0fd30f12f90696a6dc07","datavalue":{"value":{"entity-type":"item","numeric-id":310352,"id":"Q310352"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$136728D5-9B91-4D65-9D47-642CBEAB33D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2de2e46410c1a8f304b3bf8b73d5982452e9a51d","datavalue":{"value":{"entity-type":"item","numeric-id":2059162,"id":"Q2059162"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$58A65BFF-48B4-4E70-93D5-16CF3DC67391","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"26e7ae313d93fb8f78524ce8d90a3561478c5c60","datavalue":{"value":{"entity-type":"item","numeric-id":162704,"id":"Q162704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$BFA0C6B5-C612-4782-ABFC-8B6800560F05","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"551e0aff091d2cc15feadd585ec6425ee05025eb","datavalue":{"value":{"time":"+2019-06-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2422355$09273144-6BEA-42FF-8DA3-4B8B88FA6B02","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422355$B72CF29D-A00D-42F2-BFB1-B3A8868D7385","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9fb62249fae718cb650d12c4ba99f15a281bf3c5","datavalue":{"value":"7068065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422355$42D66C81-1E78-4FBF-8AFB-1B5735526A30","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a50d44c67060076cf5184b05205359ab14154f98","datavalue":{"value":"distributionally robust optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422355$A0F5B8C1-87C6-4794-9D21-782455A0D70B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e5690cb63f60826f23ac89c11828ed5cae169b94","datavalue":{"value":"robust portfolio selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422355$76D48998-0411-47E3-8925-C390E5DE03C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"138093af74398292aea30a89a873931764b29b39","datavalue":{"value":"nested risk measure","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422355$42705E63-B00A-4D86-BDA3-2BBEF9CF2E52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f64ef9d84acd587306b6bdcdbdbbd6411a53d0b","datavalue":{"value":"conditional value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422355$A6AC7B0E-FAF5-40E8-946C-3E4B91C18549","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"df418f125932a2fea523a5700ca689a5fe1b10ec","datavalue":{"value":"closed-form solution","type":"string"},"datatype":"string"},"type":"statement","id":"Q2422355$6172498C-9769-4E8D-99CA-385D08D5EE1A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$D713ACFA-D434-4F4C-8A7A-D95D11ED2210","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"79b27c4b032ae641595b197184cfe326f2135370","datavalue":{"value":"https://doi.org/10.1007/s00245-017-9452-y","type":"string"},"datatype":"url"},"type":"statement","id":"Q2422355$07DBD39C-B7A9-411B-8482-AE1D1E9A85C6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"16e8ec5b6a4c93d851168c5c50e9313f92206b41","datavalue":{"value":"W2762196511","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422355$6453EE48-703A-4087-9F92-DE96F950CCF0","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e77c1f90dd8ae1418bf5446f6fc71a5906099286","datavalue":{"value":{"entity-type":"item","numeric-id":1434080,"id":"Q1434080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$DB10DB17-BE52-4664-95D5-461BC07CD0B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"af86ab898dd6cee1f45633f8c392f15657571440","datavalue":{"value":{"entity-type":"item","numeric-id":3182207,"id":"Q3182207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$3F8DDA20-EA67-47C8-A527-4D3F5CFF7053","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9708bf2f61d9e2676686dda4615417cab1668ab2","datavalue":{"value":{"entity-type":"item","numeric-id":3225916,"id":"Q3225916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$755303DA-5274-4209-BB4D-566EF9CC97D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab6864c055de75585dae9ea4b8d58406772d1ad1","datavalue":{"value":{"entity-type":"item","numeric-id":2934487,"id":"Q2934487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$00F6DE40-C417-4D23-9166-5D78AA362790","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a6830dcc5a09db5582f366471418cdf77d0015f","datavalue":{"value":{"entity-type":"item","numeric-id":3098258,"id":"Q3098258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$D9E3952E-0C3E-49D2-A193-47C2CC69DD6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f860cb00e11a272ac593cd265193e2c3213af9fb","datavalue":{"value":{"entity-type":"item","numeric-id":3637367,"id":"Q3637367"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$3DA0AE06-1DCE-4455-94E8-2D44F2C6486E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a71615970d35594657b9443c16c392ca782cc9f6","datavalue":{"value":{"entity-type":"item","numeric-id":3701317,"id":"Q3701317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$0CA27209-EA19-4461-B688-9E643B766840","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b707dbdfd1cb8da627c98006a1c293d361eb324","datavalue":{"value":{"entity-type":"item","numeric-id":5166259,"id":"Q5166259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$F19B643D-75A6-4F8B-815B-3B55805FB2B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9f4e86a2c40f67570f11d81b6b61ebb4544f7e5","datavalue":{"value":{"entity-type":"item","numeric-id":2707157,"id":"Q2707157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$91574893-53E5-4EAA-A429-65048816DAD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"38944757e19de34c8a186d17170196b725ee47a9","datavalue":{"value":{"entity-type":"item","numeric-id":1422378,"id":"Q1422378"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$534AEC7F-4C50-4119-AB4B-E6BE9AA70534","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"544da3704d7740d44758c9e13be96663f35bb61e","datavalue":{"value":{"entity-type":"item","numeric-id":3161743,"id":"Q3161743"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$E9AF6891-B53C-4E33-B819-B6393760D5C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb5fb1d4c32526a47c751bd1bdace80c203a556c","datavalue":{"value":{"entity-type":"item","numeric-id":287620,"id":"Q287620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$26163418-A571-4392-9898-9BBC586971E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7467525ad5d96f9044b60748dbffddf3e036632","datavalue":{"value":{"entity-type":"item","numeric-id":2724706,"id":"Q2724706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$3F074EAF-7EC2-45FB-ABF0-62A7EE89A5FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc6fa9024347c0182cdd4695e38cab0f60d04acf","datavalue":{"value":{"entity-type":"item","numeric-id":2355207,"id":"Q2355207"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$264A9738-5D88-4BAD-A9E3-44A3D9B9DA54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e01cce164719b278f13944c92712a1674693c2d2","datavalue":{"value":{"entity-type":"item","numeric-id":5423195,"id":"Q5423195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$7EC0C8EF-443B-4E06-B075-F77BADE482D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"81d35f96a44b83b0b30409b97c399f888c488f24","datavalue":{"value":{"entity-type":"item","numeric-id":2275569,"id":"Q2275569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$129E54A7-5FC0-4211-901E-7EEB1F6F909B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09ae38b5ee95b82767f25aeedbf8599b7444c8f4","datavalue":{"value":{"entity-type":"item","numeric-id":3643498,"id":"Q3643498"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$81CACF7F-439B-483F-9360-035495844870","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3e6d081bae637cb66d22044ac5b75d9f7fd36f6","datavalue":{"value":{"entity-type":"item","numeric-id":2706425,"id":"Q2706425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$6D119E67-0D4A-4C76-8ED6-AAEA6F4C2F71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"93303b07d634e95f9c7a1dd7b1afc755f4d95439","datavalue":{"value":{"entity-type":"item","numeric-id":2941425,"id":"Q2941425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$025E29F4-0AF5-42CF-B23E-36554C8C0B80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee3542c9a745e25fa12946bb00265fbf56881a32","datavalue":{"value":{"entity-type":"item","numeric-id":5543208,"id":"Q5543208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$4FA6C3DF-CBA4-4613-8D63-72272CDE9FA2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6036f524c3517e69dcf6553058f3bc18b18509c4","datavalue":{"value":{"entity-type":"item","numeric-id":3100415,"id":"Q3100415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2422355$CFBC89DE-8AD8-4198-9C2D-8477F0D17ACF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5f8cc86577c76f104da00f801dd389c3677647bb","datavalue":{"value":"10.1007/S00245-017-9452-Y","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2422355$3816D88E-D841-49F9-BEA0-52FAA7010AE1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7a5bd3b4b4d2fbf88a0d815262d5e88f74b860d7","datavalue":{"value":{"entity-type":"item","numeric-id":2810108,"id":"Q2810108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5beeacc68dcc69a8b6646f8249c4c0a3286a1b76","datavalue":{"value":{"amount":"+0.8484076857566833","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422355$EF3361CA-CAD2-47A9-90E9-490A24976D13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"745b650756b3d295b554486d861e9537f96fd217","datavalue":{"value":{"entity-type":"item","numeric-id":287620,"id":"Q287620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97da92b86179aaeb39cfd7752fd5b1a32c43e634","datavalue":{"value":{"amount":"+0.8363268375396729","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":"Q2422355$2D17E201-470C-43BA-8568-88E69C3338AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ecc080c53b607f06be48023197fb64545eb11e44","datavalue":{"value":{"entity-type":"item","numeric-id":1718537,"id":"Q1718537"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fce727549e181fb8f68798a96a79a0bda49ea966","datavalue":{"value":{"amount":"+0.823192834854126","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":"Q2422355$37057CFB-E5D0-4467-8596-26C087AFEDFE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"002e393f4bd442a8337226f53441626803a8044c","datavalue":{"value":{"entity-type":"item","numeric-id":1750392,"id":"Q1750392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"39db60eaba7263759cbb58ef9695a60c80a12dc2","datavalue":{"value":{"amount":"+0.8178105354309082","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2422355$C70CF144-739C-4DF5-953A-A1515F0231A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cc9669beafb829577ff5af24dc643f914ebbe369","datavalue":{"value":{"entity-type":"item","numeric-id":2349605,"id":"Q2349605"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a9b43a195c72f8031ea08607a67dc6c54b4d491d","datavalue":{"value":{"amount":"+0.8162257075309753","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":"Q2422355$9901F7EE-0A11-4874-8C0C-81BA3EAA1414","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2422355","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2422355"}}}}}