{"entities":{"Q2477611":{"pageid":2488354,"ns":120,"title":"Item:Q2477611","lastrevid":50306945,"modified":"2026-01-13T19:17:21Z","type":"item","id":"Q2477611","labels":{"en":{"language":"en","value":"Portfolio selection under VaR constraints"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5249579"}},"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":"Q2477611$6D447D44-15C4-44EB-846A-951066A2108D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"371a847b3dae240f9d5fe57ed16e38be03be88e5","datavalue":{"value":{"text":"Portfolio selection under VaR constraints","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2477611$2DDC7F47-727A-403E-BF70-52AFA57A3121","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bfba66b083b366eeefd1bbe3c299a04fc94d8e70","datavalue":{"value":"1133.91418","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$C7657D2F-70BC-4D89-8DEC-2456EEF49371","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2424a82074562073be2597f2589b29b88a883c07","datavalue":{"value":{"entity-type":"item","numeric-id":2477610,"id":"Q2477610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477611$BC88F44D-9F32-4C8F-9FA3-D0571EE7072C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a8d937db2724b5f7366ccb6c059e529b1ad48379","datavalue":{"value":{"entity-type":"item","numeric-id":617522,"id":"Q617522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477611$1CEAFB0A-06A5-43A6-8278-E920C90FBB6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"04cbc9ed235327df6e7854302869a5b8cd1a4656","datavalue":{"value":{"entity-type":"item","numeric-id":1994304,"id":"Q1994304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477611$23615495-524D-45CD-AE2B-A872C591F97A","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"7998437ef7c9d13a4f09f2926f09bc6ca30fb88e","datavalue":{"value":{"entity-type":"item","numeric-id":70778,"id":"Q70778"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2477611$D32D3ACA-394E-4FEF-989C-168F6721EC0B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d80a5c8b6f628310cf811f48b9c17f65f1aa8a2b","datavalue":{"value":{"time":"+2008-03-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2477611$7C403451-1A0B-4F52-A2AC-5EE4DF822885","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$9D03C8BD-A866-421C-B0F3-9FCB82D0A04B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$D17D4D5A-4620-43C9-9EFC-28798B1E9D43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6f8dd48613c31a68784dfc4a3b5fc6723376a69a","datavalue":{"value":"91B82","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$9026FD7E-6294-47C3-94C7-4F85B2ACEB15","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e88a6d34abc88ea215929db8138347a046fa5ade","datavalue":{"value":"5249579","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$11ED1F02-0115-442E-8FEE-99A725B92911","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2477611$D9071B41-5EDB-44E8-BBAC-A19F0D6D95AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45889b9abcca90af1d70465703d3c1136fabaeae","datavalue":{"value":"portfolio selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q2477611$CE17274D-46BE-451A-AA58-EC643FBE34B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7cd97f95556fc14167d4f28bb3575d27122f3ca","datavalue":{"value":"Monte Carlo simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2477611$E2022C09-BF83-48B7-9762-4C1C4487D96B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8dfef596ab8a76a20ba895c2189f95c4cdb5d92e","datavalue":{"value":"conditional heteroskedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2477611$75105F37-182B-4247-AC94-DF9B3F1265FE","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":"Q2477611$2CB8822F-3566-479B-9761-8FF7492EB3D9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3c774371c1f278aa395edc689c013543e2236a39","datavalue":{"value":"https://doi.org/10.1007/s10287-004-0030-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q2477611$95574B94-09FF-4CC7-9CE7-A7923CB463AE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d1493c8109becd07d9d6b19dc7c7fbe6805fbce9","datavalue":{"value":"W1979420522","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$826B8BE8-8FF0-4B07-BEBC-8FA77D215259","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ee1628034797b946beae0e48835f68bf00e6dc81","datavalue":{"value":"10.1007/S10287-004-0030-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2477611$E439C0BE-A23E-4B94-BFEB-25CDACBB20A1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e34266d6514ecfa1b7274b3367f17b45bd6bc068","datavalue":{"value":{"entity-type":"item","numeric-id":3524409,"id":"Q3524409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d269b60c39bf639ac6dec9919f2ffd140f888dbf","datavalue":{"value":{"amount":"+0.8413492441177368","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":"Q2477611$1182A16B-492C-4362-A9F8-F624DC5DE0C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82252f8996a4e881b178458980b379fd025cf9e1","datavalue":{"value":{"entity-type":"item","numeric-id":4407998,"id":"Q4407998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6c8351538cb1f178c1d8f558af2422650d3fb89e","datavalue":{"value":{"amount":"+0.8287804126739502","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":"Q2477611$1FD1E98D-2B21-4EF9-B055-F417B475D417","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"64f1345f76b7f6bc9f41979ef26aa0bab4c218d4","datavalue":{"value":{"entity-type":"item","numeric-id":625636,"id":"Q625636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"797de95ac62550ed196db5e1489989be2ab1f8d6","datavalue":{"value":{"amount":"+0.8283873200416565","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477611$A2343E2A-9898-48B1-99AC-B35529D93234","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"81bf89440fb52d1c82a37792a21b99df3b3d76c6","datavalue":{"value":{"entity-type":"item","numeric-id":5746724,"id":"Q5746724"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1e645b85bdac2b68055f12ebd7b11b7bcfe9fde","datavalue":{"value":{"amount":"+0.8184593915939331","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":"Q2477611$0BA96831-F722-44C7-84DE-A8E866693634","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1db0a1ae754978c43f8b5f0d48dd082c53417ac1","datavalue":{"value":{"entity-type":"item","numeric-id":2937122,"id":"Q2937122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd50463cbd6207fc06ae858652759eec0acaf838","datavalue":{"value":{"amount":"+0.818000853061676","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2477611$F1B61684-0137-4437-BD4A-682196200864","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2477611","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2477611"}}}}}