{"entities":{"Q2514723":{"pageid":2525466,"ns":120,"title":"Item:Q2514723","lastrevid":52189157,"modified":"2026-01-21T03:12:36Z","type":"item","id":"Q2514723","labels":{"en":{"language":"en","value":"Capital asset pricing model (CAPM) with drawdown measure"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6395720"}},"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":"Q2514723$4D5CB661-F4C9-49B9-98BF-49730DE7CCD5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e71b8af83987c744114e0676caa4a6a3a64d7fc0","datavalue":{"value":{"text":"Capital asset pricing model (CAPM) with drawdown measure","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2514723$AE0970FD-FD46-4149-B8CC-4D65FA97CCD5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"271586e09c8364f587d48cc85a3629764e7397d6","datavalue":{"value":"1304.91212","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$B6A0E0F0-24D6-4603-8541-A719706D9A34","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"178173ccec3eb54cff25933ab62e9ff5cfaf4c69","datavalue":{"value":{"entity-type":"item","numeric-id":297089,"id":"Q297089"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$27996D06-E0CA-4823-9756-F255244D2367","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8f16fdf4af6c41a930cfdac6e95bcfb98222beb4","datavalue":{"value":{"entity-type":"item","numeric-id":476265,"id":"Q476265"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$BFC8CF0F-D77C-4517-9DDD-FAB53FE8A431","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1d4ac604e78aee9802991944d4825d2b83d7bbcf","datavalue":{"value":{"entity-type":"item","numeric-id":263208,"id":"Q263208"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$4BF31484-D41B-45C9-A317-B278E7216CAC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"38576f39a6df37711cb397d1408ced7e3814cc6e","datavalue":{"value":{"entity-type":"item","numeric-id":62319,"id":"Q62319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$E748E743-976A-4179-AABA-AD8A977BC14F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"daf3523f0cfcbb8866f85f86adfdcdc5e63a6d98","datavalue":{"value":{"time":"+2015-02-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2514723$BD271D5F-2ED6-4350-BF8E-514B65B29D78","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$8B0ABCBD-EE3D-4F4F-992B-0A5180582317","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$D9D27A9C-4A78-4D23-90F6-C61BFAA4E7D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$29C8DBF5-7489-468C-A75B-A7B81A1B021D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4e84a253749ffff621791ecd22c625cc580527bd","datavalue":{"value":"6395720","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$8F9DDF9E-E6C4-4B40-9F44-E2886BF3B94C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a91660349b50d853fe10b31534e0da324af6228a","datavalue":{"value":"capital asset pricing model (CAPM)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2514723$85806E15-F0B6-43A0-8E6B-4FF53BC40E32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2da4c2aa8461856b64c2be09bdfc7b06a4cec5ca","datavalue":{"value":"drawdown","type":"string"},"datatype":"string"},"type":"statement","id":"Q2514723$8D88332F-22FA-4F51-ACB3-83545F723670","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"de7ee4b49a3355a7dd99d2ec3c8bf020a05949e8","datavalue":{"value":"conditional drawdown-at-risk (CDaR)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2514723$719E2B77-8A23-4442-885D-E4F12747C916","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dca05b966e18b243e0c7c2425bdd2802995cc975","datavalue":{"value":"asset beta","type":"string"},"datatype":"string"},"type":"statement","id":"Q2514723$70ACB1BC-6CCC-4748-A2C1-29BBA0AC01D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ebe2c2ddc6173bb0ee3ca17548523e40fd873d41","datavalue":{"value":"portfolio theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q2514723$267E1BCE-279E-4778-B9FB-CAE1D2B1E6E9","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":"Q2514723$17AA03DC-EC8D-4B4A-8ED0-8F710AAC57F4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"fe574ba5147b6d749de7805a7a46abec621eb768","datavalue":{"value":"https://doi.org/10.1016/j.ejor.2013.03.024","type":"string"},"datatype":"url"},"type":"statement","id":"Q2514723$4C84562E-906B-4BFD-80E3-BF73DE7535A7","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"97b779492cbb5a1f62c6112439a1983e7f855ba0","datavalue":{"value":"W2122128549","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$648FF133-6EA3-4383-9C6A-36DC7626D9A5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a4cc8763ca27e07a5c74a5c0ef12c3e599ea34b","datavalue":{"value":{"entity-type":"item","numeric-id":3155250,"id":"Q3155250"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$EDB3DF78-7518-42DC-8418-3B0E7D63F8E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4fd8b76f2b4b9fb87db7e404754a6d253a65df1","datavalue":{"value":{"entity-type":"item","numeric-id":4675830,"id":"Q4675830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$0188119E-44E8-4EA3-9A50-30C78CC07832","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"367aab4ee340a6f9fdd9ee782446a485263ea6e3","datavalue":{"value":{"entity-type":"item","numeric-id":4868512,"id":"Q4868512"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$900E2293-8CFF-417E-BE46-6863A9BA1B99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61d872089b2b7e8b607185cd3cc57e2d0bc86749","datavalue":{"value":{"entity-type":"item","numeric-id":1003344,"id":"Q1003344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$C09AA5A1-8029-49C6-A7CC-33181DDD83CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85d806a00f55b3f0dbb56668931fc63e9c56b3bb","datavalue":{"value":{"entity-type":"item","numeric-id":4372014,"id":"Q4372014"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$3D05727F-EF05-4E09-9E50-F668A743330F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"abe2c64d4f98738c77bc65df67f428bfdd22ec21","datavalue":{"value":{"entity-type":"item","numeric-id":4770167,"id":"Q4770167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$22E3E061-6E8F-45E3-8EE8-A73392179173","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7bc3bd40114d9dfd4eed709298715691377a37a5","datavalue":{"value":{"entity-type":"item","numeric-id":2488506,"id":"Q2488506"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$BE6F1A03-9D4D-4C40-8548-170E9E246F18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41689226a2121df3e427d67312f80d13b9867796","datavalue":{"value":{"entity-type":"item","numeric-id":2502213,"id":"Q2502213"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$152BF272-840D-400E-BC01-1C1DDBC2E5A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fc64efdd3b43b61c8f2fb4701d618cf0a3bd8e9","datavalue":{"value":{"entity-type":"item","numeric-id":5395355,"id":"Q5395355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2514723$7612277A-1387-457A-801C-EF8267DB61FA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8b2982a2eed0a07d20ee461180936e394e568051","datavalue":{"value":"10.1016/J.EJOR.2013.03.024","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2514723$443094E8-9B76-4750-89F9-719A23C94CA6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fc6761cafd8e979fbb2b88702d580439bf101a63","datavalue":{"value":{"entity-type":"item","numeric-id":3155250,"id":"Q3155250"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"74fe1944dd6f70743f3938d2dbd41a6290fb514f","datavalue":{"value":{"amount":"+0.8650414943695068","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2514723$DD34DE52-5584-4F44-BA56-D4F1523AFD1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3dbabb44e35589eabbbf26759200a382307becd8","datavalue":{"value":{"entity-type":"item","numeric-id":5092643,"id":"Q5092643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"145c20b46062805c826d0c4231b1c197ccbcba67","datavalue":{"value":{"amount":"+0.8512766361236572","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":"Q2514723$61E88262-B94C-4291-91BA-652B087FF72B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"85dc95ce50f5d7d0702f9a5799560d4bc7ab0fd9","datavalue":{"value":{"entity-type":"item","numeric-id":4675830,"id":"Q4675830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cf303a2d5e7c501da30b2fc6545555757b86f72","datavalue":{"value":{"amount":"+0.8434243202209473","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2514723$CC220E3B-2B5A-46BC-BE2C-7606BC4094B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d6d74f844b43656ff5528d01c72b426bdc3350b8","datavalue":{"value":{"entity-type":"item","numeric-id":1679554,"id":"Q1679554"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a23673be7c4394ff63aab5609855104a5a07d898","datavalue":{"value":{"amount":"+0.8292669653892517","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":"Q2514723$6D01AB04-507C-41BD-9C12-47244176183A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10cffa6ec975437453d547b40437997817abb6b4","datavalue":{"value":{"entity-type":"item","numeric-id":896742,"id":"Q896742"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa53352154c3f8592b31624b1098846b5a73951a","datavalue":{"value":{"amount":"+0.8013543486595154","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":"Q2514723$37C3D3C7-82DC-4188-88A1-0CB9CFFE0137","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2514723","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2514723"}}}}}