{"entities":{"Q3417653":{"pageid":3428356,"ns":120,"title":"Item:Q3417653","lastrevid":46178803,"modified":"2025-12-23T22:00:51Z","type":"item","id":"Q3417653","labels":{"en":{"language":"en","value":"Robust utility maximization in a stochastic factor model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5119808"}},"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":"Q3417653$CF910A07-7751-4B61-B579-86908CB05C99","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"32c2fa2b57992413a3ec1d107e0cd21278be733f","datavalue":{"value":{"text":"Robust utility maximization in a stochastic factor model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3417653$E4C46B54-5833-4831-BFD5-05E492AAF191","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5dbd6c2bd63fcbecc89ccb797ac4fdf97cb534ca","datavalue":{"value":"1186.91229","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$D4F3027B-A50E-44EE-A180-B515144F987E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"4ce13d7fc5c3a9bfbe59d089eac35642c9174627","datavalue":{"value":{"entity-type":"item","numeric-id":448522,"id":"Q448522"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3417653$8D704073-19ED-4518-96AC-77792A44C6D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"00c5f9dfa9ed6d36298bb54cb812f949e0a9b892","datavalue":{"value":{"entity-type":"item","numeric-id":281857,"id":"Q281857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3417653$CB356839-14ED-4D3C-B0CA-4F490A6B6DE0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a21c0cdf940ec12cf67ba67b7f904c69fca87509","datavalue":{"value":{"entity-type":"item","numeric-id":2841414,"id":"Q2841414"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3417653$1A2C7430-3655-421A-9665-38709A19A642","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"35bf8729f5a833a26eee340dee2bdc3e7c14d114","datavalue":{"value":{"time":"+2007-01-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3417653$D6EDFEE0-AA2B-4010-A35D-93C2C0EDBEAA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c5ee3526ee21bfa0b3a49395378a3d6ad90a1075","datavalue":{"value":"http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2006-007.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q3417653$6AEC203B-5C9A-4DA2-BA7C-F63D369E3E5C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3e844445a9197d5b8407767855f608f68fe83301","datavalue":{"value":"91G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$31613627-4554-4E99-9766-5AA90E05C8B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"15c1c1e0a1d69b462ee4ebf3442d37cf266ace92","datavalue":{"value":"49L20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$D0555AB1-CB1A-4EAD-85A3-04114FCD5216","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$83DDB9CE-27BC-434B-ABA6-32CF364D745A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$3D7B44E7-0AC5-46E9-97A4-F686045449B1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"39d227707dddfa4bb697c6ae38aeec9f0d256963","datavalue":{"value":"5119808","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$9851F705-0970-4BEC-8E99-1833E0669014","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"82e9543e86c9045682da1a347d7296b8289df138","datavalue":{"value":"optimal investment","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$F47CDEA7-B597-4119-A5CA-DBBC4C23025E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a3e96c42926ee7e7c3988cae21d35d83013cf90","datavalue":{"value":"model uncertainty","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$793AC0BF-BD68-4262-81D1-2F779E3B695F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1dbe7031114a4e7f98db7ef3053361180721ce87","datavalue":{"value":"incomplete markets","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$57119240-A445-4DF2-8A99-40A5F0A74726","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$8D08FF2A-C0CA-4D9D-BEAF-99A63E354235","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"93842cb006d18860f6f54cec80c20cf717720b7d","datavalue":{"value":"coherent risk measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$26CB994E-259A-4BE3-A147-8FF958398AC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f47fee90c5592664decba5aa2e51ae852ecd7730","datavalue":{"value":"optimal control","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$4D2E8A37-7871-40ED-9FD0-6860D10B9C60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"273dcb9b55112deef0fc88ecc9e6c99074c11f93","datavalue":{"value":"convex duality","type":"string"},"datatype":"string"},"type":"statement","id":"Q3417653$1E65EAB9-F591-4E3D-8168-A4CCACDD622F","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":"Q3417653$811F5717-5735-4D45-9E97-BA0D69DAC79F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"17dcbf7de6e07154d9b1768868808cefe0e1af53","datavalue":{"value":"W2108312960","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$ED722B12-3494-4026-B0D7-ED406936C9EF","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"07c0cd9688fe71fbc00b6b44adf81b90e015ba0b","datavalue":{"value":"10.1524/STND.2006.24.1.109","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3417653$1A8DA12D-71A3-4D8B-A7F5-DD3B66AC3251","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"696e61c0f3d92794d5315a0ddce4718464b1db8d","datavalue":{"value":{"entity-type":"item","numeric-id":2120607,"id":"Q2120607"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f2f026b5d4e95060c72d9381e09a0b0cf4bca29f","datavalue":{"value":{"amount":"+0.912802","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":"Q3417653$4146A709-A9ED-4401-A1CF-57BB57262F5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8002249888bb307cf53564feb174e38bba65584f","datavalue":{"value":{"entity-type":"item","numeric-id":5010073,"id":"Q5010073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ad866ea12a7f38bed627c6f8428a5e9f288d0f4","datavalue":{"value":{"amount":"+0.9096404","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":"Q3417653$6EDF9D12-C40D-425C-A81B-A204870EE2EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e785ef75932fc6772ea3b886415eb928dc31cf37","datavalue":{"value":{"entity-type":"item","numeric-id":2120592,"id":"Q2120592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"373bdcd195dee01972df34267bd5da98728ed3f3","datavalue":{"value":{"amount":"+0.90463483","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3417653$E8FAE9FA-07A7-4C9E-B033-E53BBBFA95D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ffa4980c375188efa431934f502e102681a5ae18","datavalue":{"value":{"entity-type":"item","numeric-id":2428048,"id":"Q2428048"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"298c792f0f8dd33b43b2a720e2fb45277c097c16","datavalue":{"value":{"amount":"+0.90307736","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":"Q3417653$45C91050-1322-44BA-A0C0-704894BB834A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2fc81773da7132f7742412c0e7f1fa55ed9f1bb4","datavalue":{"value":{"entity-type":"item","numeric-id":3562484,"id":"Q3562484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"27b1ed62970faff2e0654447c8850522cc36b7d9","datavalue":{"value":{"amount":"+0.9003272","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":"Q3417653$6EA01EAD-92DD-43AA-A91A-78C29A2F237B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6c04f8bc05ab5eca82042f843ce9dee258f348ec","datavalue":{"value":{"entity-type":"item","numeric-id":4635032,"id":"Q4635032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"152258d70e0eb80ee672a5db763fbbf7fec73304","datavalue":{"value":{"amount":"+0.8988503","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3417653$DE44C629-7656-4759-A54B-F25B8989DC9F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7378e2f5f16b69aa682622812fb5f09b62eda854","datavalue":{"value":{"entity-type":"item","numeric-id":2348619,"id":"Q2348619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a38502821613526fcdea22738ebd3cb05ce00ec","datavalue":{"value":{"amount":"+0.89353853","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":"Q3417653$AAD9EA0F-6C56-4DFF-854D-431F7F52205D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee82097f4cfd1d904fc7b98fc684c55302d68fb6","datavalue":{"value":{"entity-type":"item","numeric-id":354194,"id":"Q354194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"62bb5a4a91c76773bea09bb197f769b92c98f306","datavalue":{"value":{"amount":"+0.8904978","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":"Q3417653$15840FD5-4AA3-4523-A7B1-EC33AA4688C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5f1ecd9bdcea9619a48c16e8b482456e37f8d98","datavalue":{"value":{"entity-type":"item","numeric-id":2464861,"id":"Q2464861"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5671d1f8c7dd314516e60a079c7167c05cb564ad","datavalue":{"value":{"amount":"+0.89035237","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3417653$E20C6009-987F-47D4-873D-7FFAF245EF7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"894d194403c5a3a28723565abaa3c1450ca0bfb0","datavalue":{"value":{"entity-type":"item","numeric-id":2488473,"id":"Q2488473"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e917de14e64c6260fcc52394bf01bfbfc1343a1a","datavalue":{"value":{"amount":"+0.89010274","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":"Q3417653$3069CD34-4A9E-4F2F-AA2F-D5B44D7C6FB9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3417653","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3417653"}}}}}