{"entities":{"Q5411392":{"pageid":7440966,"ns":120,"title":"Item:Q5411392","lastrevid":51983135,"modified":"2026-01-20T16:42:22Z","type":"item","id":"Q5411392","labels":{"en":{"language":"en","value":"Mean-variance portfolio optimization with state-dependent risk aversion"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6287491"}},"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":"Q5411392$F4E827E6-3BF9-4E4D-AB8C-26328F34AE9A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"ccc048a50f46c1ec4dd3159e2bc3e6494b2fcb86","datavalue":{"value":{"text":"MEAN\u2013VARIANCE PORTFOLIO OPTIMIZATION WITH STATE\u2010DEPENDENT RISK AVERSION","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5411392$A9CBD9CC-3096-42A5-9080-653B8B463B50","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"ba37256a194190a431573228794e8bd49c6eac72","datavalue":{"value":"1285.91116","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$7022EADE-C70C-4FFC-9982-3352D8C7C5CD","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":"Q5411392$8D8B94A0-ED11-4079-ACBF-5412F0951849","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b3041a7bd5c74727d19353b43fab84bf78332b1f","datavalue":{"value":{"time":"+2014-04-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5411392$060D405E-4318-41E5-B8E0-1FAF8909B912","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"412631d14fe4be7242b2752c4576c489266df53c","datavalue":{"value":"http://hdl.handle.net/10398/9097","type":"string"},"datatype":"url"},"type":"statement","id":"Q5411392$35631614-2369-4186-BDC7-3F884EF35851","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$E7DBD34F-C69E-460F-944B-80204894A1D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"aa3ca91474fff28e420d9cace433f8447ec799b0","datavalue":{"value":"90C39","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$01B17B07-813B-4126-8FDF-0E1EEFFBA2E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"bc7eb0f462deb89a5bf6af1abf9a96ba13c81d67","datavalue":{"value":"91A40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$527B090F-17DE-41A4-A241-93EFE3B41523","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"1819d15ecca6826fa748a086682b7c7a6bd48834","datavalue":{"value":"6287491","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$FFBDE45F-1D98-429D-B636-0E5D2EC46064","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"37b30d34cfa3882019c36be70fef23f85895568e","datavalue":{"value":"mean-variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$1D429AE6-FC80-4D2C-8B24-8F703C80E55C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"440bf2acfc1707198c41829c32e377b5e63a43b7","datavalue":{"value":"time inconsistency","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$86DA5C73-74E3-4BD6-A01A-B9EA13936B71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"25f56e4394a659515b367429b4e4021e3ae84c9c","datavalue":{"value":"time-inconsistent control","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$19371AFA-0A37-477A-AE59-DA712D45BC52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d82cfa81638332a8c825bcbbd9d7f7f9c0c45be","datavalue":{"value":"dynamic programming","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$71B421A6-53DB-4C57-8DDD-50574E62F9D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fc971672ef73b201290e80f154a4b52820db070","datavalue":{"value":"stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$5562E605-D4D2-4B1D-9419-E46511E66D45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d733b22f9d3fd7cc282ad79b132383fe9779ac1","datavalue":{"value":"Hamilton-Jacobi-Bellman equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5411392$45F5CBBC-F7A1-4784-828D-02E7292BD20E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$E778C59B-D15C-463F-9AFD-7A0FF20E1241","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"480d582f44336f4e23fb4ff9b523676307b2aa86","datavalue":{"value":"W1791174547","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$2A0E4F53-FFDF-4464-B787-6D00694958A3","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"cae2d25f1ea6728ed88f30960e17895c70d0d7d8","datavalue":{"value":{"entity-type":"item","numeric-id":2784078,"id":"Q2784078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$5B0936AA-AB49-46D2-8559-B1BCE57E0147","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f83305239d4f0e6d491d89fda3de0604c2fb259","datavalue":{"value":{"entity-type":"item","numeric-id":3370587,"id":"Q3370587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$A97CD6C7-E5D7-4D61-9124-ABE041270AF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b341d89808d2dc4b97645aa802e72773998601a8","datavalue":{"value":{"entity-type":"item","numeric-id":3402361,"id":"Q3402361"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$CC781F42-B9A7-49F3-BD91-4AC4BD2121F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64e7ddd2ebacaf6bbfb19aef97d79fac71efb2ad","datavalue":{"value":{"entity-type":"item","numeric-id":3867514,"id":"Q3867514"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$4B6150B1-9A28-41C4-9125-FD895F8C3C73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dec027abf37ae7177e9cbfeab14621897e1ab965","datavalue":{"value":{"entity-type":"item","numeric-id":5476201,"id":"Q5476201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$E9F1378B-5E41-4B57-8AC5-B283EC3A1A96","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":"Q5411392$4F6DA7B9-4B75-4123-953E-D7B8E5AC1E61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1757e8374031efd9d232e02ca7e2856fb31d821a","datavalue":{"value":{"entity-type":"item","numeric-id":5704164,"id":"Q5704164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$B65DDEE1-765B-4625-B511-5CF62EA1A505","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1d05a09d534a88014b8a41b46456f088ec982239","datavalue":{"value":{"entity-type":"item","numeric-id":5704066,"id":"Q5704066"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$DD8D992F-07B1-4076-9143-9462292E1CE5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d8e75e8c0d2b1d1c8df598db688d909a49ac298d","datavalue":{"value":{"entity-type":"item","numeric-id":5684804,"id":"Q5684804"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$3F1F50F0-F2D2-44C3-91EB-2181BE74033F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8a1654422186e385a93a7099b1e7913908a0ec0b","datavalue":{"value":{"entity-type":"item","numeric-id":4732270,"id":"Q4732270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$0910FCCA-5C98-4215-8713-960AD44ED124","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1261971df2af668da61907a507fab10103ede9bb","datavalue":{"value":{"entity-type":"item","numeric-id":1014330,"id":"Q1014330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$B5120A8F-9D59-4EEE-8ED6-08471A6FF713","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ed7a518974df61a911ef75903e298bc83de9754f","datavalue":{"value":{"entity-type":"item","numeric-id":5692941,"id":"Q5692941"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$1A3D7923-78D7-40FB-AA02-60DD3600BDD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bc711f7e4ec869c78526caaf179d16ccc5b951e","datavalue":{"value":{"entity-type":"item","numeric-id":1573569,"id":"Q1573569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5411392$A113FE8A-FAAE-43D7-9ECE-61B957BE543D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"db19b524867854f3421033c332adaf63e826366a","datavalue":{"value":"10.1111/J.1467-9965.2011.00515.X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5411392$E5E009A4-19F4-437B-9A32-0384619FBEE5","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5a56643b7d09e741f6338c36682ef7c6c287bdf3","datavalue":{"value":{"entity-type":"item","numeric-id":518137,"id":"Q518137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a908927edcca9213a4cb34acf4a768020c597ad","datavalue":{"value":{"amount":"+0.909113347530365","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":"Q5411392$45DE5261-23F8-4BE9-AFD5-625F6687BAEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1df9b1297256dab0a847295ab1ef9e579af090b7","datavalue":{"value":{"entity-type":"item","numeric-id":5057975,"id":"Q5057975"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14bd20985cd7ba3dee3ddab8e5606be13037473b","datavalue":{"value":{"amount":"+0.8219054341316223","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5411392$EBE06DB6-3356-40CF-A2C6-69E89F9F70D6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea1fafd72f7728ef601c6f2aa11b9133a80ca1a6","datavalue":{"value":{"entity-type":"item","numeric-id":5346595,"id":"Q5346595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aab5dac6ed21fed430d15da62cd73e8876683f09","datavalue":{"value":{"amount":"+0.8200686573982239","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":"Q5411392$53A2C772-4CA1-46F6-84E5-7249B69B0250","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f829cd192d9ee4850f6fc07070efb73f74c3b66","datavalue":{"value":{"entity-type":"item","numeric-id":5014196,"id":"Q5014196"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fad6f59212acc47b2f23c043b042d0820d176bfe","datavalue":{"value":{"amount":"+0.8162729740142822","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":"Q5411392$5A0C0175-1980-4CD1-BE96-4CCF8B19D1E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a620ccdc63d5e8af79841a99c4214782067fc97b","datavalue":{"value":{"entity-type":"item","numeric-id":1655930,"id":"Q1655930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ce2961cf231c811cfab8603ada3169a35ace3a93","datavalue":{"value":{"amount":"+0.807482123374939","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5411392$CDE607C9-29F1-4FFD-BB2C-B4F533905356","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5411392","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5411392"}}}}}