{"meta":{"query_hash":"9562753c7427","filters":{"venue":"Journal of Asset Management"},"cohort_total":21,"direct_labels_cover":0,"predictions_cover":21,"exported":21,"export_cap":100000,"truncated":false,"label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12"},"permalink":"https://metacan.xera.ac/q/9562753c7427","api":"https://metacan.xera.ac/api/v1/cohort?venue=Journal+of+Asset+Management"},"results":[{"id":"W2020458740","doi":"10.1057/palgrave.jam.2240085","title":"The structure of multifactor equity risk models","year":2003,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Reservoir Engineering and Simulation Methods","field":"Engineering","cited_by":7,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Alpha Technologies (Canada)","funders":"","keywords":"Stock (firearms); Portfolio; Equity (law); Risk analysis (engineering); Actuarial science; Alternative investment; Economics; Business; Computer science; Financial economics; Finance; Engineering","score_opus":0.021422168747847845,"score_gpt":0.28968985445450485,"score_spread":0.268267685706657,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2020458740","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43567204,0.0005566017,0.5591237,0.000018695173,0.0007208231,0.00009774422,0.0000074720397,0.000023239363,0.0037796828],"genre_scores_gemma":[0.951262,0.00050338043,0.04810446,0.000002423756,0.000030332356,2.7995011e-7,2.95347e-7,0.000012155071,0.00008464631],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991486,0.000066885426,0.00034286134,0.000042385993,0.00027250053,0.00012674044],"domain_scores_gemma":[0.99946505,0.00011135069,0.00013278417,0.00017901385,0.00006474591,0.00004703745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006053898,0.00008425356,0.00014305708,0.00007716464,0.00003847872,0.000031079402,0.00018921046,0.000032508273,0.000018430435],"category_scores_gemma":[0.00006157236,0.00005539462,0.00008445367,0.000107905704,0.000010246801,0.000109249355,0.00002426962,0.00018508872,5.290555e-7],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000005343301,0.000005890014,0.00014651721,0.00004765603,0.00014897631,0.0000029119233,0.000047016052,0.992506,0.00038725327,0.0019563995,0.00054696685,0.004199014],"study_design_scores_gemma":[0.00095286284,0.000054898843,0.0036815372,0.000049414823,0.000100157806,0.000008866615,0.00019622895,0.95274824,0.0055638812,0.014243708,0.022236608,0.00016360825],"about_ca_topic_score_codex":8.834301e-7,"about_ca_topic_score_gemma":0.0000011488536,"teacher_disagreement_score":0.51558995,"about_ca_system_score_codex":0.00004418596,"about_ca_system_score_gemma":0.000005342926,"threshold_uncertainty_score":0.22589271},"labels":[],"label_agreement":null},{"id":"W2029788057","doi":"10.1057/palgrave.jam.2250056","title":"Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes","year":2007,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Style investing; Asset allocation; Investment style; Market timing; Portfolio; Equity (law); Style analysis; Economics; Econometrics; Asset (computer security); Profitability index; Style (visual arts); Financial economics; Microeconomics; Computer science; Finance","score_opus":0.07247995230603498,"score_gpt":0.279786397473789,"score_spread":0.20730644516775398,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029788057","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35633445,0.0056464085,0.6164926,0.0027419967,0.00059919583,0.0013158199,0.000106054744,0.000025071111,0.01673839],"genre_scores_gemma":[0.97697765,0.0022693553,0.01911656,0.0006548672,0.0001083597,0.000016281901,0.0000046628434,0.00002213063,0.0008301173],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99867284,0.00001280112,0.0006844595,0.00022250917,0.000080909216,0.00032650135],"domain_scores_gemma":[0.99893504,0.00012227542,0.00066363247,0.00014298779,0.000052371703,0.000083669875],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021925652,0.0001659333,0.00030732184,0.00026195133,0.00023124312,0.00022928136,0.00020252271,0.00006988743,0.00001371351],"category_scores_gemma":[0.00008046172,0.0001381546,0.00009806849,0.00011900883,0.000052363856,0.00037930714,0.00014777125,0.00014942884,0.0000034651111],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002543008,0.0003991407,0.009988222,0.00044531628,0.00043175605,0.000014857817,0.0018047472,0.0012583467,0.00007200511,0.9767818,0.0041461694,0.0044033458],"study_design_scores_gemma":[0.0075812126,0.00085797085,0.26661316,0.00018270427,0.00029428003,0.000021920394,0.0035482633,0.55976665,0.00016082474,0.1263724,0.033751953,0.00084866345],"about_ca_topic_score_codex":0.00003120185,"about_ca_topic_score_gemma":0.000038036764,"teacher_disagreement_score":0.8504094,"about_ca_system_score_codex":0.000056544723,"about_ca_system_score_gemma":0.000013929857,"threshold_uncertainty_score":0.5633781},"labels":[],"label_agreement":null},{"id":"W2031256923","doi":"10.1057/palgrave.jam.2240062","title":"What private equity investments are being made in Europe, who is investing and how are they doing?","year":2002,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Private Equity and Venture Capital","field":"Business, Management and Accounting","cited_by":8,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"PricewaterhouseCoopers (Canada)","funders":"","keywords":"Private equity; Private equity fund; Private equity firm; Private equity secondary market; Venture capital; Club deal; Alternative investment; Equity capital markets; Finance; Business; Private investment in public equity; Hedge fund; Equity risk; Fund of funds; Economics; Financial system","score_opus":0.03646988779833204,"score_gpt":0.24604784674557367,"score_spread":0.20957795894724163,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2031256923","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9653567,0.0011432746,0.00013254401,0.01782702,0.0009585458,0.0003582936,0.0000018255607,0.000043355332,0.014178434],"genre_scores_gemma":[0.9867575,0.0020867754,0.0007355097,0.0086388085,0.0007466391,0.0000047949916,0.0000031268341,0.00004197771,0.000984839],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980236,0.000044060966,0.0005166986,0.0003131243,0.0006345787,0.00046793558],"domain_scores_gemma":[0.9982177,0.000033717257,0.001250046,0.00026527382,0.00017775016,0.000055519857],"candidate_categories":["metaepi_narrow","scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.0010254204,0.0002948816,0.00043682088,0.0006246583,0.00017340464,0.0017941083,0.0005557939,0.00007541498,0.000058733567],"category_scores_gemma":[0.000173116,0.00026163433,0.000092335446,0.00060188473,0.000055039898,0.0048195864,0.001307217,0.00041980602,0.00003907734],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017849612,0.0012740843,0.6663275,0.005016941,0.0011303372,0.0060037435,0.0023474896,0.00040019304,0.00090470945,0.0645536,0.17917393,0.07268901],"study_design_scores_gemma":[0.0049221334,0.00011042292,0.548425,0.007175428,0.00047575595,0.00008386197,0.0048859245,0.0045674383,0.00015698772,0.023747547,0.40418896,0.0012605377],"about_ca_topic_score_codex":0.000008581505,"about_ca_topic_score_gemma":0.00002213386,"teacher_disagreement_score":0.22501501,"about_ca_system_score_codex":0.00009415983,"about_ca_system_score_gemma":0.0000049564933,"threshold_uncertainty_score":0.9999836},"labels":[],"label_agreement":null},{"id":"W2048855879","doi":"10.1057/jam.2012.2","title":"The search for an exploitable value premium in market indexes","year":2012,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Value premium; Index (typography); Value (mathematics); Portfolio; Econometrics; Economics; Asset allocation; Risk premium; Actuarial science; Quarter (Canadian coin); Benchmark (surveying); Set (abstract data type); Asset (computer security); Financial economics; Capital asset pricing model; Statistics; Computer science; Mathematics","score_opus":0.05266019281492248,"score_gpt":0.26447536467245103,"score_spread":0.21181517185752854,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048855879","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65204555,0.0065312614,0.003895035,0.0026315746,0.0031421822,0.0010978507,0.000043953758,0.000015228934,0.33059737],"genre_scores_gemma":[0.9936195,0.0014308048,0.0020223532,0.00018022224,0.0002807899,0.000030144247,0.0000018240537,0.000015940697,0.002418414],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988448,0.000031574826,0.000587252,0.000104408624,0.00006828893,0.00036365978],"domain_scores_gemma":[0.9993247,0.00007961737,0.0003142456,0.00018030393,0.000030125055,0.00007103106],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034374504,0.00009350814,0.00021755788,0.00020330613,0.00011127133,0.00013733788,0.00029426074,0.0000383934,0.000055192322],"category_scores_gemma":[0.000036993915,0.00007407202,0.00008550402,0.00013892187,0.000029777997,0.00082976714,0.000057700865,0.00012027125,0.000010905519],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012148458,0.00025491073,0.10689503,0.00006999428,0.00008330904,0.0000025073011,0.00025364204,0.0001521341,0.0000042531833,0.8511376,0.03893833,0.0020868098],"study_design_scores_gemma":[0.00092652574,0.0003734074,0.5219032,0.000044459506,0.000013013563,0.0000044751964,0.0010839478,0.0005899583,0.00004811037,0.05389418,0.42093328,0.00018541179],"about_ca_topic_score_codex":0.000029048617,"about_ca_topic_score_gemma":0.000008916632,"teacher_disagreement_score":0.7972434,"about_ca_system_score_codex":0.000110406516,"about_ca_system_score_gemma":0.000013139147,"threshold_uncertainty_score":0.30205694},"labels":[],"label_agreement":null},{"id":"W2098674798","doi":"10.1057/jam.2016.22","title":"The q-factor model and the redundancy of the value factor: An application to hedge funds","year":2016,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Ottawa","funders":"","keywords":"Hedge fund; Capital asset pricing model; Fund of funds; Alternative beta; Economics; Factor analysis; Open-end fund; Econometrics; Financial economics; Explanatory power; Arbitrage; Business; Monetary economics; Institutional investor; Finance; Market liquidity","score_opus":0.024041026628943734,"score_gpt":0.22994780804667816,"score_spread":0.20590678141773444,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2098674798","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9043765,0.0016074415,0.027465563,0.023460763,0.0008606916,0.0010270467,0.00011250041,0.0000099915615,0.041079488],"genre_scores_gemma":[0.99722695,0.0011438278,0.00029859133,0.00028551693,0.00006581486,0.000012450416,1.8200862e-7,0.000008239584,0.00095839467],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99912965,0.000029608316,0.00051357504,0.00011821456,0.000077227545,0.00013169947],"domain_scores_gemma":[0.99892277,0.00006330477,0.0006006109,0.00033409204,0.000038157534,0.000041045496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007102999,0.00008792277,0.00019214598,0.000062805564,0.00015590405,0.00008283162,0.00041779556,0.00002663124,0.000011450566],"category_scores_gemma":[0.00004095711,0.0000373451,0.00009357139,0.000099874254,0.00010525825,0.00022291124,0.000104008854,0.000066994035,0.000005309956],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000839981,0.000034496472,0.0022664056,0.000014080361,0.00006202705,1.9635661e-7,0.00020438101,0.00018092083,0.00005211928,0.98523456,0.0016454456,0.010221355],"study_design_scores_gemma":[0.001571054,0.00025661226,0.41941363,0.000067539804,0.00003118669,0.0000030167696,0.00024287243,0.0034133838,0.00009556786,0.43864653,0.13607375,0.00018486344],"about_ca_topic_score_codex":0.000015684356,"about_ca_topic_score_gemma":0.000011615043,"teacher_disagreement_score":0.54658806,"about_ca_system_score_codex":0.000056133933,"about_ca_system_score_gemma":0.000013871993,"threshold_uncertainty_score":0.1522889},"labels":[],"label_agreement":null},{"id":"W2576132990","doi":"10.1057/s41260-016-0039-y","title":"Leading or lagging indicators of risk? The informational content of extra-financial performance scores","year":2017,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Moncton; Université de Sherbrooke","funders":"Agence Nationale de la Recherche","keywords":"Downgrade; Business; Portfolio; Lagging; Systematic risk; Financial risk; Finance; Actuarial science; Economics; Computer science; Statistics","score_opus":0.032317569091991585,"score_gpt":0.23931989548890348,"score_spread":0.2070023263969119,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2576132990","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99446857,0.00005844321,0.000719761,0.00040338153,0.00047052192,0.00014454135,0.0000071800387,0.0000046079854,0.0037229764],"genre_scores_gemma":[0.9986191,0.00036426776,0.00024453833,0.00017918933,0.00037081944,0.0000030511321,0.0000014724238,0.000008185643,0.00020940042],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99846965,0.000007653632,0.0007144705,0.000082282815,0.0005561505,0.00016981902],"domain_scores_gemma":[0.9946294,0.000041108327,0.0047974726,0.00029299475,0.00022936227,0.000009694144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010419054,0.00012586442,0.00028352175,0.0002770217,0.00030809728,0.00014305554,0.0007435833,0.00003205123,0.000043568198],"category_scores_gemma":[0.00025213862,0.00007921949,0.00012697781,0.00020438108,0.00011642094,0.0019055118,0.00020452244,0.00018078831,0.000013068095],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00049853406,0.00012457532,0.8968102,0.0007031659,0.00015142522,0.000032412758,0.00016398042,0.0014494379,0.00007964794,0.018104881,0.010121149,0.07176061],"study_design_scores_gemma":[0.00088579976,0.000037196834,0.97609377,0.00049836835,0.000107442946,0.0000036448525,0.0001767208,0.0004644635,0.00018677404,0.00027472677,0.021171441,0.0000996268],"about_ca_topic_score_codex":0.00006217494,"about_ca_topic_score_gemma":0.00003955827,"teacher_disagreement_score":0.07928362,"about_ca_system_score_codex":0.000030002426,"about_ca_system_score_gemma":0.000045377317,"threshold_uncertainty_score":0.3230477},"labels":[],"label_agreement":null},{"id":"W2601697013","doi":"10.1057/s41260-017-0047-6","title":"Extreme risk and small investor behavior in developed markets","year":2017,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University; Concordia University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Mutual fund; Standard deviation; Equity (law); Hedge fund; Business; Economics; Financial economics; Emerging markets; Econometrics; Monetary economics; Finance; Statistics","score_opus":0.07840838725933087,"score_gpt":0.24346289500006638,"score_spread":0.1650545077407355,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2601697013","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94317776,0.00086780527,0.00021866783,0.0006226308,0.0005119487,0.00018328644,0.000014676254,0.0000040031273,0.054399192],"genre_scores_gemma":[0.98906744,0.0030919532,0.0059825224,0.00012949307,0.00007631808,0.00001176128,9.917746e-7,0.000013832691,0.0016256635],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989047,0.00001949752,0.0006607306,0.00017636523,0.000046674733,0.0001920221],"domain_scores_gemma":[0.99847156,0.000018942204,0.0011466068,0.00026650558,0.00002558529,0.00007077475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001185841,0.00012375445,0.0003246564,0.0003147288,0.000149957,0.00025408453,0.00033714273,0.00005124559,0.00007765603],"category_scores_gemma":[0.00012888452,0.00012345698,0.00006733543,0.000052539268,0.000064189386,0.00044490074,0.00014248186,0.00016364761,0.000018514645],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007294486,0.00015009697,0.88285977,0.00005590187,0.00006795856,0.00020170631,0.000092320486,0.0000031967636,0.0000045867055,0.09764809,0.0034340941,0.015409331],"study_design_scores_gemma":[0.0007865094,0.0000794917,0.91372114,0.00004134229,0.000017889357,0.0000071100662,0.00005846342,0.000045282886,0.0000041615936,0.017975636,0.067127496,0.00013545413],"about_ca_topic_score_codex":0.000104624734,"about_ca_topic_score_gemma":0.000099123085,"teacher_disagreement_score":0.079672456,"about_ca_system_score_codex":0.0000775031,"about_ca_system_score_gemma":0.000015586327,"threshold_uncertainty_score":0.50344294},"labels":[],"label_agreement":null},{"id":"W2909062856","doi":"10.1057/s41260-019-00108-6","title":"Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Index (typography); Financial economics; Business; Economics; Monetary economics; Index fund; Stock market index; Hedge fund; Stock (firearms); Finance; Stock market; Institutional investor; Computer science","score_opus":0.03571895475993545,"score_gpt":0.24778003311107516,"score_spread":0.21206107835113971,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2909062856","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9133417,0.0009912942,0.00051025837,0.0064343554,0.0007860863,0.0005220159,0.000011488174,0.000006405683,0.0773964],"genre_scores_gemma":[0.9958175,0.0009586739,0.00045726058,0.0013036396,0.00009289271,0.000016779804,0.0000010793633,0.00000998097,0.0013421928],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990898,0.00002602403,0.00045211348,0.00016333666,0.00008669593,0.00018202505],"domain_scores_gemma":[0.9992591,0.000059021146,0.00040917622,0.00019262827,0.000028122777,0.0000519641],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011191461,0.00010670061,0.00026211707,0.0008432143,0.000054056163,0.00012495498,0.0002651409,0.00004094865,0.00005732598],"category_scores_gemma":[0.00005247582,0.000086681255,0.000045620163,0.0006656679,0.000016402173,0.00026933168,0.00007086833,0.00015504225,0.000047009893],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000103150225,0.00040445063,0.438206,0.00031733402,0.00018639705,0.000054331675,0.0011368628,0.00048015034,0.000018540351,0.5206992,0.03025285,0.00814076],"study_design_scores_gemma":[0.0003523057,0.00023354129,0.65077245,0.000041661817,0.000005843342,0.000007555737,0.00047673742,0.0001144728,0.0000031090412,0.006160889,0.34173062,0.000100784026],"about_ca_topic_score_codex":0.00011675311,"about_ca_topic_score_gemma":0.000046810273,"teacher_disagreement_score":0.5145383,"about_ca_system_score_codex":0.000100031386,"about_ca_system_score_gemma":0.000015037441,"threshold_uncertainty_score":0.3534759},"labels":[],"label_agreement":null},{"id":"W2910964753","doi":"10.1057/s41260-018-00106-0","title":"Portfolio optimization with covered calls","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Mitacs","keywords":"Portfolio optimization; Expected shortfall; Tail risk; Downside risk; Portfolio; Asset allocation; Expected return; Semivariance; Efficient frontier; Risk–return spectrum; Call option; Rate of return on a portfolio; Econometrics; Computer science; Actuarial science; Economics; Financial economics; Mathematics; Statistics","score_opus":0.008679204708795669,"score_gpt":0.18901325226999388,"score_spread":0.18033404756119822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2910964753","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0099981725,0.0002060357,0.9454662,0.00030324014,0.00017922961,0.0001863635,0.00001397621,0.000006165947,0.04364061],"genre_scores_gemma":[0.9559686,0.00018608887,0.042086665,0.00026101994,0.00008922496,0.000009294437,0.0000069763837,0.000016177852,0.00137592],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9993064,0.0000011149428,0.00041102272,0.00011681161,0.00005487269,0.00010978807],"domain_scores_gemma":[0.9991353,0.000010208543,0.00060606113,0.0001455889,0.0000620116,0.000040794388],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00020068114,0.000069822796,0.00020658606,0.00016464049,0.000027240498,0.000041476727,0.00015903692,0.000026636348,0.0002196024],"category_scores_gemma":[0.000008147637,0.00006429256,0.000050140025,0.00021691575,0.000009692942,0.00016891868,0.000027647093,0.0000680146,0.00015372295],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000054734366,0.000129906,0.007333112,0.00005217869,0.0001382785,0.0000137155575,0.00003779565,0.037970304,0.0000027883639,0.9515302,0.0018604978,0.0008764697],"study_design_scores_gemma":[0.009219904,0.0022325055,0.21505532,0.00036596673,0.00022380894,0.0002112998,0.000674663,0.03609693,0.00006760841,0.3469728,0.38748837,0.0013908206],"about_ca_topic_score_codex":0.000007209238,"about_ca_topic_score_gemma":6.434515e-7,"teacher_disagreement_score":0.9459705,"about_ca_system_score_codex":0.00005591412,"about_ca_system_score_gemma":0.000012735692,"threshold_uncertainty_score":0.26217747},"labels":[],"label_agreement":null},{"id":"W2971439546","doi":"10.1057/s41260-019-00132-6","title":"Sensitivity of optimal portfolio problems to time-varying parameters: simulation analysis","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Expected shortfall; Portfolio optimization; Portfolio; Sensitivity (control systems); Diversification (marketing strategy); Mathematical optimization; Asset allocation; Computer science; Econometrics; Economics; Mathematics; Financial economics; Engineering; Business","score_opus":0.041550197748854274,"score_gpt":0.3471638455101629,"score_spread":0.3056136477613086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2971439546","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68713546,0.000015614667,0.3086323,0.00016821006,0.00017151643,0.0002663676,0.0000048902766,0.000006238058,0.00359935],"genre_scores_gemma":[0.96683884,0.00004034297,0.031392764,0.000079811056,0.000030017285,9.1815366e-7,0.0000049803675,0.000007757053,0.001604585],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99655014,0.00025055188,0.001194357,0.00024489348,0.0015826246,0.00017744659],"domain_scores_gemma":[0.9969698,0.0004958915,0.0013726376,0.00042011924,0.0006260869,0.00011546872],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056614936,0.00012628283,0.000535343,0.0016223387,0.000038587506,0.00015578564,0.000291098,0.0000470875,0.00033068238],"category_scores_gemma":[0.00026608518,0.00009586746,0.00034088147,0.0022545522,0.000015039195,0.00057489955,0.00012048476,0.00009442757,0.00014616674],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007142588,0.000071342285,0.03153995,0.000005453248,0.00043413258,0.000023576435,0.00015895037,0.9526598,0.00019259809,0.000038074602,0.0013024091,0.013502284],"study_design_scores_gemma":[0.0005091246,0.00029480233,0.07636057,0.000046706697,0.0006374776,0.0000092589335,0.00026472658,0.91574347,0.00025782606,0.00044722037,0.0052460046,0.00018281065],"about_ca_topic_score_codex":0.000016967246,"about_ca_topic_score_gemma":0.0000027751726,"teacher_disagreement_score":0.27970335,"about_ca_system_score_codex":0.00005118937,"about_ca_system_score_gemma":0.00002437652,"threshold_uncertainty_score":0.39093614},"labels":[],"label_agreement":null},{"id":"W3047044748","doi":"10.1057/s41260-020-00179-w","title":"A robust framework for risk parity portfolios","year":2020,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":13,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Mitacs","keywords":"Portfolio optimization; Portfolio; Robustness (evolution); Asset allocation; Econometrics; Computer science; Mathematical optimization; Covariance matrix; Coherent risk measure; Risk measure; Spectral risk measure; Expected shortfall; Parity (physics); Mathematics; Economics; Algorithm; Financial economics","score_opus":0.15768955882621294,"score_gpt":0.37838229817138197,"score_spread":0.22069273934516903,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3047044748","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011999977,0.0001449218,0.97782755,0.0057754847,0.0005991103,0.0002830475,0.000017420683,0.0000134949,0.0033389865],"genre_scores_gemma":[0.5879814,0.0024765523,0.40634862,0.0018182934,0.00081003614,0.000008128298,0.0000038243356,0.000020327241,0.0005328035],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9972865,0.00011500583,0.0010107463,0.00022851505,0.0011671666,0.00019209308],"domain_scores_gemma":[0.9972339,0.0004309989,0.0014262869,0.00026967094,0.00042335055,0.00021578466],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027723578,0.000119339915,0.00033341846,0.0002287049,0.000118956115,0.000277209,0.00065973884,0.00006836415,0.0002330705],"category_scores_gemma":[0.0019204887,0.000084792715,0.00027933405,0.0006788264,0.000022050337,0.00036689802,0.00010398299,0.00023072565,0.000056982914],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0004616351,0.00019551386,0.04927853,0.000021537468,0.0003347133,0.0001478187,0.00061164,0.16419224,0.0000031763839,0.027215498,0.590835,0.16670272],"study_design_scores_gemma":[0.0013722073,0.00066298415,0.046975724,0.000048384278,0.0003233389,0.000021193771,0.0015768252,0.039512433,0.00004864344,0.18319304,0.72598135,0.00028388127],"about_ca_topic_score_codex":0.0000022278136,"about_ca_topic_score_gemma":0.000001266625,"teacher_disagreement_score":0.57598144,"about_ca_system_score_codex":0.000026536327,"about_ca_system_score_gemma":0.000034292076,"threshold_uncertainty_score":0.34577465},"labels":[],"label_agreement":null},{"id":"W3123722968","doi":"10.1057/palgrave.jam.2240168","title":"Countries versus industries in Europe: A normative portfolio approach","year":2005,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Global Financial Crisis and Policies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Diversification (marketing strategy); Portfolio; Unification; Business; Normative; Economics; Finance; Marketing; Political science","score_opus":0.03096842330449972,"score_gpt":0.24126536133476495,"score_spread":0.21029693803026522,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123722968","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3895042,0.0030500523,0.0010077083,0.0031583097,0.0008531056,0.00023979087,0.000080157384,0.000013337012,0.60209334],"genre_scores_gemma":[0.9947777,0.0017685207,0.0015317014,0.0004577002,0.00025407015,0.0000041150233,0.0000041205108,0.0000114335835,0.001190678],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987532,0.00001542564,0.0008037517,0.00011543816,0.00008503212,0.00022715266],"domain_scores_gemma":[0.99908453,0.000019514637,0.0006256741,0.00013297751,0.00008378185,0.000053491018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00067211024,0.00012072341,0.00035115186,0.0004107707,0.0000444947,0.0000950362,0.00025371413,0.00005235407,0.00010475913],"category_scores_gemma":[0.00006354032,0.00012025933,0.00006525802,0.00054029986,0.00003659562,0.00043907223,0.00007662512,0.00019603386,0.00016159726],"study_design_candidate":"not_applicable","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002270596,0.00027690822,0.0182276,0.000052215615,0.00019519217,0.000057745146,0.0012205761,0.0022813512,4.1953737e-7,0.80762494,0.16611592,0.0037200535],"study_design_scores_gemma":[0.0012137285,0.0001284806,0.049979616,0.000021993368,0.00001315494,0.000008682877,0.0006152723,0.00009899039,0.00001449903,0.001014882,0.9467448,0.0001458705],"about_ca_topic_score_codex":0.000045400935,"about_ca_topic_score_gemma":0.000012318797,"teacher_disagreement_score":0.80661005,"about_ca_system_score_codex":0.00015924456,"about_ca_system_score_gemma":0.000021720247,"threshold_uncertainty_score":0.49040332},"labels":[],"label_agreement":null},{"id":"W4220656794","doi":"10.1057/s41260-022-00261-5","title":"Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm","year":2022,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Hedge fund; Value (mathematics); Open-end fund; Fund of funds; Closed-end fund; Investment management; Alternative beta; Index fund; Business; Control (management); Economics; Mutual fund; Alternative investment; Asset allocation; Passive management; Global assets under management; Financial economics; Finance; Institutional investor; Market liquidity; Corporate governance; Portfolio; Computer science","score_opus":0.059586542007731814,"score_gpt":0.2578382508760147,"score_spread":0.1982517088682829,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4220656794","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91748214,0.002971321,0.0073357644,0.0065458426,0.0027428572,0.0007540673,0.000345516,0.000020833728,0.061801676],"genre_scores_gemma":[0.99692976,0.00027383113,0.0006842662,0.0012234746,0.00009429164,0.000024733119,0.000012351649,0.000015233106,0.0007420498],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9981977,0.00006250343,0.001034965,0.00023573921,0.0001881307,0.00028099437],"domain_scores_gemma":[0.9983252,0.00008457845,0.0010989077,0.00036446954,0.00004892194,0.00007791215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001093995,0.00016141176,0.0006719232,0.0010007627,0.00029291766,0.00010633812,0.00062303164,0.000026186464,0.0004354601],"category_scores_gemma":[0.000019592622,0.00014330739,0.0004484654,0.0013657922,0.000039762974,0.00021705726,0.0003719201,0.0002152001,0.000020996746],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00033205736,0.0004998129,0.030270753,0.000090684945,0.006213304,0.00008375078,0.0013769609,0.080075726,0.00003368323,0.82599807,0.05313034,0.0018948313],"study_design_scores_gemma":[0.00088666135,0.00073170464,0.19734985,0.000020189824,0.00064720516,0.000009227108,0.0060669165,0.005481055,0.000009409203,0.010628217,0.77784723,0.00032231765],"about_ca_topic_score_codex":0.00007484743,"about_ca_topic_score_gemma":0.000020765774,"teacher_disagreement_score":0.8153699,"about_ca_system_score_codex":0.0001605047,"about_ca_system_score_gemma":0.00002094232,"threshold_uncertainty_score":0.5843906},"labels":[],"label_agreement":null},{"id":"W4317696783","doi":"10.1057/s41260-022-00301-0","title":"Fund family versus mutual fund performance: evidence from the Indian investors’ perspective","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"St. Francis Xavier University","funders":"","keywords":"Open-end fund; Fund of funds; Closed-end fund; Fund administration; Sovereign wealth fund; Income fund; Mutual fund; Manager of managers fund; Hedge fund; Target date fund; Business; Finance; Perspective (graphical); Investment fund; Feeder fund; Institutional investor; Economics; Microeconomics; Corporate governance; Computer science","score_opus":0.15533310761876468,"score_gpt":0.28738082009957006,"score_spread":0.13204771248080538,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4317696783","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9500431,0.002323396,0.000048579543,0.0027520657,0.002197022,0.00018787272,0.000039940598,0.000020865062,0.042387195],"genre_scores_gemma":[0.99067783,0.006982007,0.00027122544,0.0004602545,0.0005008535,0.000010130226,0.0000052386963,0.000018330813,0.0010741275],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99865365,0.000032416487,0.000621193,0.00024028345,0.00015314666,0.00029928226],"domain_scores_gemma":[0.9987456,0.00019817127,0.00061678793,0.00029240773,0.000066911,0.00008010411],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011148775,0.00016631365,0.00031044573,0.00030926624,0.00019845097,0.00020785858,0.0005289171,0.000059762693,0.00016013085],"category_scores_gemma":[0.00012064234,0.0001351048,0.00015410339,0.00053680834,0.00009774495,0.000744633,0.00015591731,0.00026803918,0.0005669835],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000996472,0.00020936175,0.13363884,0.0001436735,0.0015927458,0.00033481358,0.010923534,0.0008502284,0.000034809123,0.4952418,0.34985828,0.006175438],"study_design_scores_gemma":[0.00097288255,0.0005141162,0.8532478,0.0001427319,0.00004211692,0.0000023962941,0.009674915,0.00025964133,0.000008477219,0.015343153,0.11956575,0.00022598615],"about_ca_topic_score_codex":0.00020194352,"about_ca_topic_score_gemma":0.000032231022,"teacher_disagreement_score":0.719609,"about_ca_system_score_codex":0.0002907331,"about_ca_system_score_gemma":0.00004357505,"threshold_uncertainty_score":0.72876143},"labels":[],"label_agreement":null},{"id":"W4386896054","doi":"10.1057/s41260-023-00326-z","title":"Risk budgeting using a generalized diversity index","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Economic and Environmental Valuation","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Diversification (marketing strategy); Asset allocation; Econometrics; Attractiveness; Economics; Portfolio; Risk management; Actuarial science; Financial economics; Business; Finance; Marketing","score_opus":0.12284933160609535,"score_gpt":0.23736195565495125,"score_spread":0.1145126240488559,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386896054","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9878187,0.00010700542,0.0077242116,0.0001522492,0.00040320796,0.000074168085,0.000013998816,0.000010126569,0.003696338],"genre_scores_gemma":[0.99613637,0.000749413,0.0023661638,0.000084869236,0.00009408919,8.0829386e-7,0.0000036676213,0.000009425947,0.00055521587],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9991876,0.00001858194,0.0004726201,0.00012381477,0.000051833078,0.00014553679],"domain_scores_gemma":[0.9990705,0.00001543199,0.0007524498,0.00010810832,0.0000078760695,0.000045596],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012955437,0.000072232935,0.00020106476,0.00029565766,0.00016002222,0.000034942543,0.00015836992,0.000031545565,0.00021609987],"category_scores_gemma":[0.000018952598,0.00008245805,0.00011703981,0.00014870855,0.000014656894,0.0002232497,0.00028250914,0.00009311747,0.00029797206],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000012155556,0.000030703897,0.963578,0.0000139163985,0.00018696478,0.000019685182,0.00016912173,0.028623808,0.000006677459,0.00358464,0.0027062835,0.0010680804],"study_design_scores_gemma":[0.0009360764,0.000033497934,0.9513724,0.000011917921,0.000035162757,0.0000045288125,0.00030305225,0.029008517,0.000007690639,0.012310944,0.005853167,0.00012306651],"about_ca_topic_score_codex":0.00007833554,"about_ca_topic_score_gemma":0.000002453838,"teacher_disagreement_score":0.012205584,"about_ca_system_score_codex":0.00021605036,"about_ca_system_score_gemma":0.0000026199434,"threshold_uncertainty_score":0.38299274},"labels":[],"label_agreement":null},{"id":"W4387614885","doi":"10.1057/s41260-023-00331-2","title":"The performance of compliant stocks during the Covid-19 crisis","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Islamic Finance and Banking Studies","field":"Business, Management and Accounting","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Coronavirus disease 2019 (COVID-19); Equity (law); Stock (firearms); Business; Volatility (finance); Pandemic; Economics; Monetary economics; Financial economics; Econometrics; Engineering","score_opus":0.020521836321781083,"score_gpt":0.2554125363270451,"score_spread":0.234890700005264,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387614885","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97606534,0.00016103307,0.00007920223,0.020403486,0.0006604127,0.00018947531,0.0000012085336,0.000030007552,0.0024098284],"genre_scores_gemma":[0.9958377,0.00090474956,0.000032688393,0.0016110945,0.00042515263,0.000008942395,0.0000010999318,0.000011787484,0.0011667764],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99870455,0.000012878194,0.00045501467,0.000099957506,0.00047336044,0.00025422848],"domain_scores_gemma":[0.99888945,0.00007810863,0.0006537368,0.0002367782,0.00013751119,0.0000044135686],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012968126,0.000119304845,0.00019575277,0.00021623296,0.00070455135,0.00014444554,0.0005619253,0.000018410114,0.00001798544],"category_scores_gemma":[0.00005368278,0.00006289795,0.00012767149,0.00062141806,0.00007493554,0.00031679982,0.00037995965,0.00014813576,0.00005979308],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00024656786,0.00010289627,0.0398978,0.0017776726,0.00074049406,0.00018081264,0.00046465,0.008739546,0.00013809855,0.032652527,0.9057004,0.009358561],"study_design_scores_gemma":[0.0010310188,0.00005149321,0.3781446,0.00015067046,0.00021946552,0.000017434433,0.0027831441,0.0013670351,0.000046574478,0.0029422564,0.6130438,0.00020253654],"about_ca_topic_score_codex":0.000029234676,"about_ca_topic_score_gemma":0.00001938236,"teacher_disagreement_score":0.3382468,"about_ca_system_score_codex":0.000052239255,"about_ca_system_score_gemma":0.000012677461,"threshold_uncertainty_score":0.54189104},"labels":[],"label_agreement":null},{"id":"W4393004519","doi":"10.1057/s41260-024-00351-6","title":"Do ESG fund managers pump and dump the stocks in their portfolios? European evidence","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"","funders":"National and Kapodistrian University of Athens","keywords":"Portfolio; Hedge fund; Fund of funds; Business; Mutual fund; Equity (law); Institutional investor; Finance; Quarter (Canadian coin); Investment strategy; Closed-end fund; Private equity fund; Asset allocation; Passive management; Sovereign wealth fund; Open-end fund; Investment management; Monetary economics; Economics; Private equity; Corporate governance; Foreign direct investment; Market liquidity","score_opus":0.06199182616450259,"score_gpt":0.25336665033754696,"score_spread":0.19137482417304436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393004519","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5504628,0.03675832,0.0016004922,0.009332777,0.0017744177,0.00050529285,0.00001584756,0.00002941647,0.39952067],"genre_scores_gemma":[0.98627883,0.01171014,0.00010213693,0.00038462057,0.00013494784,0.0000042442844,4.983688e-7,0.000017701488,0.001366897],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9988037,0.000044414166,0.00065976515,0.00021897863,0.0000668953,0.00020626198],"domain_scores_gemma":[0.999358,0.000075120486,0.00029506753,0.00020813542,0.000015400714,0.00004826793],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019676194,0.00014031744,0.00024801344,0.00040551767,0.000065536406,0.00047135248,0.00031382075,0.000026036014,0.000092597154],"category_scores_gemma":[0.000032817963,0.00010056186,0.000103754035,0.00029612426,0.000059752336,0.0005843664,0.00013448515,0.00023146815,0.000047289937],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006178058,0.00009691733,0.023720877,0.0004096129,0.0003806094,0.0015574066,0.0010376215,0.000296649,0.000005505712,0.90976787,0.026300745,0.036364414],"study_design_scores_gemma":[0.00039186678,0.00023607777,0.5378445,0.00075950526,0.00003875567,0.00007092968,0.0013238598,0.0007500527,0.0000047817266,0.07284694,0.38545358,0.00027915643],"about_ca_topic_score_codex":0.0000199265,"about_ca_topic_score_gemma":0.0000068150753,"teacher_disagreement_score":0.8369209,"about_ca_system_score_codex":0.0000782286,"about_ca_system_score_gemma":0.000010670116,"threshold_uncertainty_score":0.45452628},"labels":[],"label_agreement":null},{"id":"W4402413036","doi":"10.1057/s41260-024-00368-x","title":"Applications of FX derivatives to portfolio management","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"CARE Canada; University of Toronto","funders":"","keywords":"Portfolio; Business; Project portfolio management; Economics; Finance; Project management","score_opus":0.015331672758402064,"score_gpt":0.2516812751570656,"score_spread":0.23634960239866357,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402413036","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010889762,0.0016138462,0.9401181,0.001031094,0.00019688098,0.00036718207,0.000041251325,0.000014325436,0.05552836],"genre_scores_gemma":[0.941453,0.00055909844,0.055261787,0.00023350168,0.00019452133,0.00017584638,0.0000054952893,0.000024892699,0.0020918704],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99883103,0.0000017052798,0.00075748557,0.00019096148,0.000077297394,0.00014153894],"domain_scores_gemma":[0.99929965,0.000022433009,0.00033612538,0.00021451715,0.00005832388,0.000068984446],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00035663217,0.00009678375,0.0002530589,0.0006024622,0.000041695745,0.000055372446,0.00031633995,0.000026478672,0.00009170775],"category_scores_gemma":[0.0000087686385,0.0000996404,0.000119499186,0.00076801045,0.00002145425,0.00012701478,0.00010532938,0.00008036421,0.00018472393],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000069492166,0.00009333426,0.00011639963,0.00022479084,0.00019764212,0.000011914063,0.00009341409,0.000081804435,0.0000072803045,0.9677276,0.004576451,0.026862416],"study_design_scores_gemma":[0.00016108499,0.00008058896,0.007903874,0.00009985494,0.00004554738,0.0000079899,0.00022317239,0.00011902446,0.00003675901,0.41920015,0.5719984,0.00012352133],"about_ca_topic_score_codex":0.000005433831,"about_ca_topic_score_gemma":7.1737304e-7,"teacher_disagreement_score":0.940364,"about_ca_system_score_codex":0.000068474306,"about_ca_system_score_gemma":0.000010406378,"threshold_uncertainty_score":0.40632176},"labels":[],"label_agreement":null},{"id":"W4405128744","doi":"10.1057/s41260-024-00385-w","title":"Market reactions of African and non-African firms to changes in the S&amp;P Africa 40 index","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Brock University","funders":"","keywords":"Index (typography); Hedge fund; Index fund; Economics; Business; Development economics; Financial system; Finance; Institutional investor; Corporate governance","score_opus":0.02067518542151058,"score_gpt":0.23625613024645728,"score_spread":0.2155809448249467,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405128744","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7538564,0.00094077905,0.0038451136,0.06041152,0.0014346456,0.0010860756,0.000029593028,0.000044486347,0.17835139],"genre_scores_gemma":[0.9968705,0.00026094596,0.00021226854,0.0004787335,0.00039371342,0.000015493155,0.0000010654356,0.000013212628,0.0017540776],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988836,0.000014316774,0.00035978344,0.00015662935,0.00039154253,0.0001940981],"domain_scores_gemma":[0.99929065,0.000063193096,0.00036068328,0.00019408218,0.00007747668,0.000013947017],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000964626,0.00013032861,0.00021395403,0.00054432504,0.000050341176,0.00020189163,0.0003083669,0.000027326803,0.00007370175],"category_scores_gemma":[0.000036307287,0.00009095944,0.000065022236,0.0012061561,0.000027695642,0.00043947832,0.00012910154,0.00017576787,0.00001855562],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00059852854,0.00052288384,0.04613636,0.0020815409,0.00038745368,0.00079172425,0.0018980064,0.0005939432,0.00038344762,0.0102221295,0.8735322,0.06285182],"study_design_scores_gemma":[0.00018449096,0.000033095985,0.32102078,0.00028369593,0.00006115639,0.000006912382,0.00088732794,0.0002534355,0.0000022872034,0.00089378114,0.6762839,0.000089146466],"about_ca_topic_score_codex":0.00017272591,"about_ca_topic_score_gemma":0.0005407653,"teacher_disagreement_score":0.27488443,"about_ca_system_score_codex":0.000044089797,"about_ca_system_score_gemma":0.00001377929,"threshold_uncertainty_score":0.37092182},"labels":[],"label_agreement":null},{"id":"W4413408613","doi":"10.1057/s41260-025-00422-2","title":"Asset Allocation, Diversification, and Co-Movement Effects: A Global Analysis of Bonds and Equities Issued by the Same Firm","year":2025,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"University of Queensland","keywords":"Diversification (marketing strategy); Asset allocation; Bond; Business; IT asset management; Financial economics; Economics; Asset (computer security); Monetary economics; Asset management; Finance; Portfolio; Computer science","score_opus":0.008131869160144066,"score_gpt":0.24367931653346755,"score_spread":0.23554744737332348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413408613","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96682733,0.0031940944,0.008485798,0.014181384,0.0002804244,0.00050412846,0.00006159868,0.00001769628,0.006447562],"genre_scores_gemma":[0.99581116,0.0006201654,0.00010492498,0.002495329,0.000058620466,0.000007883043,0.0000231789,0.0000042373667,0.0008745185],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99889505,0.000017882665,0.00044152112,0.00016501144,0.00034438344,0.00013616552],"domain_scores_gemma":[0.998668,0.00005682262,0.0008335563,0.0002123517,0.0002187584,0.00001050729],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006316158,0.00013350692,0.0003049508,0.00020222928,0.00012949652,0.00018769108,0.00025854685,0.00003043172,0.000019378771],"category_scores_gemma":[0.000037675378,0.00010070867,0.00007585641,0.0009982312,0.00007544847,0.0004862771,0.00016475939,0.000067290835,0.0000020310683],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00011974233,0.0002322233,0.5438146,0.00071580097,0.0031422188,0.00001409942,0.0000817866,0.00033803927,0.00015551686,0.048090115,0.39067572,0.0126201445],"study_design_scores_gemma":[0.00078799226,0.000034136363,0.8982266,0.00011655554,0.0023387189,5.073756e-7,0.00051352574,0.0008794762,0.000028715625,0.0024885368,0.09447879,0.00010644696],"about_ca_topic_score_codex":0.00022415789,"about_ca_topic_score_gemma":0.00007001823,"teacher_disagreement_score":0.354412,"about_ca_system_score_codex":0.000058630838,"about_ca_system_score_gemma":0.000015779147,"threshold_uncertainty_score":0.41067803},"labels":[],"label_agreement":null},{"id":"W817297717","doi":"10.1057/jam.2015.2","title":"Buy-and-hold versus constantly rebalanced portfolios: A theoretical comparison","year":2015,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Portfolio; Volatility (finance); Econometrics; Rate of return on a portfolio; Expected shortfall; Economics; Portfolio optimization; Variance (accounting); Standard deviation; Expected return; Asset allocation; Mathematics; Financial economics; Statistics","score_opus":0.06813780585128033,"score_gpt":0.2714116525347241,"score_spread":0.20327384668344378,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W817297717","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5579941,0.003325625,0.015265357,0.0032031646,0.0031703103,0.00029979937,0.000054898115,0.000030233896,0.41665646],"genre_scores_gemma":[0.9965253,0.00047652205,0.0022924992,0.00017983712,0.00013613011,0.0000025747067,0.000002242481,0.000015136632,0.00036979123],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99862754,0.00001653126,0.0008863554,0.0001856731,0.000059432055,0.00022444177],"domain_scores_gemma":[0.99879575,0.00004958528,0.00069862965,0.00021333167,0.00004994186,0.00019277846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001285204,0.0001292389,0.0005029171,0.00019414065,0.000037635233,0.00009393035,0.00022594066,0.000055153934,0.00014971862],"category_scores_gemma":[0.00006068361,0.00012813561,0.00010442863,0.00008409699,0.00012252455,0.0002106493,0.00011438463,0.00016275945,0.00006273675],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003256609,0.00007056071,0.0047530746,0.0000138795485,0.00020321635,0.00003453444,0.00018581086,0.00015518136,7.1701123e-7,0.9836349,0.009908498,0.00071399927],"study_design_scores_gemma":[0.009874855,0.0011353565,0.0036801803,0.000074865224,0.00011269851,0.000074627074,0.0032999397,0.0064452775,0.000031031457,0.70365477,0.2710845,0.0005319138],"about_ca_topic_score_codex":0.0000065806794,"about_ca_topic_score_gemma":0.0000021680269,"teacher_disagreement_score":0.4385311,"about_ca_system_score_codex":0.00012827669,"about_ca_system_score_gemma":0.000017474029,"threshold_uncertainty_score":0.52252185},"labels":[],"label_agreement":null}]}