{"entities":{"Q468419":{"pageid":470186,"ns":120,"title":"Item:Q468419","lastrevid":62189295,"modified":"2026-04-11T04:22:10Z","type":"item","id":"Q468419","labels":{"en":{"language":"en","value":"Optimal portfolios in commodity futures markets"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6366554"}},"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":"Q468419$4668A82F-39C4-4497-B6D7-E92523558C0B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9a928dfb7f6d04ed87ae38d1ced60ce8ae62fd9e","datavalue":{"value":{"text":"Optimal portfolios in commodity futures markets","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q468419$3EAD7DF2-3EAB-4419-AF98-160D9FE1D868","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c12c01ee65a74a24326f0e416bde8d76b9126638","datavalue":{"value":"1305.91213","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$7486B61A-4799-4393-A50A-B5344C68A600","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2f26c0650dc137eac112e939c57c2f2dcb1dc398","datavalue":{"value":{"entity-type":"item","numeric-id":468418,"id":"Q468418"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$2BC5DC5C-AAC1-47F7-BDF0-9C57B311715C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"609e540341316225fadfc69dd8a46ff618fd1d57","datavalue":{"value":{"entity-type":"item","numeric-id":218407,"id":"Q218407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$8030B597-08B7-47B3-92EE-4D722CC4E575","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"fc3cbe8cf287fdb2a81bc60a8afce4592cfe9e54","datavalue":{"value":{"entity-type":"item","numeric-id":135345,"id":"Q135345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$483F2685-3B0D-4CDE-82DB-8D9CC256710B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f9fe9f27a082498af62091aa424cd2fb2bfa3168","datavalue":{"value":{"time":"+2014-11-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q468419$B7E95583-0055-4098-8551-A23DEDB930E0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1278ad40514eeedc621c0cd785821e7a7666ce9c","datavalue":{"value":"https://arxiv.org/abs/1204.2667","type":"string"},"datatype":"url"},"type":"statement","id":"Q468419$BC6122B7-60C1-40AF-A0FA-70F2CCC811E0","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1be9597d78567d0d9cecc96f59f33d28200b19fa","datavalue":{"value":"This paper deals with optimal portfolios in commodity markets. The authors propose a general mathematical framework for portfolio optimization on futures markets based on the Heath-Jarrow-Morton approach. In the portfolio optimization problem, the agent invests in futures contracts and a risk-free asset, and her objective is to maximize the utility from final wealth. It is studied this optimization problem in the case when the underlying price dynamics admit a finite-dimensional realization. The authors obtain conditions under which a given infinite-dimensional portfolio optimization problem can be solved in terms of a finite-dimensional control problem. Some economic interpretations of the coordinate process are analyzed, and how a solution of the finite-dimensional control problem can be connected to the coordinate process and, consequently, back to the infinite-dimensional portfolio problem. The authors obtain the Hamilton-Jacobi-Bellman equation for the finite-dimensional portfolio optimization problem and establish a verification theorem.","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$BDE8BF17-7E4B-48CB-8E84-472A6721D001","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":"Q468419$CC420358-6453-40B4-8CAD-4C9200039182","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$71ECFE28-8C17-449C-996C-5FCB931A6230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7d549dacfd75da173dfbf0cca36305f043cdcb80","datavalue":{"value":"49N90","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$6F2B0E67-10A0-4110-A3B7-012ACD3EB5C9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d6f662de1b095b502c93ec7a49ec0ea03ff85766","datavalue":{"value":"60H15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$7D07F6C6-3F15-4393-8691-4A542A8EC328","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$3ABDEAF1-2B0D-4EFD-8944-859E52F346F0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"318e9e3fecfeaa497ce055239b839399c90e44b9","datavalue":{"value":"6366554","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$8B2E58ED-0071-4127-9B56-478995C9107A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2548349aa3601050d7f9afbaaded419c0d001e02","datavalue":{"value":"commodity futures market","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$2D1D3E72-0BA2-43FE-95D9-E3233CD88FBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"24be8fa7974d43aedfad31bd20ddca62c7b62701","datavalue":{"value":"optimal portfolios","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$69754152-2A21-49F6-AFF8-998D26AD53AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"38ad3b68bdd2643a2ada69b6bd2e2061150c6182","datavalue":{"value":"stochastic partial differential equations","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$499801C5-83ED-47E2-BD2A-A78FA05304EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b3fcef2605bb2f6fe28bee6325a4150b56541a1a","datavalue":{"value":"finite-dimensional realization","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$284182F2-E1CE-4806-9894-5FFFE310247F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d40b9f4ca375c9a48541af6bba1c5389f06929d8","datavalue":{"value":"coordinate process","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$EFC4DB41-9317-48C8-8797-A698DD668E5D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1b1e2bd2b6dae54f26c42d7c9bdf2981ca4a4347","datavalue":{"value":"invariant foliation","type":"string"},"datatype":"string"},"type":"statement","id":"Q468419$E46EC7C9-FBDD-4DCB-871F-FD692AA6FFCF","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$A24A1DAC-7E59-4839-B443-23BC38C9FCE1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0801d37c492f8da12c2f835f52afbd3e40e89da9","datavalue":{"value":"W3125045951","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$81F4BB71-980F-4987-97BA-B93A4465C00C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ae2328b72a122eb7aa7f220713d80bc4f02979b","datavalue":{"value":{"entity-type":"item","numeric-id":2837760,"id":"Q2837760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$96C97F8D-0F84-4FD4-9C02-85A878CD24A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e686ae732e4b509373ce5935a93dc5480e9af15","datavalue":{"value":{"entity-type":"item","numeric-id":3521355,"id":"Q3521355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$3AE64110-A75D-457A-957F-B667CA7E2FCD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fb16804df1f9ffa48d4bd8caf2fdfaf0ad367fa","datavalue":{"value":{"entity-type":"item","numeric-id":4648580,"id":"Q4648580"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$29AEEB8A-04ED-443E-A26F-797448D0E03F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c84c53037d9c2b957c54fca34dbad0e9eb51d15a","datavalue":{"value":{"entity-type":"item","numeric-id":1979070,"id":"Q1979070"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$CF6C11BB-9888-410F-943E-4FF1AE2E1A24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e3dc5c63cdc215377edd20e088b3c308b34adf7","datavalue":{"value":{"entity-type":"item","numeric-id":2757313,"id":"Q2757313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$04C90B1D-0034-4966-87D2-63176422A0DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f5240fb1792d0a3a8761da991f1442fe5fa8b8e","datavalue":{"value":{"entity-type":"item","numeric-id":1409832,"id":"Q1409832"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$3DBC92C4-1118-4A95-9590-14992CD9C2D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5e7baf8a13f9e8ee2eed4c64fb17a9158214b42","datavalue":{"value":{"entity-type":"item","numeric-id":5483440,"id":"Q5483440"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$36B66B72-0A84-49BA-8E1D-342329203B1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd9d15c46053edd8809f29e7485403892c9a645f","datavalue":{"value":{"entity-type":"item","numeric-id":854272,"id":"Q854272"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$40A769A0-71C2-4007-9336-9A5CDA82DF8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dcc73091d764c3e172f3f1b5b73a41b670984242","datavalue":{"value":{"entity-type":"item","numeric-id":2497074,"id":"Q2497074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$371630E7-17E9-4C7D-B763-6AEA549892FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ba00d9e537628db59a167ac95cae4f209dcc33b","datavalue":{"value":{"entity-type":"item","numeric-id":5966639,"id":"Q5966639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$59E3F19E-A7CF-48E9-9D50-241FDCE98BEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2941a5e0cd7ccae2819863cf745b04334b224f9b","datavalue":{"value":{"entity-type":"item","numeric-id":558672,"id":"Q558672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$39A5EADD-70FB-4654-88C2-B7FD48EB56CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"72230d0e9ae512f06b4e9ef0bf2bd6a75fdc0e72","datavalue":{"value":{"entity-type":"item","numeric-id":5931585,"id":"Q5931585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$CB15D2CE-AC4C-4BA8-926C-76A80369711B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"503757339cf1169c02ec749904dd483f8f57d78b","datavalue":{"value":{"entity-type":"item","numeric-id":1869055,"id":"Q1869055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$6AA91F8B-E134-4729-A8BE-1A2513B83066","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3294349eb1cbaf004c63ad3fe963f0b45ebfb31","datavalue":{"value":{"entity-type":"item","numeric-id":1869056,"id":"Q1869056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$C62A32F6-7D55-4670-B4CA-2A4380AE2E71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fda828daa890ca82aa53a1c927d602245f2a7f51","datavalue":{"value":{"entity-type":"item","numeric-id":3080997,"id":"Q3080997"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$1ECE1C8E-4446-41DB-8931-79DC13557AE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9af9208978b0c378e5b5cfc854dc20e450325e5","datavalue":{"value":{"entity-type":"item","numeric-id":2492615,"id":"Q2492615"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$7D1B4024-0211-42C0-871E-C2FDCEDF7599","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$7376438B-D026-4456-9643-E61222F09338","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d89c10a72c79005e0722f9d781a389b51314a58d","datavalue":{"value":{"entity-type":"item","numeric-id":4794126,"id":"Q4794126"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$5463192C-2DBC-4F5D-A109-22C2779D40B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ffcd9b2855e5ea45b04d083eca00724793f2890c","datavalue":{"value":{"entity-type":"item","numeric-id":4368791,"id":"Q4368791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$6F17DDE0-0276-4DE1-BA14-5643C5D412D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c80452c0a8655b63d56dc44e037a0f30e7cf42e2","datavalue":{"value":{"entity-type":"item","numeric-id":881421,"id":"Q881421"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$45C3FDAB-B64F-4B33-9518-4936AD3E0A22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5a0508d7a662d441b078b6d15381386f10449e53","datavalue":{"value":{"entity-type":"item","numeric-id":2997301,"id":"Q2997301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q468419$E0304797-F256-4C43-8313-DF7AE7AEB444","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5a039aa2d3edc4333f249d641704ce3a5fdef5fe","datavalue":{"value":"10.1007/S00780-013-0224-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q468419$C3A801C3-CF18-4319-8ABE-1E793448CD15","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6bd1f583170c5a86321b954e9c948b214f13840e","datavalue":{"value":{"entity-type":"item","numeric-id":5157844,"id":"Q5157844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"714dd9275aed0a604fa999e15dee0958a8407ce4","datavalue":{"value":{"amount":"+0.8140060305595398","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q468419$B86C8EE8-1746-4736-89F6-207D3C43E319","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"854a99a875651af1865b68a57c93069c683ef8bd","datavalue":{"value":{"entity-type":"item","numeric-id":789300,"id":"Q789300"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"462e190594dea3c6a34785bafde4cbc6a52f52d2","datavalue":{"value":{"amount":"+0.8115578889846802","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":"Q468419$557E8B96-3078-45D7-A548-0EC18A00221C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aac50d752ed982b8acbca62deda28530ef23ba9d","datavalue":{"value":{"entity-type":"item","numeric-id":751449,"id":"Q751449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d28b501abf1eb6d9f357c1085652a0083b0cc454","datavalue":{"value":{"amount":"+0.8050378561019897","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":"Q468419$5F7A04A9-A8AB-4AD7-B5F9-CA0703517A79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"86e6abd532215a7727c4aef096c4b6326083ccba","datavalue":{"value":{"entity-type":"item","numeric-id":3537907,"id":"Q3537907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"54e036e6b6343bfa22c2032bdb0bce19148b13e5","datavalue":{"value":{"amount":"+0.7868003845214844","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":"Q468419$7985F4FA-A3A5-4FB5-89CA-FCDFE63C6E0C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f343ca9057cffebc7e59e7848683f82315cffd8","datavalue":{"value":{"entity-type":"item","numeric-id":2701100,"id":"Q2701100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43273182de2db40168a2bd412d373186bc1553e0","datavalue":{"value":{"amount":"+0.7862364649772644","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":"Q468419$6ECB2BDE-A79A-47AF-B4F8-ACF4C17C2092","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Optimal portfolios in commodity futures markets","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Optimal_portfolios_in_commodity_futures_markets"}}}}}