{"entities":{"Q4614935":{"pageid":6644518,"ns":120,"title":"Item:Q4614935","lastrevid":58309302,"modified":"2026-04-04T16:12:45Z","type":"item","id":"Q4614935","labels":{"en":{"language":"en","value":"Risk sensitive portfolio optimization with default contagion and regime-switching"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7010449"}},"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":"Q4614935$A077AB76-0BA3-422A-B075-921D22D2AF47","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4c21e6e920c3188f9b37aa787f2a48be9e617c44","datavalue":{"value":{"text":"Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4614935$713E1AAE-3D53-40C2-87E7-73B7D530BFE3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3859c82cf239e4ab6830cc16330b528a25032491","datavalue":{"value":"1442.91085","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$FDFF073B-E9AF-4FDE-8506-57D1AA9E43CD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c2e73cc49af781797962fe4e47c0e50a6b514214","datavalue":{"value":"10.1137/18M1166274","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$87D0F2EF-77D8-4015-B40E-B9EA81674FF4","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1ce3126ac4b873d1435f3e6415d12d56cb56cf18","datavalue":{"value":{"entity-type":"item","numeric-id":2706140,"id":"Q2706140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$54008236-A181-40C3-B063-50FE57EC2B1A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3f4145805478faad59761c3ff4a8cc3fff513172","datavalue":{"value":{"time":"+2019-02-01T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4614935$B8549A4F-C192-4A3B-A067-5DF72823CB7C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ae41f079957cb5f29aacae3d3cfa95d496fe7eef","datavalue":{"value":"https://arxiv.org/abs/1712.05676","type":"string"},"datatype":"url"},"type":"statement","id":"Q4614935$730FA738-F1B6-4CC8-BB3B-9C6FE4BCC37B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$F4D0BF30-0CCB-4CE7-BA39-3556C93DC94F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"841ed547daa93ef6ca4e35ecba81e4c51661b018","datavalue":{"value":"91G45","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$B3DCDA15-165A-4E45-A9E1-AC2E271609BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6a9ff1a146ff44dca747e334413377c148d2df3d","datavalue":{"value":"60J20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$6E43D99B-04F1-45CF-9C29-DAB52B9A26AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"aa3ca91474fff28e420d9cace433f8447ec799b0","datavalue":{"value":"90C39","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$7FCBF7CF-1314-4E29-A1BE-EFEB37A0DC55","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"12279475f46ff1ee0579f23bb1d80a9710773f30","datavalue":{"value":"7010449","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$6CC40A82-41B6-4A74-A427-ECFBA59E2DF9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6a213210c08fa768f34b77065eccf35638665d40","datavalue":{"value":"default contagion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$9F027294-E623-4BF3-93E9-B34CC5D7E3A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5a5621d6783e0b2106eef825fc7c7f22d618179","datavalue":{"value":"regime switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$A1BB731D-6805-44BE-ABF4-7BB3C55FE5F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e34385efb7afe95061199e23ec56f42939ce267d","datavalue":{"value":"countably infinite states","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$AD2DFE92-6E7C-4593-AD7B-5745DC0B19F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"56ba9028feeb01c07f0a41512cd6252a84991338","datavalue":{"value":"risk-sensitive control","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$05E45D68-EB13-4002-B363-E43243052542","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"697603c3f35755ab65f04b1c5fcc0c056d98c8bf","datavalue":{"value":"recursive dynamical programming equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$220D857B-F018-40BF-912C-59900D79D9B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51a0375627570891037ba4ca7148eb18bc8e7c2d","datavalue":{"value":"verification theorems","type":"string"},"datatype":"string"},"type":"statement","id":"Q4614935$361D85B7-5D9B-486D-A33F-1BDCA5EF3CFB","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$E3C8C3DD-2913-4396-A2ED-BFDFCC4D971F","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"bcd5ddd1c37f2a194472d4dae211aaaaffb5d60a","datavalue":{"value":{"entity-type":"item","numeric-id":2974857,"id":"Q2974857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$0C0D3101-1942-4620-ADBC-BB26A3F2B649","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1fd63dcea34ae90efcd0ac637e5d205505b882fb","datavalue":{"value":{"entity-type":"item","numeric-id":1754659,"id":"Q1754659"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$A8E69889-AE3F-4BB7-A52A-DFCF40EA258A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"39095bf6dcb791448213031df594fa8a5316fa1f","datavalue":{"value":{"entity-type":"item","numeric-id":2848575,"id":"Q2848575"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$164E628F-0DE3-4D1C-95EF-B75A1D9795D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5100503f0c4956e1742a7f07a6ee0eddfee30089","datavalue":{"value":{"entity-type":"item","numeric-id":1288988,"id":"Q1288988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$9825B1D9-46A1-435D-87CC-FEC67FC6ECF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be97bd5079addb2dc5679581bb1d3ff8bc50d7ac","datavalue":{"value":{"entity-type":"item","numeric-id":4657105,"id":"Q4657105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$9821A799-5055-40BF-8D1F-013874E11618","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9fb2c3ef225ee03c93f42fdaea49a372be129a51","datavalue":{"value":{"entity-type":"item","numeric-id":5219291,"id":"Q5219291"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$14907C61-73EC-4283-99D7-5FB9182EDBC6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66462efd228bb82bf53c828df8c95e7c7f642f38","datavalue":{"value":{"entity-type":"item","numeric-id":2831003,"id":"Q2831003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$859461DB-6D95-4CAF-9C57-C64D5168EAFA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a777baecf704b7537b298a02345f0620fd6ee2f6","datavalue":{"value":{"entity-type":"item","numeric-id":4582831,"id":"Q4582831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$AA717925-9482-421E-87B1-D78E665B16D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f5ed2c65048babae1014327dcf948cf8e34245a","datavalue":{"value":{"entity-type":"item","numeric-id":1938900,"id":"Q1938900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$D761FBF3-38D9-404F-93A9-B94702E426B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"760098ffed8b48c1b7873f4d769432ae5ce9014d","datavalue":{"value":{"entity-type":"item","numeric-id":5416702,"id":"Q5416702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$E8912F79-2B60-4CF9-A4B4-86F21F18F14F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"116651ee12d81efb2aae5eeb1073a9ffbdb97706","datavalue":{"value":{"entity-type":"item","numeric-id":5416703,"id":"Q5416703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$8A5380F6-1C1C-41DB-AE0E-0B52F8F96CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ed7dcc5910b633b4e5754b8fd5a4e0bd7cf9941e","datavalue":{"value":{"entity-type":"item","numeric-id":889624,"id":"Q889624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$781DBF41-9FB5-4901-9FD8-9850F1BA0E97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2968c7714520d9261562c90d37b7c02f7b0ea5f6","datavalue":{"value":{"entity-type":"item","numeric-id":4637645,"id":"Q4637645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$D618A9E2-F680-4B5A-9D68-A31E2C2F8F3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5bb12ddca3bacb25cf2fd5f6a23487dd729b883","datavalue":{"value":{"entity-type":"item","numeric-id":2929576,"id":"Q2929576"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$F453B876-7FF9-4716-B289-FB59B1BFEB00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1fbf476df414116d64eb88948d23cfdafd3a0944","datavalue":{"value":{"entity-type":"item","numeric-id":2474728,"id":"Q2474728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$184E6260-B9A2-4404-B6D1-D9E1B48AF654","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12d8826ca3691101502fccd8125d425fbf442e56","datavalue":{"value":{"entity-type":"item","numeric-id":3168859,"id":"Q3168859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$B3654829-296D-454E-A498-486D7769AA41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"96fe17b7c45ba98ad9674130d44854636175691a","datavalue":{"value":{"entity-type":"item","numeric-id":2496228,"id":"Q2496228"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$5C265786-2361-4CCD-9E2C-01F345EE5380","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"432b2248f2af844881d9d9a4933756c99dd4f8ca","datavalue":{"value":{"entity-type":"item","numeric-id":1948694,"id":"Q1948694"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$62B3BABD-5A65-40DF-B150-95F1859A78D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9994d374456cef79c7d263d0d69493b39421a1b5","datavalue":{"value":{"entity-type":"item","numeric-id":999740,"id":"Q999740"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$5C28E836-E924-435B-82A9-0B13B384403C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98bad1e856c09f5aad9b62a8214c4c3b4c15fbeb","datavalue":{"value":{"entity-type":"item","numeric-id":2441391,"id":"Q2441391"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$5EB8C5F2-38E7-42D6-AE09-2584AA928D73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9127805d9b36e7dc23a7f8d1dbef9b748f1524f4","datavalue":{"value":{"entity-type":"item","numeric-id":1872428,"id":"Q1872428"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$8EB108CB-AAE1-4A8E-BE5A-3160E176C47D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3cd1549198d63a038a49ba76dc7e031f335b04d2","datavalue":{"value":{"entity-type":"item","numeric-id":2821806,"id":"Q2821806"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4614935$F3F276AF-7C48-4D7B-965C-1C0C53F512EB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dae08fd8555ab5f742b5af11d94a172cfc032806","datavalue":{"value":"W2896493696","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4614935$7AFEC3D0-5BC2-4DFB-BAD1-78E7DC739788","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"411129cc9f1aad2b5de77fb452f8e15b37ac1002","datavalue":{"value":{"entity-type":"item","numeric-id":2083252,"id":"Q2083252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"087658269da03ecb4ba06f7169f58819d1333f62","datavalue":{"value":{"amount":"+0.8784507513046265","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":"Q4614935$55A3B2BF-3B19-4145-9447-4216F2F9405B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7be3130ea784d84235986d5bee50fbf674a9317a","datavalue":{"value":{"entity-type":"item","numeric-id":5219291,"id":"Q5219291"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7b53e688cf6af40ad98799604ba068d320c5b980","datavalue":{"value":{"amount":"+0.8387287855148315","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4614935$BCD8EFE1-FB78-4AA3-9681-9FAE6F45F2F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"81ce375dcb974e7961b87e21ec131281db988736","datavalue":{"value":{"entity-type":"item","numeric-id":5416702,"id":"Q5416702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2b8b8d19a04ac77c0c27c841b3a185ee0ea59d73","datavalue":{"value":{"amount":"+0.8256672620773315","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":"Q4614935$904D43F2-FD19-415B-9C42-299278FC9CE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62d8a1123207e9aaf18fbce4178765862752d928","datavalue":{"value":{"entity-type":"item","numeric-id":2633456,"id":"Q2633456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0cbab314c47cfbd383f4e7fc9e36351bdad1d40e","datavalue":{"value":{"amount":"+0.7952590584754944","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":"Q4614935$03F30E35-2200-47B3-96C5-F05644F25DD6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"19df8883ad17ac7b4dbcfb527d09b8f7d78c2365","datavalue":{"value":{"entity-type":"item","numeric-id":297212,"id":"Q297212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"694b590280c0dba788f65fcdf8877a3c9a44ef7e","datavalue":{"value":{"amount":"+0.7950196862220764","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4614935$B5BEBD4A-BD64-4E72-ADAB-541511E7EA86","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4614935","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4614935"}}}}}