{"entities":{"Q659265":{"pageid":661114,"ns":120,"title":"Item:Q659265","lastrevid":63396150,"modified":"2026-04-11T12:36:49Z","type":"item","id":"Q659265","labels":{"en":{"language":"en","value":"On the tail mean-variance optimal portfolio selection"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6004721"}},"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":"Q659265$36585894-FA50-443F-A760-719929E4769E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f7b853643ff84fa43d1bf28c60791e46c02f3898","datavalue":{"value":{"text":"On the tail mean-variance optimal portfolio selection","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q659265$017310FA-CF28-4C12-A8E8-6FD92464E334","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c6eba4210d5cb97af3219d5c8c58f866aa03b099","datavalue":{"value":"1231.91407","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$6D06162C-1A70-4AE0-B255-E8E1B0E0C96D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ecc1fe881478a0a890532db889a4d4b4db4f6f52","datavalue":{"value":{"entity-type":"item","numeric-id":190762,"id":"Q190762"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$0C31176C-4929-48E8-808A-9B4BB512303E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"6fb49545b3ffbd90b84cabc3a46f56807c43d68e","datavalue":{"value":{"entity-type":"item","numeric-id":190727,"id":"Q190727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$0AAAE16C-9DD5-428E-8281-D293962E59F2","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c52ba3eabb1b5dda8b2f889cd58a7e4939f1d164","datavalue":{"value":{"time":"+2012-02-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q659265$DBDED964-901C-4574-9BA6-998C2FE4A1B9","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$8954FF26-A2C3-4C0F-9F14-A66C2F98A8BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$4822216C-F87B-47E0-AB09-7B6C51D35768","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3ed33ad7761f094beff3dfa65e546391c0132fd5","datavalue":{"value":"6004721","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$6C5A4141-E273-437A-8251-BC99F862BEEE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"feaa41f9608d7a321a9112385998ce13d920a635","datavalue":{"value":"tail condition expectation","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$94092348-CF08-45B6-B48F-5CB78B020DBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9ad342ca4660d81e1887d76d90e894265e5881f4","datavalue":{"value":"tail variance","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$54477752-D73C-4502-9017-C3D42FFC3318","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"406bf397cf629d5f26b9c3dc247ed405dd45203a","datavalue":{"value":"tail mean","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$95B31622-47CF-4446-9F73-1E98FDE2D125","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ba6a317c9f24dd28dc2936243daaaa36b23c933b","datavalue":{"value":"variance model","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$0C9EF869-F847-480B-986F-39081334FF18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"424c21b6a208b0ad6a39662e235d6bd855d15e70","datavalue":{"value":"optimal portfolio selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$D3C17BB4-930F-48A7-A7D4-30328CFB830E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6061470823b115abe440a26288dc6ee58f1203fb","datavalue":{"value":"square root of quadratic functional","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$766D832C-8C35-4210-A54E-5619B11A3E05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31f123b7ba72bdbd5a5ba4081268ced35f1282e5","datavalue":{"value":"elliptical family","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$4DFA4E52-7287-46CF-BA7C-6FD4711FB433","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ba9e8cc402f098f0869ab86589aa61f9b9b5c66e","datavalue":{"value":"quartic equation","type":"string"},"datatype":"string"},"type":"statement","id":"Q659265$603CF032-ECA3-4A3A-85E3-A07793B2C959","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":"Q659265$32D26138-920B-4929-80C1-2775974C8E49","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8fb5d0286d132ebcf726a874bd843900d99f4c07","datavalue":{"value":"https://doi.org/10.1016/j.insmatheco.2010.02.001","type":"string"},"datatype":"url"},"type":"statement","id":"Q659265$5F768717-2881-4BC1-9FF1-C8571F5DD0A6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a3104fbd4392ab524ce8174a8f0982bfa197ca22","datavalue":{"value":"W2166353927","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$C24B0C67-2E61-4FD5-BDF0-A44D36F42B21","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e21d9680f8e2941b4462dcdd784a8ff3be8b9763","datavalue":{"value":{"entity-type":"item","numeric-id":4003437,"id":"Q4003437"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$395EFD38-31E0-4F7A-8A65-054F9E9CADAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$308F1955-7ACA-4177-976A-7C7BAEBC3387","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50a854e31d7f776b17598b91a3e357b78bbb3f6e","datavalue":{"value":{"entity-type":"item","numeric-id":4646785,"id":"Q4646785"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$3127848B-D6CC-4862-B86E-A81DB430CD0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"514f56cf009bb621bdff3bbaedfb7a5b73ba7a38","datavalue":{"value":{"entity-type":"item","numeric-id":3996150,"id":"Q3996150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$F858F019-4DDB-47BF-A3DF-953780DBC49B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8962af60eb706d30a12dd90f0e9be301722b128f","datavalue":{"value":{"entity-type":"item","numeric-id":3608226,"id":"Q3608226"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$610584CA-C1AB-404E-A38D-860713D4DAB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"555567b3900914cf561954d15e21daa495aa69b8","datavalue":{"value":{"entity-type":"item","numeric-id":817298,"id":"Q817298"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$49B231BC-85D5-4DC6-B720-C2444AB5A7CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4bbf37521536ef83d7410ced9b0459b3f094579a","datavalue":{"value":{"entity-type":"item","numeric-id":3632844,"id":"Q3632844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$4615DC29-0F17-46F0-8F94-EAC6DA95715A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06b520b3b016d194ba499484da430eb27ddea8e5","datavalue":{"value":{"entity-type":"item","numeric-id":2485528,"id":"Q2485528"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$DCCEC6BA-EFF4-4585-8236-40CC79E74938","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ca94d667ca3c09d812c63c160111f5b56f0c76b","datavalue":{"value":{"entity-type":"item","numeric-id":2493870,"id":"Q2493870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$8B20D29E-3BED-49CF-A15D-AF00E336B4EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"76f3fb3ae8bcb9666145ac3cd1bee8700c343f52","datavalue":{"value":{"entity-type":"item","numeric-id":929931,"id":"Q929931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$F53D5103-788F-4D7A-9899-755839FD0BAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bf1d85af509cae2870586dadba3f38220b545f09","datavalue":{"value":{"entity-type":"item","numeric-id":5715937,"id":"Q5715937"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$0765FFD3-27C3-4A51-97F5-DB20AC7FEB52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d2e088b04db257567bd7611aadfb051e82542cc","datavalue":{"value":{"entity-type":"item","numeric-id":5490585,"id":"Q5490585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$2803DD47-DF5A-4402-A8CA-F2F13FA884D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e008f38bb6e3520a5336a8cd2a0e4568af5b76ef","datavalue":{"value":{"entity-type":"item","numeric-id":2553907,"id":"Q2553907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$D3BDA517-F895-4B08-B454-82F6A703AFB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4372e67ad660b5a293ce30bd03e64b5c524a4955","datavalue":{"value":{"entity-type":"item","numeric-id":4001511,"id":"Q4001511"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$4C03707F-4D99-4D2C-9E38-CDDEC55BB820","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f7a4395e9c8d8c6eebf2b945dd6d87402f3d1e5","datavalue":{"value":{"entity-type":"item","numeric-id":5706744,"id":"Q5706744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$E53155EF-3B8F-4EDA-A26A-9834ADFF6A1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0371c864678e83c5a3cd2bf1f08e7a5dec0c6e8b","datavalue":{"value":{"entity-type":"item","numeric-id":5330940,"id":"Q5330940"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$2870DE7D-06F6-4409-81EB-0F8FA0BF1E89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f2aafde729d51e922591167625e4e43fa4d0ffa","datavalue":{"value":{"entity-type":"item","numeric-id":5278070,"id":"Q5278070"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$41B0A382-AA2B-479E-ABEA-8E790889CCC8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f3e6d081bae637cb66d22044ac5b75d9f7fd36f6","datavalue":{"value":{"entity-type":"item","numeric-id":2706425,"id":"Q2706425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$4AFF1B10-377D-4DED-9A89-350DDE13A4CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"83fccfbd35d28d781c6e193a291a42541952987c","datavalue":{"value":{"entity-type":"item","numeric-id":4223182,"id":"Q4223182"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q659265$B53CDB26-9F70-478C-B716-5D68A86330EB","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"849a70f58c6c2ec178ef5c8e6ef6bb15ba5e6ae3","datavalue":{"value":"10.1016/J.INSMATHECO.2010.02.001","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q659265$AB1F43B7-85F5-486B-BDCA-101B43410E9F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4679cc80529ac71875a1059372eee2550cdbf09d","datavalue":{"value":{"entity-type":"item","numeric-id":2442517,"id":"Q2442517"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5027b3b2c1ecb8dcdff0a4ee8d11d80c656791ad","datavalue":{"value":{"amount":"+0.830999493598938","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":"Q659265$897CE2BA-3F39-4479-AEE8-31D699864047","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"53677ad4e4058c91b275ec50de43f6dc43abb9d2","datavalue":{"value":{"entity-type":"item","numeric-id":2034147,"id":"Q2034147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e1eb86548fe036a38c20794d6b91fad74e8c1bd","datavalue":{"value":{"amount":"+0.8308544158935547","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q659265$D0150BEB-B5C9-4068-980C-CA5BCE9B0E4A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"83651faf89be15eb6689d25f2c587de7e027bdf9","datavalue":{"value":{"entity-type":"item","numeric-id":2178898,"id":"Q2178898"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a0c186d86ff4e83940d6f52733c9a7c92cbaf94e","datavalue":{"value":{"amount":"+0.7991844415664673","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":"Q659265$1DDFD5E8-886F-4B7F-9394-63E4C447EF1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d52f3b6f6d605e1dbc69685cf4d870c00fd617da","datavalue":{"value":{"entity-type":"item","numeric-id":1731080,"id":"Q1731080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14802577af4567153a1461074a053537fd9a7a4e","datavalue":{"value":{"amount":"+0.784974992275238","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":"Q659265$786F1B9B-4A06-414C-AA7C-250E7EC99682","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fc725565b2de6fb7213cda90e3272119e27915af","datavalue":{"value":{"entity-type":"item","numeric-id":5015921,"id":"Q5015921"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5f8ce3a482d63c1143f10c67c6062ea10ba8ee7e","datavalue":{"value":{"amount":"+0.7785434126853943","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":"Q659265$00F959CB-C196-4947-AB16-72A3DF625AF0","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On the tail mean-variance optimal portfolio selection","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/On_the_tail_mean-variance_optimal_portfolio_selection"}}}}}