{"entities":{"Q840988":{"pageid":842836,"ns":120,"title":"Item:Q840988","lastrevid":64737399,"modified":"2026-04-11T21:53:31Z","type":"item","id":"Q840988","labels":{"en":{"language":"en","value":"Statistical inference of the efficient frontier for dependent asset returns"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5603784"}},"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":"Q840988$A6DF42F1-6485-4592-82BF-289F616CC445","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1e558c3dd0ce7dbdc372c9143218ef158eddeda8","datavalue":{"value":{"text":"Statistical inference of the efficient frontier for dependent asset returns","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q840988$33C6A7CC-9CCB-4FC2-8B26-16DCE969A429","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c9ef92c3fdeb1e621ba92562df8d18ef625695c3","datavalue":{"value":"1312.91092","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$847B429F-FB5A-453D-92B2-949C73EE9DD5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b081a7cbc0d54bbe5156b613ab713b005a3306ba","datavalue":{"value":{"entity-type":"item","numeric-id":246230,"id":"Q246230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$ABD81BA7-330A-48FB-AC9B-33B53B0D5BE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1072a59c6947446d4701f5347dae0c7ca743a179","datavalue":{"value":{"entity-type":"item","numeric-id":246238,"id":"Q246238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$35EDB11F-C9D1-44FA-8A50-BCD0D05E1616","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5d5cd625c4d9c0e557fb2711884b7a19dc14da2f","datavalue":{"value":{"entity-type":"item","numeric-id":378918,"id":"Q378918"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$07F32F6C-A123-4295-9791-411E66483B78","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c04c0aa73445114ccad8ca80f237696c280ad285","datavalue":{"value":{"entity-type":"item","numeric-id":64295,"id":"Q64295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$C3D1C314-79FA-4692-A82C-CA0D2FF52488","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"9da6f74ec6337139bbc2c0c55bd8fb986e578b38","datavalue":{"value":{"time":"+2009-09-14T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q840988$36F96648-3DFA-43E3-9A4A-5F562901585F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$CB7A8AD5-FC1F-4CE7-8EEC-36EA07452EA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$19D12C1C-944D-42E4-9288-32462BD8BF22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$12D99F8C-62DF-47EF-8896-D912806912A1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"284fa7902ef94a9ad132ea655cd9b10f939d3ff8","datavalue":{"value":"5603784","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$B6509B59-04AC-4BEC-9639-21F0F86C8EF7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d8fe04a81ea2467b4139d62cf405cf62ccc2c402","datavalue":{"value":"asset allocation","type":"string"},"datatype":"string"},"type":"statement","id":"Q840988$86C9EB8F-4D9E-4622-929A-EC8820791298","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"587f07ade377a8ac9a62b6c695677927fd6f4458","datavalue":{"value":"mean-variance efficient frontier","type":"string"},"datatype":"string"},"type":"statement","id":"Q840988$4CFD3235-6C29-49F9-A570-0D403E2062F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"24be8fa7974d43aedfad31bd20ddca62c7b62701","datavalue":{"value":"optimal portfolios","type":"string"},"datatype":"string"},"type":"statement","id":"Q840988$A9D3C37E-ACD0-4FDD-9A14-85986B09967D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fdd4163f74d4d9a5878ff08343fde0db92bb9bae","datavalue":{"value":"asymptotic normality","type":"string"},"datatype":"string"},"type":"statement","id":"Q840988$E6E63BF3-00DD-4829-A53D-2F79F43A2991","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":"Q840988$0AF517B4-5430-4290-B657-3708E876E443","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8dd42f88b5af73f6cddb6713e6b6b46603b723a6","datavalue":{"value":"https://doi.org/10.1007/s00362-007-0108-x","type":"string"},"datatype":"url"},"type":"statement","id":"Q840988$54DB8F46-26E2-4626-85F5-876BAC52CC6A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7fd6782dd7e5febc4bfe577841b5f8dd92d4b274","datavalue":{"value":"W2052898534","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$1DD05F3F-3873-4777-BBCB-74ACDE848151","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$5DCFF9CE-4154-433B-A31E-7F6FCB84CEF6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1555e9d29700ac2e48ffdba3b5bb775a03f39591","datavalue":{"value":{"entity-type":"item","numeric-id":5612941,"id":"Q5612941"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$EF6D8A83-AE82-48A3-A55E-2641717F3FD9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efbab2059ffe0073b9f2e743189e64d5786c611b","datavalue":{"value":{"entity-type":"item","numeric-id":4360236,"id":"Q4360236"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$414AF5DF-01BB-42EC-B677-999DC12D659F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce98a400eebdf8804b54567444f889e2225b8d48","datavalue":{"value":{"entity-type":"item","numeric-id":3891587,"id":"Q3891587"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$41DD81A5-FA4E-450D-80CC-2E243771D3FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12d43f72760c76c3594025480519eefd27d446ba","datavalue":{"value":{"entity-type":"item","numeric-id":749146,"id":"Q749146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$D5C0DA27-08EF-4F81-91A9-B4BA6D09A5D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1081690a9c9bb895a78cd35b1a6436bc7fc7b0d9","datavalue":{"value":{"entity-type":"item","numeric-id":4231779,"id":"Q4231779"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$C7F82B23-5C90-460E-B657-0EE28A561D09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"35b0a8400f78b667c40efa57cee04c9d94471c57","datavalue":{"value":{"entity-type":"item","numeric-id":278053,"id":"Q278053"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$2BA2C715-B169-4A78-B083-13CD6A5F8A46","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2b362bc63bdf3a793b99c053ad2551d944078f11","datavalue":{"value":{"entity-type":"item","numeric-id":636161,"id":"Q636161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$4A0FFD70-4AA0-4CC6-8E03-486E2D279926","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"003e6059a5220b7bb312ff12833b0873a6d3d33d","datavalue":{"value":{"entity-type":"item","numeric-id":5906771,"id":"Q5906771"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$B00CA09B-29DF-449E-913C-77186E1BE62A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"72444d835dc7204d96a3db5099e28763f6addf7a","datavalue":{"value":{"entity-type":"item","numeric-id":732229,"id":"Q732229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q840988$721F569F-00DE-45D0-9271-9E191363E0DC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"58354ba5033e113afd85208208a48fd526f86842","datavalue":{"value":"10.1007/S00362-007-0108-X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q840988$EA480E79-6392-44C2-816B-8CEAAF5644E3","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"37f7ef6abfdd5eb810345aa20ac0b8f11f1bc52e","datavalue":{"value":{"entity-type":"item","numeric-id":5471535,"id":"Q5471535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9270f06988d4639df62497410fc4e80bce0c270","datavalue":{"value":{"amount":"+0.8478851914405823","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":"Q840988$C1E3D1E4-AD34-4245-83B7-F59736A13B0D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dde3c7071a0e61ed9ce7f07a6c2b4ee8a453b24b","datavalue":{"value":{"entity-type":"item","numeric-id":5400826,"id":"Q5400826"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"beb4dba9ad28bd9b7a1110d09b1509ddf1fe3b53","datavalue":{"value":{"amount":"+0.8347026705741882","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":"Q840988$5B5C112D-6EC7-4DAB-B6A7-F4129F2F8F96","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ae6493c3fcc7040519ce122d294798f7296710ca","datavalue":{"value":{"entity-type":"item","numeric-id":3627403,"id":"Q3627403"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"deed48e88fbb41dfc57cf0d9a0c345195d8655a2","datavalue":{"value":{"amount":"+0.8271563649177551","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":"Q840988$4335B3FB-7178-4DAE-B237-0762172ED160","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"76336fa1f93c1eaab76c873384f467efae7b1791","datavalue":{"value":{"entity-type":"item","numeric-id":5242893,"id":"Q5242893"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd683789d65af50b6a0e5b37c2c41a02fe39f940","datavalue":{"value":{"amount":"+0.811638355255127","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q840988$B8B2CE03-9700-4CEE-8743-C00B601BDCA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7f5cc7c7433878d381398f6c1472f3b46b624856","datavalue":{"value":{"entity-type":"item","numeric-id":5963003,"id":"Q5963003"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95d234ad0d6be7ab63d316abbdb1d3639b841d2e","datavalue":{"value":{"amount":"+0.8106292486190796","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":"Q840988$5BFFDF36-1CA6-4758-9F99-B5E5FFF9D5E7","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Statistical inference of the efficient frontier for dependent asset returns","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Statistical_inference_of_the_efficient_frontier_for_dependent_asset_returns"}}}}}