{"entities":{"Q4906513":{"pageid":6936092,"ns":120,"title":"Item:Q4906513","lastrevid":51658424,"modified":"2026-01-19T07:34:17Z","type":"item","id":"Q4906513","labels":{"en":{"language":"en","value":"Positive alphas, abnormal performance, and illusory arbitrage"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6139567"}},"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":"Q4906513$209E6027-011B-463F-9B79-1E16BD929F0C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c1672a2abe880a8c1d1968c308b9c6a090678032","datavalue":{"value":{"text":"POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4906513$DB78C02D-BB65-49C8-9A35-B77B5DEA8C3A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3f8df247fde03e48a55aab0c8c389888e9d1f0c1","datavalue":{"value":"1282.91117","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$B31D334C-506E-40CD-908A-1D95A4223C99","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"1de4b540dbe99c646bddaded804e9f35ff2494c3","datavalue":{"value":{"entity-type":"item","numeric-id":140029,"id":"Q140029"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$8B2D4EDC-7967-4315-AE98-CF0EB4C3F322","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0ca3bfe5cd95186174c3d2c7f7508105e7e4c0ae","datavalue":{"value":{"time":"+2013-02-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4906513$077F4AB7-8ED6-4F29-B176-9B1C69B77F80","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$98426A56-019D-4FE8-AB7C-38D401FFE537","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"772afcc76afc6ed455612e61ae15c7b17b2b953a","datavalue":{"value":"60H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$4C1BCC4D-EEAA-441D-9A44-9C113C301209","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$09D54FE0-AD85-4230-8687-D77FA813185F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$381D1EA5-9C94-4A89-B189-49D89BEB17A4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"66ed8bc1ab5dcd1f5a3fd71c8d4ccb8896a2b9e2","datavalue":{"value":"6139567","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$250BB526-D363-4B44-81DA-9459E43DD4EB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"262210363dd4c06b1bc30e35603b6db186d3eee7","datavalue":{"value":"Jensen's alpha","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$A39F46D8-477F-45B6-813B-186318945576","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1572b42167cf7f33333439add63e3c940ab1a672","datavalue":{"value":"betas","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$E1DD0317-D0C1-4489-9E69-1C6766B62B85","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"58902b2260c542af733ae65d19687e7fe45e4002","datavalue":{"value":"excess expected return","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$2472EEC7-05ED-4B48-893E-6A54262F4548","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"023f87aa6d865164707346408a99df394dbb6cba","datavalue":{"value":"state price density","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$FC1798CD-0836-45CA-AAA3-109607D1E116","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa5fedf410f609ca66fe2e3f327c96bbfc7ec725","datavalue":{"value":"arbitrage opportunities","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$D606C180-0CF5-4A2F-8CB3-61932CA08FF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ea4fba65832809bbf0bd1dcc5308305e2ab1556b","datavalue":{"value":"martingale measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$6529685F-A4F6-4C2D-8882-7BFE3DAE9BAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"98215717b8483af6ceec10ecbed6576e57edb5e4","datavalue":{"value":"local martingale measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$9FCB3475-9272-4D60-8717-2A666DA5A982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aeb7024b465c6de12729cc6966de1993f5f26aee","datavalue":{"value":"systematic risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$F66D9413-97B4-4F66-AE52-8415D58F966A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f7ecd2d3ae1d3dfca86ff8d6ec61198bf541cfd6","datavalue":{"value":"performance evaluation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$169E1D10-3BB6-4D51-9AAF-E0B579606E58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8033dce3119384d926fc9c4eb837f6d7af30a7bb","datavalue":{"value":"asset pricing model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$CD69338E-0414-4139-A630-AFA024E8F243","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"abddb72cd45b3ab967d7df79c26744abf413d430","datavalue":{"value":"CAPM","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$0753D209-4DBA-4C79-99DA-079C42D37760","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"38c330b03930996ab56edb6550476e286fbb5c2f","datavalue":{"value":"ICAPM","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$B8437625-AD36-4E86-85CD-03538D8594A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"644482dd9054202825c8be3b2930c5e4e7862f23","datavalue":{"value":"CCAPM","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$5EAA96ED-7A3D-4772-BCF3-7E850A4B9753","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"716a1aaa9e458cbeb3e26c808c3a56e19449ecd1","datavalue":{"value":"APT","type":"string"},"datatype":"string"},"type":"statement","id":"Q4906513$E6495B87-7C64-476E-8857-0969AEA2206E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ab7ddf90a47c30089e025d7cb1b4895e722a5857","datavalue":{"value":{"entity-type":"item","numeric-id":315461,"id":"Q315461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$4243C3B2-6E1A-4242-BD83-B0BF342D7079","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e51aeaddbf912e06d0a2d61abd680b219c4c4bff","datavalue":{"value":{"entity-type":"item","numeric-id":1240468,"id":"Q1240468"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$BDE61EE2-6AE6-4700-BB86-44315954F610","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":"Q4906513$5D358CE9-52D4-4EA6-977A-1FC73679981C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"26bc1cf5cbab2fb999f0f816dfc32343034165fc","datavalue":{"value":"https://doi.org/10.1111/j.1467-9965.2011.00489.x","type":"string"},"datatype":"url"},"type":"statement","id":"Q4906513$CD95CCFB-6DD5-46AF-8032-0CE359A3286F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ca8dd62ea2fc545091dc91761362029e2535ea53","datavalue":{"value":"W3124230895","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$8A30F148-E8DA-4389-92D4-98BA276A9F19","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1ea98384e34edb07356b6215699e184ffd25ca9","datavalue":{"value":{"entity-type":"item","numeric-id":665786,"id":"Q665786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$06E1FC8F-A2F0-4407-A782-B973B59D8703","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd438c4c9c559662b4b2a6ea9b375c22fd80d909","datavalue":{"value":{"entity-type":"item","numeric-id":804457,"id":"Q804457"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$82802DC8-AE81-4342-81A2-8E5E255E0E48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"778d89c8429cdb8d6994f1244169682a0d01d8ce","datavalue":{"value":{"entity-type":"item","numeric-id":5455557,"id":"Q5455557"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$67A3D92F-E1D8-4371-849C-351B0A7D9BF8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"251ec0348ddb1f70bcab38770ae25450de69d19f","datavalue":{"value":{"entity-type":"item","numeric-id":1340170,"id":"Q1340170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$F3365903-131C-4E9E-B7AC-F3F9924EBB21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e53ff37bdf6066fba17bba4b49bd87e8f20fdf52","datavalue":{"value":{"entity-type":"item","numeric-id":1271229,"id":"Q1271229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$C6F60498-E460-4B7D-8016-0A390365D6A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$A2A1EAA8-A4AE-4143-8E65-C01878A4B58E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1fa1fdd4f99b35f626c31a0ad03915b8bc18ebbe","datavalue":{"value":{"entity-type":"item","numeric-id":2430260,"id":"Q2430260"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$AFF92624-7791-42F4-B889-6413AFE5264D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4ce4994272bd1e388e9ee1333bc1a784578b076","datavalue":{"value":{"entity-type":"item","numeric-id":3553253,"id":"Q3553253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$95AA3FE4-EBDF-4AC7-92E6-11B7CD640D77","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"abe2c64d4f98738c77bc65df67f428bfdd22ec21","datavalue":{"value":{"entity-type":"item","numeric-id":4770167,"id":"Q4770167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$B6CF0F10-FBB8-4FCE-9232-AE7E42AD6D8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"183c360b3b81b4a6b6c0c5712ffbfde54101b952","datavalue":{"value":{"entity-type":"item","numeric-id":983170,"id":"Q983170"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4906513$62772A6F-1539-41C6-A71A-2A1736A96A7B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2e1e5836bb370a976f36e630151c7f471468962a","datavalue":{"value":"10.1111/J.1467-9965.2011.00489.X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4906513$32499F0E-35AB-4355-920C-6F41D91971D7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aebe2de09bfeaa079da4a059f103d248405592d3","datavalue":{"value":{"entity-type":"item","numeric-id":2294447,"id":"Q2294447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a06fb394af6cbe921337997f21f185f4313ea476","datavalue":{"value":{"amount":"+0.7174818515777588","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4906513$F7967486-01AA-4390-A1A5-728E7F75E3A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ab17ed2225ca5c32468838d60f7ed755a68c61e1","datavalue":{"value":{"entity-type":"item","numeric-id":5139549,"id":"Q5139549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da56634277ec02dbd9e2dc4b72d1ce6432d79ad4","datavalue":{"value":{"amount":"+0.7131854295730591","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":"Q4906513$E53F4A54-FF89-4506-87AC-2DA80E8FB4FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a027612182b3016f8e22377b5779e64fec5060d0","datavalue":{"value":{"entity-type":"item","numeric-id":4503059,"id":"Q4503059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14529d7a17128646b531833e3146a63f3f45f3d3","datavalue":{"value":{"amount":"+0.7040714621543884","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":"Q4906513$9FDAC193-74C5-4FB9-B727-CAAA3ED5ED31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0aafc75e740555f6927c31173b11c469dcb651a7","datavalue":{"value":{"entity-type":"item","numeric-id":5139496,"id":"Q5139496"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14529d7a17128646b531833e3146a63f3f45f3d3","datavalue":{"value":{"amount":"+0.7040714621543884","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":"Q4906513$5F666A7B-6F89-4771-A59D-F20287E0FE26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6a35fcc815b2c789fc1b241b996a01bc6f84ba16","datavalue":{"value":{"entity-type":"item","numeric-id":656073,"id":"Q656073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c5d39f29f011ebb2d201abccd35a479281e79911","datavalue":{"value":{"amount":"+0.6981859803199768","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":"Q4906513$65924412-9A74-49D6-ADD3-FEACC89E188B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4906513","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4906513"}}}}}