{"entities":{"Q6617073":{"pageid":14228230,"ns":120,"title":"Item:Q6617073","lastrevid":55766407,"modified":"2026-02-17T22:25:29Z","type":"item","id":"Q6617073","labels":{"en":{"language":"en","value":"Optimal consumption and investment in general affine GARCH models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7924484"}},"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":"Q6617073$D5F4C06A-9165-4B5D-A0D9-8750D5635DBC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"6986503f892d2db041cf24ba792ee0a7124d53bd","datavalue":{"value":{"text":"Optimal consumption and investment in general affine GARCH models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q6617073$F3CED5B0-4465-408E-A748-B584AC35C8D7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c87eb973979248e7b0e3d72978344b1711c90785","datavalue":{"value":{"entity-type":"item","numeric-id":1938496,"id":"Q1938496"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$320D9C03-16BA-4437-8C88-69892517F418","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"cfa60fac6620e95d8d9ef0938132ca758bd14e27","datavalue":{"value":{"entity-type":"item","numeric-id":5041835,"id":"Q5041835"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$7A588D4E-68EA-4377-8AF5-2E63A0FCAD97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"59bfa7396e4b112e5c25075fb64eebf3536d1280","datavalue":{"value":{"entity-type":"item","numeric-id":196870,"id":"Q196870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$4EE8B29A-6B72-41D2-86AC-AD5062DE4E06","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"d31ea0e03b35017378261f0eff76314df7af38c3","datavalue":{"value":{"entity-type":"item","numeric-id":251141,"id":"Q251141"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$FBB59E39-76D7-449B-994A-99763FEB50CE","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"494bff2bc24699bf535a78d742914a24147db656","datavalue":{"value":{"time":"+2024-10-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q6617073$8FA75F29-87CE-4DA6-B43F-5D112FADAED0","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6617073$A87E9A95-87D3-439B-B9BF-2A6E55489FF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"662a15c969a3e9b9201184d54187bd341d8c9f5f","datavalue":{"value":"91B16","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6617073$76EE685F-D2EF-4662-ADBF-1AD0BC489640","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6617073$3F96FB3A-3214-4130-A50B-7B8AEB024B39","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"89b9466bcd3366e54d076ed2491e7b74bd3170ed","datavalue":{"value":"7924484","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6617073$B4E3702C-4EE9-4BC6-BE9D-341BB814E28E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0df2103fb71f52a6c9e2568a17fb09d5a809cda0","datavalue":{"value":"dynamic portfolio optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q6617073$EDFD1255-2C75-4856-A847-69C821A411D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2fdbbde846c9c6e3d47a9e502a831a4f924b2d8d","datavalue":{"value":"affine GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q6617073$A187FC1B-BD4D-4EC7-A6C2-6E09C5F1460E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a0ca6c2d2c98eb0e8e5c3f418540ad9cd9e912e6","datavalue":{"value":"consumption","type":"string"},"datatype":"string"},"type":"statement","id":"Q6617073$7EF3AFE4-08D6-419B-8F37-788AE3799DCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d63cea8a1b99a1c792bee968dd47a6f181837fe9","datavalue":{"value":"IG-GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q6617073$1329F01C-DE5D-48ED-80F4-B3B0C963FE62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"19fd6b548094e7835046c2f8ac5897c843574139","datavalue":{"value":"expected utility theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q6617073$D1D79FFA-EFC5-423B-BCC0-DC257726AF64","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":"Q6617073$FD71FE0B-6883-4D18-BEA3-A5A24AA8FB67","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5ae15ad66e87e75c083a87a988a511141b12170","datavalue":{"value":{"entity-type":"item","numeric-id":2682956,"id":"Q2682956"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$B8D72A69-D4C7-47B5-9302-4D7557763BDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b0ea01594e8c1720e5ef1c8db734b43723f79909","datavalue":{"value":{"entity-type":"item","numeric-id":2288922,"id":"Q2288922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$C59A8E33-5009-469E-BFB7-F15CBB231B90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"36e0013c86c63fbcaf56be6ed3b86cd9127a0030","datavalue":{"value":{"entity-type":"item","numeric-id":1657919,"id":"Q1657919"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$A4B1B396-A530-4FD4-A611-CAAD2D5F12F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"99320e9264ea4ef8030971a87bf961ecd96ce63d","datavalue":{"value":{"entity-type":"item","numeric-id":1693840,"id":"Q1693840"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$39D5C92D-DBFA-4200-95F4-AB49733B8F61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"34f6e2095b20f010c56bf38b4fb83361895bd0ec","datavalue":{"value":{"entity-type":"item","numeric-id":4262978,"id":"Q4262978"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$76FED297-8D79-410A-A651-91DE6A47BBF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cedd6687fc7bdfb2c2f6c9d6c63d19907917d249","datavalue":{"value":{"entity-type":"item","numeric-id":2576693,"id":"Q2576693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$C76C3250-571E-410F-87F4-F81499A483BE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bba5e2c198f8edc8f6fbae9c7dba5e00573f5a45","datavalue":{"value":{"entity-type":"item","numeric-id":292018,"id":"Q292018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$4F9CA10C-BC6D-4FDE-B8DF-F2048E6CCA8C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2f5e220a485404b5bd0a2ad4d297c4709e8bfecd","datavalue":{"value":{"entity-type":"item","numeric-id":4006270,"id":"Q4006270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$B9EE1540-CAB8-430F-80E7-350F9F50F555","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a388d3c81f6e6d46d61e40a1091dd6253d5f08c","datavalue":{"value":{"entity-type":"item","numeric-id":5041836,"id":"Q5041836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$8902D739-26E2-4CC5-B10D-805C3A357707","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$D7E725DD-2693-4506-A254-3C864E1AD6D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4c74ead5d436b02808df0dd43c5b4c44b2f90ba","datavalue":{"value":{"entity-type":"item","numeric-id":332155,"id":"Q332155"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$F0A69D73-6301-4C69-B6E5-DD5CFF0B495F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60757f727046a7b7c638d3bc987fe2a3baf81758","datavalue":{"value":{"entity-type":"item","numeric-id":5711169,"id":"Q5711169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$37B73A3E-3FDF-4B48-8D6E-E40EEFD70075","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de9370a09b25939ae4d90e182c77ef71dccb0fe","datavalue":{"value":{"entity-type":"item","numeric-id":140187,"id":"Q140187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q6617073$342AED2E-D2E3-4EE6-8FE4-BE9CA75AB6BD","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":"Q6617073$4682C92E-2C6A-491A-8776-06B84C7D4123","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"cdc540f06a5ceacd2cccd1fb87634b931055fd54","datavalue":{"value":"10.1007/S00291-024-00749-Z","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q6617073$56A10503-7776-4CA2-9ABD-150B49219FB9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1dc468a79dd17bf09bd630816cd8d92d6a3c6125","datavalue":{"value":{"entity-type":"item","numeric-id":1781142,"id":"Q1781142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b3938cb25cfd8c566c2d6188ca6f456ebf872be","datavalue":{"value":{"amount":"+0.8477781414985657","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":"Q6617073$994E95F7-1F5F-4CAB-A2D1-81EECC745A5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b315c21f6f7ec25c919a516649c846a757bd49ae","datavalue":{"value":{"entity-type":"item","numeric-id":5041836,"id":"Q5041836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c2a14ee48efe6b728af77936ea161b9fefdd3bba","datavalue":{"value":{"amount":"+0.830043613910675","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":"Q6617073$6EB94B9A-3423-43BC-9B41-E3D4EEF9BF1E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"42cceffa4c3b29f60c5a46fa38ab97a786ee7983","datavalue":{"value":{"entity-type":"item","numeric-id":2576693,"id":"Q2576693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"38b5c2c8db707437b23e8f80dfe9cd9608a4e3c4","datavalue":{"value":{"amount":"+0.7786357998847961","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q6617073$F1A3584B-87F1-4A9D-85F0-8A0C617CFFB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a6c66e8c980ad4a69a134778a6f594dddd8d7881","datavalue":{"value":{"entity-type":"item","numeric-id":2571163,"id":"Q2571163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68719d15c6b6ffc6d0efdd74c031078b80a0d7ff","datavalue":{"value":{"amount":"+0.7748503088951111","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":"Q6617073$84AD6E15-91EC-4D3A-AA2A-EF12E9F590FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4e41ee1aeaf1ffdf390f9b883f4b2e3a09478aa2","datavalue":{"value":{"entity-type":"item","numeric-id":1424715,"id":"Q1424715"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7407f20a30d75c7bb55f2c538444ab253d3d2607","datavalue":{"value":{"amount":"+0.7566119432449341","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":"Q6617073$729F3DBE-E256-4E23-8707-269DE56D6CF9","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:6617073","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:6617073"}}}}}