{"entities":{"Q3094218":{"pageid":3104933,"ns":120,"title":"Item:Q3094218","lastrevid":86187101,"modified":"2026-06-03T15:59:24Z","type":"item","id":"Q3094218","labels":{"en":{"language":"en","value":"Portfolio Optimization with Stochastic Volatilities: A Backward Approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5961799"}},"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":"Q3094218$96DF8059-AB08-41C6-9A0B-F0BC536DA136","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"99deda54ad8b0cc193dcd10c39f9aa8b6500087c","datavalue":{"value":{"text":"Portfolio Optimization with Stochastic Volatilities: A Backward Approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3094218$701BA19E-303D-4EE4-9976-EE92699762B6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9183e4cce9d6fa5d537ab8880ee9cccaf320c4d5","datavalue":{"value":"1244.91086","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$29B0A0B5-5401-4066-899E-74349B188B31","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a1a6a057ac8f85554c5c09057d90e9af8a8aaaa2","datavalue":{"value":"10.1080/07362994.2011.581065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$D2F62C5F-77B0-4988-AAFD-C90243184707","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"153cca67c62a5968b76dff6b9b6c33001238a102","datavalue":{"value":{"entity-type":"item","numeric-id":853651,"id":"Q853651"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$4FE04F42-8ACB-4F17-8B68-06CC6BB48313","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6db1bf0f0bea1f4e2ecce4bd347040dc8a82b759","datavalue":{"value":{"entity-type":"item","numeric-id":1888752,"id":"Q1888752"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$B776406B-08BB-4C8E-B778-4E14A8621D3F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3e46bdf09cf25b4f0135556adcf48ac34c0a9b0c","datavalue":{"value":{"entity-type":"item","numeric-id":2710463,"id":"Q2710463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$7D5C6D3F-F832-4DA8-92D8-97CA180BCEB6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5412e51208588a3303ff1411a4274ccfb0b7d7d6","datavalue":{"value":{"time":"+2011-10-21T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3094218$7F120195-4556-4824-BC67-91610213D8A1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$C767DD88-53BB-4C20-81D0-0C37FBA7F748","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$7308E0AB-8C60-4EF6-A785-0227A3EC3397","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$D3E157AB-C267-478F-9E7C-3BE6900578B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$9E4DEE20-AAEA-40F6-8C81-8E47291F22EF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3bba75348e2909ddd971c449d965ed8843ee9555","datavalue":{"value":"5961799","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$CB921775-EF26-408C-81EE-57B4FE7E3384","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7040d56c5c4b98f66a1443026a4f2557b0f9a344","datavalue":{"value":"portfolio optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q3094218$8F657495-D112-481C-AB70-274D06C0C508","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d733b22f9d3fd7cc282ad79b132383fe9779ac1","datavalue":{"value":"Hamilton-Jacobi-Bellman equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3094218$BF180634-634A-4686-A33B-4222C117E589","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a8b40095af1d27f9b8f9ff6693a9ad5b8041b659","datavalue":{"value":"semi-linear partial differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3094218$8DE4BE4E-11A9-4BA6-88B0-B70D5EE6A11B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5db43e107f56a9833020d14b3a6f4f14c3f2cbb1","datavalue":{"value":"backward stochastic differential equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3094218$A0954B45-64FB-4839-BD68-057F721CA77B","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":"Q3094218$E8F104B2-60FE-4EDD-89B3-63E4C4C5F4D5","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3fc9445b29d151b87082f1abd2c4029a3a9b7278","datavalue":{"value":"https://doi.org/10.1080/07362994.2011.581065","type":"string"},"datatype":"url"},"type":"statement","id":"Q3094218$0C7502F2-E069-478F-82DF-91DFE8E7D082","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5f9a68d512bdc33e553a33ddff3e8ba0413c6090","datavalue":{"value":"W2033323548","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3094218$B7BC0132-DD15-44E8-A566-1609E3D75DE0","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de9370a09b25939ae4d90e182c77ef71dccb0fe","datavalue":{"value":{"entity-type":"item","numeric-id":140187,"id":"Q140187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$E62F6241-B3D4-45E8-B891-773D05BACA38","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e25b22e9e7d3327ea47f6e46b1787ad3859db6a","datavalue":{"value":{"entity-type":"item","numeric-id":5942933,"id":"Q5942933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$BD23EA05-67F5-4E73-8A1E-651BF569618B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ae751989854889b03fa29e2b54a61f13ff6cc2c9","datavalue":{"value":{"entity-type":"item","numeric-id":1861159,"id":"Q1861159"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$734EF886-80F7-4994-BE85-8D0C0F82BA9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbcdec60945a4a5e66733901701ce0f2c437befc","datavalue":{"value":{"entity-type":"item","numeric-id":2471704,"id":"Q2471704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$DD843777-F4A8-432D-A24A-B81A19F408B8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"408360fa7a556c25261604dc45b7ed732fa978f5","datavalue":{"value":{"entity-type":"item","numeric-id":4372051,"id":"Q4372051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$E2B46C04-55DE-446C-B79C-F9165BD37913","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98badf85aceb2eafe3d9f53e55eaa84150630263","datavalue":{"value":{"entity-type":"item","numeric-id":997416,"id":"Q997416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$66ED1B4E-6522-4E6A-ACB6-453450A6A8E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7a792c79d885ce4bdbf3c784d8cfe447086eeea","datavalue":{"value":{"entity-type":"item","numeric-id":2572389,"id":"Q2572389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$2625A2FD-7C20-4517-AD70-F07B09452C0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e3e9bef7ddc0d66d568a227c3cb64286ed3e5d52","datavalue":{"value":{"entity-type":"item","numeric-id":1872517,"id":"Q1872517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$8645D774-F279-48D2-96C9-448B4F362146","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4908f138100fba158f0bad799e789ae61e27b7d","datavalue":{"value":{"entity-type":"item","numeric-id":1326299,"id":"Q1326299"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$0488CBA5-1AB3-4273-A59A-6B4F25B9CDC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d71e14f7c3f0b5fe6543317abdb84ad726b25b84","datavalue":{"value":{"entity-type":"item","numeric-id":1431527,"id":"Q1431527"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$1C571CD3-F50D-486D-9011-9982FD9F5A93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9870159413c19733c2f3688fb08a7c73812058a3","datavalue":{"value":{"entity-type":"item","numeric-id":1431562,"id":"Q1431562"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$B546A088-D01E-492A-A35C-5862D6319BFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b494c8e2d73a7c553b991657706fc23c0038b292","datavalue":{"value":{"entity-type":"item","numeric-id":2485757,"id":"Q2485757"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$5EF06D35-506D-4871-9362-D2D1501BDB28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dccc9859e3f2a7bf7eaf5fe5c4e454cd1f9dfa44","datavalue":{"value":{"entity-type":"item","numeric-id":882887,"id":"Q882887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$0BA25385-1DFA-4B5E-B474-FF8D4FF91FF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28741cafde085a8bee6acb086df898e517bc0220","datavalue":{"value":{"entity-type":"item","numeric-id":4251572,"id":"Q4251572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$1131D6F3-2474-4CC7-BB4A-873123F4C916","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d50cbe71062cd308a7826656cb05e8fe3968d34c","datavalue":{"value":{"entity-type":"item","numeric-id":4032143,"id":"Q4032143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3094218$E918D596-8C5E-46F2-9E03-1074D8F3855C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b4dcbc4ab3d0940eebf1ce7a541bd0aed2e09f26","datavalue":{"value":{"entity-type":"item","numeric-id":5283401,"id":"Q5283401"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bc8b8b4329a4e1423d102523b16725a1bae8395b","datavalue":{"value":{"amount":"+0.9263908","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$8364C661-790C-4643-805B-2580F89F0B40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b4f3f19ce45aa1f24f7c46b6acbbfd699ba3cacc","datavalue":{"value":{"entity-type":"item","numeric-id":3023649,"id":"Q3023649"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9b80acc3fe2accb2b00ccba1b7342c7bbe5c024e","datavalue":{"value":{"amount":"+0.91841483","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$8C0E64A0-FF5D-48CF-B8B1-1A326AF547EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3fd3b855aa5b2bac734052b6a022e3f84b5ac44d","datavalue":{"value":{"entity-type":"item","numeric-id":5236140,"id":"Q5236140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1846d8059ec28324b0aab49e0d200f0046ca10c6","datavalue":{"value":{"amount":"+0.91598046","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$82B66136-EA4A-4F5E-8303-1548EFDD9858","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"53d8852ce3545515ab3e6c59c0e717c3a88befff","datavalue":{"value":{"entity-type":"item","numeric-id":5414493,"id":"Q5414493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"80b3864b428e6c0686688b62513d33ff7d4e3e20","datavalue":{"value":{"amount":"+0.9157469","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$54338637-10D6-4BA9-A082-2F289E023C1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6b864686930469de871ec71f7356858f5591461c","datavalue":{"value":{"entity-type":"item","numeric-id":2317849,"id":"Q2317849"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d0205994f1d7d8e600ac515f24f65e4c59a69af8","datavalue":{"value":{"amount":"+0.9145288","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$EB5BAA39-1FF8-4B86-9B78-1D444784A54D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8a175204b31d01b0e76e92e13698da6b94a450a0","datavalue":{"value":{"entity-type":"item","numeric-id":2820186,"id":"Q2820186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c1baf310f84657c90412c5ada6cc8ce71f6c0ae4","datavalue":{"value":{"amount":"+0.9132134","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$E19B7492-5264-4A6D-8082-3658231A9F1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"104a734f4c117cd86a6d28ec39803ec4c9450bcc","datavalue":{"value":{"entity-type":"item","numeric-id":2471704,"id":"Q2471704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82b777f78e030cbbd8d020c0b7eabf18bda3c8dd","datavalue":{"value":{"amount":"+0.91313016","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$ACF60022-0376-465A-90DD-6AB0B300BE61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d1e980e3db7678016f7854085400c0faf0ae0f45","datavalue":{"value":{"entity-type":"item","numeric-id":2871407,"id":"Q2871407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da3742939f39f17c76aa0ca3c3aded519d9168e0","datavalue":{"value":{"amount":"+0.91290975","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$E447B43F-EAAE-4C00-A353-BA4EDD898FD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5a27166ace0ed8f87cd7f6b8edc21875742122f","datavalue":{"value":{"entity-type":"item","numeric-id":3441563,"id":"Q3441563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8c2bdc7f65504ba660e8264bcaebde42e97adf19","datavalue":{"value":{"amount":"+0.906569","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3094218$732E702D-CAA4-44E6-B196-02FB37EB5B1B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Portfolio Optimization with Stochastic Volatilities: A Backward Approach","badges":[]}}}}}