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let \\(r_{k}(t)\\) be the rate of return of \\(k\\)-type bond; let \\(T_{k}\\) be a maturity date of \\(k\\)-type bond; let \\(r_{k}(t)\\) and \\(r_{m}(t)\\) be correlated; and let \\(r_{k}(t), k=1,\\ldots,l\\) satisfy the stochastic differential equation \\(d r_{k}(t)=(a_{k}-b_{k}r_{k}(t)) dt+ 2\\sqrt{a_{k}r_{k}(t)} dw_{k}(t)\\), where \\(a_{k}, b_{k}\\) are constants; \\(r_{k}(0)=r_{k}^0\\); \\(w_{k}(t)\\) is a Wiener process with \\(Ew_{k}(t)=0\\), \\(Dw_{k}(t)=\\sigma^2_{k}t\\); \\(E(w_{k}(t)w_{m}(t))=\\rho_{km}\\), \\(k,m=1,\\ldots,l\\), \\(t\\in(0,\\min(T_{k},T_{m}))\\). The authors obtain the explicit form of \\(E(P(t;r_{k}(t);T_{k}))\\) and solve the minimization problem for the portfolio risk under the given mean portfolio return.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2784977$BECD8AC3-B992-47D1-BCE4-B2F36EECB427","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"de1d1c2e1c6bfdfb0344bb0181fe84e959c1c5f9","datavalue":{"value":{"entity-type":"item","numeric-id":589933,"id":"Q589933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2784977$47AB0E35-0560-4D6A-AC09-EE08E4D6CBE3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9b1dc89757df8ed97481a95440b065e3b3b81e99","datavalue":{"value":{"entity-type":"item","numeric-id":871354,"id":"Q871354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a311bd64720fc3c881cb37e59e6af7ab592f848","datavalue":{"value":{"amount":"+0.7834604382514954","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784977$C8CF232A-6998-4D27-B622-A05AA68620E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"91337336eca01ca8c017f22166091aaf261fcebd","datavalue":{"value":{"entity-type":"item","numeric-id":558672,"id":"Q558672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ceaa1ca2a981d2ca3dded24aa85d0083efc6c17e","datavalue":{"value":{"amount":"+0.776292622089386","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":"Q2784977$8774A252-45FE-448F-9EF8-7CE45ECADD5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa8f57c012bb0399bfc6119b9fc627f11ea350e9","datavalue":{"value":{"entity-type":"item","numeric-id":2465190,"id":"Q2465190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03fb7d96e6b24d2b93dd74a0ac618b57c1b2caa2","datavalue":{"value":{"amount":"+0.7693979740142822","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":"Q2784977$424C3583-FE52-4822-9A46-A3EC0D984EE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2e233b8ba238441f0e02e248e19378bebfac2eaf","datavalue":{"value":{"entity-type":"item","numeric-id":4801572,"id":"Q4801572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"767d3298940cfee77cdffaaa3404b9e8f974e667","datavalue":{"value":{"amount":"+0.7682580351829529","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2784977$B36E9AA5-0236-4DFF-9448-53D2B596959F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9cc3a20f326bb89da603158b62ff2b9981f13bec","datavalue":{"value":{"entity-type":"item","numeric-id":3169884,"id":"Q3169884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"802edb7d24840c7e065ba4d3caf417e53897e1b8","datavalue":{"value":{"amount":"+0.7678200602531433","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":"Q2784977$4F23E375-DBD5-42A3-9E3B-111129FC6D1D","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On a model of investment strategy formation on the bonds market","badges":[]}}}}}