{"entities":{"Q779874":{"pageid":781723,"ns":120,"title":"Item:Q779874","lastrevid":64279800,"modified":"2026-04-11T18:48:06Z","type":"item","id":"Q779874","labels":{"en":{"language":"en","value":"Robust portfolio optimization with multi-factor stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7220286"}},"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":"Q779874$4DA20B74-5145-4FA4-89FD-67FB4018F6B0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e7174810c54c96b775461b2328b03e115f8e3052","datavalue":{"value":{"text":"Robust portfolio optimization with multi-factor stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q779874$8DF0C45A-8CD2-44CA-883B-B5E25BE9619C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2e1b74651f0e76709c0fccbd10d50d085aa7d561","datavalue":{"value":"1466.91300","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$79FBDFDB-92A5-4F93-8360-A252C456F8B9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c66310c0fc16ca3d5b9f3f3e240bcd759e14c7c7","datavalue":{"value":{"entity-type":"item","numeric-id":779872,"id":"Q779872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$DF9F46EA-7482-48B4-844D-22F6EAD161C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e38454f88358e897710da8da7ad541f0b435620a","datavalue":{"value":{"entity-type":"item","numeric-id":189987,"id":"Q189987"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$DBDB83A3-CD48-46D7-AC3B-D89996FA3947","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"843d5047f30ffc3b3dec08417eea7001ffd2df63","datavalue":{"value":{"entity-type":"item","numeric-id":779873,"id":"Q779873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$501FA618-B12F-4DFD-8BD4-C73C82953B6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"79eca903c248f4df03227521679464593955a8b2","datavalue":{"value":{"entity-type":"item","numeric-id":315619,"id":"Q315619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$91877B99-92A4-4416-B3F9-CE82F733438F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a3c8bf4d8569c126380a9fc42f55609089e776fb","datavalue":{"value":{"entity-type":"item","numeric-id":82026,"id":"Q82026"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$1727B503-2FE5-423F-BEBD-F30D98C5B05A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"cdf5a1b6064075629896aef5821f31a8aaaeb7c9","datavalue":{"value":{"time":"+2020-07-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q779874$EC94CC97-C0B3-4BFD-9F64-FAB5B9F6CC72","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3d746a3a8f8ea2618cc06ce1c25f0953c8f6bae4","datavalue":{"value":"https://arxiv.org/abs/1910.06872","type":"string"},"datatype":"url"},"type":"statement","id":"Q779874$F50ABE4D-AF55-40F8-86A9-46A0EFBB5BFB","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"29f00d6e35d0a820a9ac4be67c5bb5d55dd25a27","datavalue":{"value":"The paper provides a study of the robust portfolio optimization problem with multi-factor stochastic volatility. The authors consider only one risky asset, but with a multi-factor volatility structure whose components may be correlated. In addition, they also consider the robust portfolio selection problem in the presence of jump risk. A highlight of the paper is the study of the impact of the correlation between volatility factors in the context of robust portfolio optimization. The correlation is considered being able to capture the evolution of correlation between asset returns or multivariate volatilities. Unlike the independent volatilities case, the nonaffine structure of volatility with correlated factors rules out the possibility of finding a closed-form solution. However, the inclusion of correlated volatility processes still adds value to the existing research of robust portfolio optimization problems. In particular, the analytical solutions of the optimal and suboptimal investment strategies for the worst-case measure in complete and incomplete markets and for the case of asset price with jump risks are presented.","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$CCE26C21-1F0C-4E30-9C41-89E8FB5FF8E1","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"fe109cf65b5e526b78e778f4289ef05f064c0043","datavalue":{"value":{"entity-type":"item","numeric-id":590139,"id":"Q590139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$E79986A8-C87D-47A1-8D9A-9B66F9463D9D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$A09EE86C-1030-489D-B62E-ED0FB963DC8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$DBD6DF9F-C349-458A-B5E7-15B7CB5FD6D4","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"45b53ad789d5ef2e28431ac3f425770d92b00ef1","datavalue":{"value":"7220286","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$B5EE7688-797F-4EC4-80DD-2D9FF9F37371","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e5690cb63f60826f23ac89c11828ed5cae169b94","datavalue":{"value":"robust portfolio selection","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$972007BD-A855-4D1D-BCFF-59EF3AE596CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c9d09ff8b858d3772ce9998e05892cd41bc0d949","datavalue":{"value":"multi-factor volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$8F58B278-7D71-4CCC-AA0F-55C27CDD73D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2be55e668ea6e1a9c6f2ba69efb3532a9f85641e","datavalue":{"value":"jump risks","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$2D606173-CAE0-42D9-B363-FCEF02C46149","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3de166ae8977c5d12c4bd0d067644d481e776aef","datavalue":{"value":"non-affine stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$B02EDF5B-9A35-4822-A8BB-5EACCA63B650","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"091e37497368f146c272b890ef8d712360f7fc43","datavalue":{"value":"ambiguity effect","type":"string"},"datatype":"string"},"type":"statement","id":"Q779874$D80E59D9-0857-4D9A-96BF-2ECC5D68F663","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":"Q779874$33ECD629-8D91-474A-8A5E-9B782F210702","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f36ef9bf2e7ac412c10e5907b20e9c282c26e622","datavalue":{"value":"W3032985075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$F86BFA0B-396B-4F3C-A326-2DBD86AF52A5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd14ce38ec99de7ebd05b4ddbaa366dd67d014cb","datavalue":{"value":{"entity-type":"item","numeric-id":1754049,"id":"Q1754049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$1B519846-79D0-40BD-80B3-BE1E9C561E79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27453f07503d263254dcd70e932d4dd16fa43e5c","datavalue":{"value":{"entity-type":"item","numeric-id":1622827,"id":"Q1622827"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$B9824A3F-8831-4563-9A22-B8B0BD114D1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eaea8d5499abf9aa40bf6600fb73fb988b4bc9cb","datavalue":{"value":{"entity-type":"item","numeric-id":5234345,"id":"Q5234345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$61C580C3-2025-4EB3-AF66-49F2011B80A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"285e38be1bcb94c6f52aad6a0d690f8eef34fa74","datavalue":{"value":{"entity-type":"item","numeric-id":5384679,"id":"Q5384679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$D832BF16-8804-4ABC-9ADE-5C30AA58BE72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"10079b3d1f3d70fea77b268dff2b252d37b4edb5","datavalue":{"value":{"entity-type":"item","numeric-id":1716937,"id":"Q1716937"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$43CA051C-DFBC-44E1-B9E2-84638D9C17CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2ae47395bf62d4b00a71688fcc8e01af43c475be","datavalue":{"value":{"entity-type":"item","numeric-id":1999643,"id":"Q1999643"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$729D9457-53D4-44FE-9242-3B5CE0FF38C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$45C03A72-7F75-4F46-A80B-FA1227A03711","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":"Q779874$051B0618-C42A-4E48-A44F-94C47C15E1AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15ca4ab016ae487ea95fce2d5805fa7d74a18171","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$B29C9C4E-D933-4B5A-B05F-7511652CFA64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea5d454de88e09f6c4fba2426c2c6417902e7d32","datavalue":{"value":{"entity-type":"item","numeric-id":3117871,"id":"Q3117871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$108F5C69-9CC4-48E6-A880-BFDA2E453725","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87d125b551479dcb79d0032495384b59f704280b","datavalue":{"value":{"entity-type":"item","numeric-id":3539544,"id":"Q3539544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$A4AA10B5-0C75-41CB-829C-F3BC24F46B16","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c32b3e1135ec7c890d4363fbd7509ec59907869a","datavalue":{"value":{"entity-type":"item","numeric-id":3117332,"id":"Q3117332"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$65EB826C-421D-4536-AF9A-0C9107B091DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c5df483cd2ebad0094990466b86ca70922269163","datavalue":{"value":{"entity-type":"item","numeric-id":4555076,"id":"Q4555076"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$46B80DAC-CD8C-489E-87B4-D4EB770700AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2a6a6425dd5a46b57cf08e375a8aaaff64f92125","datavalue":{"value":{"entity-type":"item","numeric-id":2278901,"id":"Q2278901"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$43D31D4B-8883-4C89-90BB-4C6D784063C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"603308ce57c9e611580c352601598d963989850e","datavalue":{"value":{"entity-type":"item","numeric-id":2322364,"id":"Q2322364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$97062B57-D73F-4CB4-9662-F4FDEC3D3B58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a7921b6e2b0442c34fbe24a63521621bd373935c","datavalue":{"value":{"entity-type":"item","numeric-id":438769,"id":"Q438769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$B9A669E3-D04C-414F-9746-C7509C56F5DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c2a21934df36b967b432cb3bee41a3c36afa9aa","datavalue":{"value":{"entity-type":"item","numeric-id":1757535,"id":"Q1757535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$E0F81CDC-B47F-4D71-BE68-D9D9D6193601","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bcd79f4de29af1e600d9681a22c3ced1421776e4","datavalue":{"value":{"entity-type":"item","numeric-id":5743121,"id":"Q5743121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$51F73D8E-94AC-4E8A-96FF-90CC55836A28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f89b6e7048f5838961928d2a18422dab1a04826","datavalue":{"value":{"entity-type":"item","numeric-id":4554494,"id":"Q4554494"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$BFC8635C-8101-477F-8E3D-D12244AD2FF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c6a7c80ed3b8ff35d5542dff0e0b98af5a8043b","datavalue":{"value":{"entity-type":"item","numeric-id":413330,"id":"Q413330"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$95514B8B-AA85-4C31-B246-946BBA283867","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5b32c8dd5511a5df0c2e5abab31565f6d8d1a601","datavalue":{"value":{"entity-type":"item","numeric-id":2996525,"id":"Q2996525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$4912D80E-9B99-48BD-875A-BC41AC7A0951","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a362aeb108b3910bf5eecc0c9b8c904a127ece54","datavalue":{"value":{"entity-type":"item","numeric-id":2893077,"id":"Q2893077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$9772FFF0-5F0F-46D1-A9FD-C6932A168D7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"717fd677e1af82a9e3cf7c16830f051344522364","datavalue":{"value":{"entity-type":"item","numeric-id":470730,"id":"Q470730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$97739075-E14B-4ABC-890E-E104FFF6ACAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0704a9b493ca0e6b9c60f196fb2748c81ed35cbf","datavalue":{"value":{"entity-type":"item","numeric-id":1880663,"id":"Q1880663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$FDFFAF27-E173-4245-9774-FDFCA3379A15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1d0e96c25bfce0166aedcc61159ee13317e3284a","datavalue":{"value":{"entity-type":"item","numeric-id":4315010,"id":"Q4315010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$937CBF4D-B867-4B3D-B396-F2BE74E25886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd918904c62b5ca4f89c49d9690ac2616130ceda","datavalue":{"value":{"entity-type":"item","numeric-id":488211,"id":"Q488211"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$9034E202-6E9B-4644-817B-9C9788758A48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q779874$5889FFC3-C3FF-4583-90BD-816C292C0A60","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"024d7cf1203d87d3e5e4ad87f334abb51ae3cd88","datavalue":{"value":"10.1007/S10957-020-01687-W","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q779874$6A9FACEF-1032-4E1D-851A-105A8013F09B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"799f0249c6745f26b5c6ac169015c27f92574b3d","datavalue":{"value":{"entity-type":"item","numeric-id":4554494,"id":"Q4554494"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b3b599204ef1a74cc30d1dfcb0c377c14bb24b25","datavalue":{"value":{"amount":"+0.8186699748039246","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q779874$F824C2B4-075D-44DD-8492-53145443A779","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eade34b29c900ab57a5ed9bc5f3e65dad9557c09","datavalue":{"value":{"entity-type":"item","numeric-id":665830,"id":"Q665830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b1b23c389e2a396451729aa278d74038d1b34201","datavalue":{"value":{"amount":"+0.8168462514877319","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":"Q779874$15D23620-75A5-4A21-97B9-81E95B094F09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8a175204b31d01b0e76e92e13698da6b94a450a0","datavalue":{"value":{"entity-type":"item","numeric-id":2820186,"id":"Q2820186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"96645ead4ca1de6b2e70d05f3256fe60268dcdf8","datavalue":{"value":{"amount":"+0.8123120069503784","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":"Q779874$7B4D08C3-15BB-4B4D-8111-856AE549F282","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"451ff1ef9e65acdc76d4314d42a4ff0a616ad7c5","datavalue":{"value":{"entity-type":"item","numeric-id":5276347,"id":"Q5276347"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"851fd5eb92e0ef91bcd0991a2b6a5857ac8c219a","datavalue":{"value":{"amount":"+0.8119537830352783","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":"Q779874$4CE35269-51B5-4121-BBF7-32D8CC7B3EF7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"002e393f4bd442a8337226f53441626803a8044c","datavalue":{"value":{"entity-type":"item","numeric-id":1750392,"id":"Q1750392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1fa26503af04a049c71957f0ed49552b3622ec02","datavalue":{"value":{"amount":"+0.8011298775672913","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":"Q779874$3DC6BAFA-8E97-447C-9D65-444ADCA263BA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Robust portfolio optimization with multi-factor stochastic volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Robust_portfolio_optimization_with_multi-factor_stochastic_volatility"}}}}}