{"entities":{"Q553533":{"pageid":555300,"ns":120,"title":"Item:Q553533","lastrevid":62823642,"modified":"2026-04-11T08:37:52Z","type":"item","id":"Q553533","labels":{"en":{"language":"en","value":"Intertemporal asset pricing and the marginal utility of wealth"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5933158"}},"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":"Q553533$8E93A24D-C0BB-4197-B389-6122C7A51CEA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"279aeb94cf6a9162f9fc209d3ec3da3f8e1cd7b3","datavalue":{"value":{"text":"Intertemporal asset pricing and the marginal utility of wealth","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q553533$2372124D-0D98-4ECB-9329-12ED6C8FD971","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"62e8cf4d0245507ef3650b95f104710ae8b9a52b","datavalue":{"value":"1229.91129","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$48C2983F-5453-40D7-99E3-7398C77195FE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"79235a30f046162d48abcd09627567bb3356c132","datavalue":{"value":{"entity-type":"item","numeric-id":496579,"id":"Q496579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$AA2007F0-A1CA-4251-A87D-DAD2B07EF2BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3dc2f2ca4ce36ef1cfae24b1343c426fb13e4525","datavalue":{"value":{"entity-type":"item","numeric-id":496580,"id":"Q496580"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$9DBF8102-603A-4447-8202-C92B051C0C90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6350a5c0688efc151712795f9e052925bc502af7","datavalue":{"value":{"entity-type":"item","numeric-id":496581,"id":"Q496581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$AB744F59-A2F7-45D2-B659-E84E7577D394","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e4c2e988e5006d85760634c8bd82b90d5dc4af6e","datavalue":{"value":{"entity-type":"item","numeric-id":176927,"id":"Q176927"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$D1064FCC-EE04-49BC-BAC4-B24703201219","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6e389d84f8899d4fd416867a29608c3150f7b747","datavalue":{"value":{"time":"+2011-07-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q553533$A51EDD29-40AA-43E9-8A5E-DB06A9227615","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"1994572ae8c4cc8774a4ec26479dff866c1e3638","datavalue":{"value":"The authors consider a general class of discrete-time, finite-horizon intertemporal asset pricing models. They supply a generalized definition of marginal utility of wealth based on the Frechet differential of the value operator that maps time wealth into maximum conditional remaining utility. It is shown that in this general case all state-price densities/stochastic discount factors are fully characterized by the marginal utility of wealth of optimizing agents even if their preferences for intermediate consumption are highly irregular. An example is given.","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$551CFBC9-9F7C-42B2-9177-563934F97B67","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"a48314bf060dc06303dd3f2deed609c439145078","datavalue":{"value":{"entity-type":"item","numeric-id":588949,"id":"Q588949"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$F6A16597-A08C-402D-9374-B32423FC0E69","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$EE5DCC45-B217-47BE-A7F1-34FD3859AC4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"662a15c969a3e9b9201184d54187bd341d8c9f5f","datavalue":{"value":"91B16","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$EFBEEB8D-EAA0-4A74-8A10-D479953A5D64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b7b5d210ccf30ae4c3a1a1262f928f15988911a0","datavalue":{"value":"91B15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$E194A8B9-419C-41AA-9C6D-91243209A827","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ba7f39e7fdad48df72e7d54b15d0f196bf52900f","datavalue":{"value":"5933158","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$7A916B03-2397-4D4B-80AA-6DBF542B5954","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b2987769656017efa42f7601539ab55251e97f5","datavalue":{"value":"arbitrage","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$86784E13-3F26-4941-827E-6C27A3F5EDC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cf3c7ca3baf0e31b202ac4a54ce6ee05e5f2d5a2","datavalue":{"value":"viability","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$9DA731E5-9A72-40AF-A862-585D87DA8641","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa1cfd35871c945bffc9d47b22d2742d57e7894e","datavalue":{"value":"linear pricing rules","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$1D7C69B4-0EC8-496A-8233-1921F962C275","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6feded8a682ab1641f89b57c831ba341d9ed9457","datavalue":{"value":"optimal portfolio-consumption problems","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$714D14AC-F08F-48B0-B1AD-5A279B1E2A94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"15edff05bf8937b759af65bccf8be71a040398f8","datavalue":{"value":"marginal utility of wealth","type":"string"},"datatype":"string"},"type":"statement","id":"Q553533$DA7F3463-D8A7-4647-88E2-51E5C2E2C220","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":"Q553533$1237F209-7A11-4294-8474-537D3D86A4A3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2c9c1656cb8af9d1468b732eb7f4279a7d8efe60","datavalue":{"value":"https://doi.org/10.1016/j.jmateco.2011.02.005","type":"string"},"datatype":"url"},"type":"statement","id":"Q553533$E14948CC-031E-44C8-9E5F-7A63F989FFBD","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1fdec3947766dcf240b89ced7d4387129c512c1f","datavalue":{"value":"W3124349635","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$B0F798ED-FDF8-4F73-9EEF-EF6891939573","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6c4bdb8dbf654bc1cb94026795c9692ad6dae4a8","datavalue":{"value":{"entity-type":"item","numeric-id":932762,"id":"Q932762"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$8F95CC5F-B03D-4C07-85CC-8D2B5795D912","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbb306bad79fda20c3020e901155e00483de63d6","datavalue":{"value":{"entity-type":"item","numeric-id":845611,"id":"Q845611"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$48489583-E3CC-4905-AA53-75E93265872F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e4b9fcb2eaa0e646dd4bad888ea3ba2f8386807","datavalue":{"value":{"entity-type":"item","numeric-id":496582,"id":"Q496582"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$CC6E2E38-EFC4-4F76-BB7E-1CF7FC6202E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1045a8f2a1ca6d97a41fd887127656eb85762520","datavalue":{"value":{"entity-type":"item","numeric-id":3446057,"id":"Q3446057"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$FAC30735-7856-446D-8DF9-1EFC84BC7DF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d33bfb660e0ba1c8e5fdbdfc5f8320e54d40231","datavalue":{"value":{"entity-type":"item","numeric-id":4531064,"id":"Q4531064"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$419959A5-B31A-4279-B4F9-7708B147A246","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3560360c7e9b4e924f8b9d5b3c95f6b172c5ba7e","datavalue":{"value":{"entity-type":"item","numeric-id":4794153,"id":"Q4794153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$8F5E0254-82E0-426A-8076-26AEB95DD341","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3d4789fe1501b19c4ad0d18535e31f69be65d84","datavalue":{"value":{"entity-type":"item","numeric-id":5894843,"id":"Q5894843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$142643D8-3DEF-4CBE-91B3-0A9CAF6D2B04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce04a4354585359c64279595a1cb2adefe08a2af","datavalue":{"value":{"entity-type":"item","numeric-id":3352793,"id":"Q3352793"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$BCD73391-5AE9-4648-AEF5-0A0A54E6D84D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a870243a206d513546fc876630c16a301c3dfc88","datavalue":{"value":{"entity-type":"item","numeric-id":1138469,"id":"Q1138469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$8123D16E-517B-47FC-98AC-2A55836C283E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5302c685ef55998cc084347a5a25ef6bbbaef8dd","datavalue":{"value":{"entity-type":"item","numeric-id":1149872,"id":"Q1149872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$A94A9BBF-D6D3-4F33-8B2A-A15795FEFF24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"066f5571ecc84924ae0056fe924bf416136a1f83","datavalue":{"value":{"entity-type":"item","numeric-id":4160624,"id":"Q4160624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$2233BFD4-2477-450E-93BE-CC9FA8FCFF8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"076ad43b2218680ca501aa6b7b0d9932baf47ac5","datavalue":{"value":{"entity-type":"item","numeric-id":3930974,"id":"Q3930974"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$99E05988-4F34-40AD-B370-92D0DEA091B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e30197f48c6e9aaa6648ced795826dc758a5a52","datavalue":{"value":{"entity-type":"item","numeric-id":1207005,"id":"Q1207005"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$2D405150-4421-4746-B920-AA47A9D98521","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8bd13c8310fea80b685f3cd4c5d274cfcad5eeb3","datavalue":{"value":{"entity-type":"item","numeric-id":5677251,"id":"Q5677251"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$2D5BC642-B1A3-4DAD-A266-71872F7BF8F0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdf818610402f13fc8bbf064027431dcc9a4c809","datavalue":{"value":{"entity-type":"item","numeric-id":990292,"id":"Q990292"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$B9F7BC3D-457D-4FF6-9E39-CD2B633FD955","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce73d27860a758749dd6eddd4e3fee2bc21621fe","datavalue":{"value":{"entity-type":"item","numeric-id":1863747,"id":"Q1863747"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$EDCF495F-4E4D-4DBA-83DF-FAF4B76C7C8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d5561ee715e879d2cf764674fe1780a42aa37fd8","datavalue":{"value":{"entity-type":"item","numeric-id":2365077,"id":"Q2365077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$C924531E-14CF-429B-A123-3820B457B0A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80f7c7325f2679dce485cc2e911259652a9ecc4b","datavalue":{"value":{"entity-type":"item","numeric-id":917160,"id":"Q917160"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q553533$666A4F48-B229-4F00-BF2D-14B804273EF6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"62e459775c29b077b992f0de50defe0794d93e34","datavalue":{"value":"10.1016/J.JMATECO.2011.02.005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q553533$66C6277D-0B2C-4FA0-95EB-2D6DCE3BD3CC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9df1899dab83c8fb4e0ee39642a2205f9a9605c6","datavalue":{"value":{"entity-type":"item","numeric-id":3806953,"id":"Q3806953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"858e9f5f3fb010cec857236b9477d4b96c4b4306","datavalue":{"value":{"amount":"+0.7731239795684814","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":"Q553533$68F5E41B-2D78-4BBD-982E-720144F41814","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9a0684fd97b7eaf09d160a3063a1fb741b051b5b","datavalue":{"value":{"entity-type":"item","numeric-id":4770167,"id":"Q4770167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b215adc43fe9a0864d00ecfa819fa7a2678fa53b","datavalue":{"value":{"amount":"+0.7702608108520508","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":"Q553533$7C54C794-997F-4C14-9CFF-B75966BA21AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"08b0765cf6860559ef250b10c4d1132635cd4598","datavalue":{"value":{"entity-type":"item","numeric-id":4006270,"id":"Q4006270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f648b4e41769b7f9652880bc4fb3dba85cd0f353","datavalue":{"value":{"amount":"+0.7617016434669495","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q553533$EADE717E-634E-4BBF-AEE5-82CF66E7B83D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfbca536529bb51a52c0073414b724fe1c7a5e13","datavalue":{"value":{"entity-type":"item","numeric-id":3621147,"id":"Q3621147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"322a4602f07b6a4de5a3f6da36a7e1e11c742bdb","datavalue":{"value":{"amount":"+0.7610931992530823","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":"Q553533$A504271A-672E-423D-B5A2-C36818F3B824","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5f9e977f52e8c4a2f5e2e2d815451313893474b3","datavalue":{"value":{"entity-type":"item","numeric-id":2707193,"id":"Q2707193"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1794dc2bc2416b2e30198df4d3e18240b6e7729c","datavalue":{"value":{"amount":"+0.7606188654899597","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":"Q553533$7F29C734-AD91-4450-AE15-C3114E11372B","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Intertemporal asset pricing and the marginal utility of wealth","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Intertemporal_asset_pricing_and_the_marginal_utility_of_wealth"}}}}}