{"entities":{"Q3654564":{"pageid":5684470,"ns":120,"title":"Item:Q3654564","lastrevid":88690964,"modified":"2026-06-04T15:11:48Z","type":"item","id":"Q3654564","labels":{"en":{"language":"en","value":"A class of continuous-time portfolio selection with liability under jump-diffusion processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5653909"}},"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":"Q3654564$FC6E10FF-6525-4E78-8147-0BBDF91ABC7E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7b2dbbb71056e32c2409d8d496776247b310af46","datavalue":{"value":{"text":"A class of continuous-time portfolio selection with liability under jump-diffusion processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3654564$08DDB5FA-D080-4273-BB71-640D10B76467","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"81d4e4d7cae089088e85780a298576af0fc48ec6","datavalue":{"value":"1179.91237","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$E85A4B32-B734-4F1B-A801-6FAC9B5A3545","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8ad26a3f95f9200602a9e27ab574cbe70ff6a811","datavalue":{"value":"10.1080/00207170903015172","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$2C4147B9-33F1-40C9-8CF5-718A147ED492","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"57de11cbdead0b5e808fd0a50265779e644c6495","datavalue":{"value":{"entity-type":"item","numeric-id":288363,"id":"Q288363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$B0DA9E4B-9658-4910-A1BD-F6B2745D9C6D","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8fd1f09f03b2151af9bae64b3990df459d820d19","datavalue":{"value":{"entity-type":"item","numeric-id":159993,"id":"Q159993"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$64E61987-F18A-4C25-8460-B1BE845957B0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"92cf555916d59fb417884b9a08f363c4d96dea85","datavalue":{"value":{"time":"+2010-01-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3654564$C970CD26-B939-4CA9-8EBA-B71F8F183F46","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$249A7815-710C-4512-90CC-FA08618DF252","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3e844445a9197d5b8407767855f608f68fe83301","datavalue":{"value":"91G50","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$D4658F3C-6A51-481F-A3EE-72C658F7E37D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4f721dada163db24007458df43b355d3217a6e32","datavalue":{"value":"49N10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$6EE86661-A91F-475B-870A-CE6D0E6697EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$50CB1233-2E86-4D2A-9EA9-0A1E46B6F14D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$9C085FE8-5E01-4996-B8CF-D46E1DB8BD76","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"105a2d249a9506a10b25911ccb4650873c17429f","datavalue":{"value":"5653909","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$B44F85CF-4A67-4F6F-9D40-3369963CF4AC","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"45889b9abcca90af1d70465703d3c1136fabaeae","datavalue":{"value":"portfolio selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q3654564$1754FFF4-170B-48F1-9F2B-93751F51B1E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bce5a2a2e3d69d23e5c4fd6fc06996b0d3d641e9","datavalue":{"value":"asset-liability management","type":"string"},"datatype":"string"},"type":"statement","id":"Q3654564$4925CD33-55EF-4A3D-8D64-16C99AB90B46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fe14e281b499925b0e00fd1e6f910dc77f4a008d","datavalue":{"value":"mean-variance criterion","type":"string"},"datatype":"string"},"type":"statement","id":"Q3654564$C5FDC515-019D-4396-BBAF-AAB0491F2FE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"833ce0f01077c25d31e3e6158a64f77a6e407d07","datavalue":{"value":"discontinuous prices","type":"string"},"datatype":"string"},"type":"statement","id":"Q3654564$BC342945-BE02-4CFE-9433-C92AE503868F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc605ba1d38b5bee30cafd5e743bb32771f908f3","datavalue":{"value":"VaR constraint","type":"string"},"datatype":"string"},"type":"statement","id":"Q3654564$09A186B1-DC28-4E7B-BAD5-A21BFB6BA12E","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":"Q3654564$239478C8-0AEE-41F5-A633-8751F2BF9508","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"700d84560b6de01d3a579c1323d29e7ec7207fd7","datavalue":{"value":"https://doi.org/10.1080/00207170903015172","type":"string"},"datatype":"url"},"type":"statement","id":"Q3654564$E8F483E9-0334-431E-AE6D-B9DEA77CF60B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"39302d761354e6d3d06f1da1652213170c174220","datavalue":{"value":"W2081431450","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3654564$F47557E9-106B-4CAB-9107-D1FF9E40B55E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e810ac8f96c8860ac64e3d5180c8b710f029c0f","datavalue":{"value":{"entity-type":"item","numeric-id":1605418,"id":"Q1605418"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$E1AF1A1B-993E-409F-BD82-E37110DFE4CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9177724581cdcf0865e576a5fb06ad2742ba02bf","datavalue":{"value":{"entity-type":"item","numeric-id":5273716,"id":"Q5273716"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$DAE39D15-16CB-4778-9F62-D3EEB0F89274","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bc3d3c1a3ef88f906995a2ce9212effd3738a8db","datavalue":{"value":{"entity-type":"item","numeric-id":2386341,"id":"Q2386341"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$3BAD6BD3-1712-4E92-93D2-5B1779E08B01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f939daa7e03f39946bb494376602da869fcacdad","datavalue":{"value":{"entity-type":"item","numeric-id":4213032,"id":"Q4213032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$0F1B9ECD-CA7D-4A10-B814-F70DADD93089","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec7aa1505b6a049ff824103f2d13896bd562f04f","datavalue":{"value":{"entity-type":"item","numeric-id":951516,"id":"Q951516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$0F360FA0-F7B8-4FFE-B029-9EDD1D929F80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9f4e86a2c40f67570f11d81b6b61ebb4544f7e5","datavalue":{"value":{"entity-type":"item","numeric-id":2707157,"id":"Q2707157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$FAC67A71-0A76-46CF-B773-451418B74B02","rank":"normal"},{"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":"Q3654564$607F247F-746B-4C73-8078-BDEA49DA5B62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$7784C0E2-9D1C-47A1-9A96-68A7C744520D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bc711f7e4ec869c78526caaf179d16ccc5b951e","datavalue":{"value":{"entity-type":"item","numeric-id":1573569,"id":"Q1573569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3654564$566410A8-D9AC-47BC-A4CA-EA5A1230D153","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"14f06fe85e41a7ccdacc5ae94f7584123fa6ffd0","datavalue":{"value":{"entity-type":"item","numeric-id":3516595,"id":"Q3516595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"170f0527e09a3e8861dd94e241cebd0eb4c19495","datavalue":{"value":{"amount":"+0.9202812910079956","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":"Q3654564$03EEA034-E916-4B51-8EE4-CC05B5BF576C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aea81ca068b68c8351a64e9918f4f03662c39031","datavalue":{"value":{"entity-type":"item","numeric-id":931178,"id":"Q931178"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d1b92fbb703c961ef56ff9844d984223db935300","datavalue":{"value":{"amount":"+0.9080496430397034","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3654564$B0A10AB0-363D-4D22-B576-5BE3B12533AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"828ffd2e1de98078a43efdeb94d4c515531ce9e5","datavalue":{"value":{"entity-type":"item","numeric-id":659108,"id":"Q659108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7bd3d796ae69ea147b00972e3671ec9bcca4fd74","datavalue":{"value":{"amount":"+0.8591949343681335","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":"Q3654564$9CFC888E-3908-4FC7-80F8-AF5CA9B7770E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"464e7ef3350dda2dd2470189d3720552588d5526","datavalue":{"value":{"entity-type":"item","numeric-id":5497353,"id":"Q5497353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7a4c67881950697da3dd94c85f347ed7a4bf4bd1","datavalue":{"value":{"amount":"+0.8490088582038879","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3654564$A92AF570-098E-42A1-8EAE-8437749780B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"31526ec43e2b766fcaacfb8c0e0cc444b934afe1","datavalue":{"value":{"entity-type":"item","numeric-id":4918893,"id":"Q4918893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eee7b53f0718bee7e0526150b8cc6712a34ca27a","datavalue":{"value":{"amount":"+0.847369372844696","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":"Q3654564$C5C3BF5A-9CB7-472E-B665-FC5C4AA1022C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A class of continuous-time portfolio selection with liability under jump-diffusion processes","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_class_of_continuous-time_portfolio_selection_with_liability_under_jump-diffusion_processes"}}}}}