{"meta":{"query_hash":"048f30d7571a","filters":{"venue":"The Journal of Portfolio Management"},"cohort_total":31,"direct_labels_cover":0,"predictions_cover":31,"exported":31,"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/048f30d7571a","api":"https://metacan.xera.ac/api/v1/cohort?venue=The+Journal+of+Portfolio+Management"},"results":[{"id":"W2024779190","doi":"10.3905/jpm.2006.661371","title":"The Relative Importance of Asset Allocation and Security Selection","year":2006,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Emergency and Acute Care Studies","field":"Medicine","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Asset allocation; Portfolio; Selection (genetic algorithm); Alternative asset; Equity (law); Asset (computer security); Economics; Capital asset pricing model; Microeconomics; Computer science; Financial economics; Computer security","score_opus":0.006984331470563649,"score_gpt":0.26103678027761734,"score_spread":0.2540524488070537,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2024779190","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":[0.94812596,0.008337217,0.0010442375,0.0050564613,0.00023282928,0.00032447907,0.0000015928493,0.000007933256,0.036869314],"genre_scores_gemma":[0.9910204,0.0077445526,0.0001390458,0.00007639527,0.00011230534,0.0000015571875,0.0000011079669,0.0000040246405,0.0009006012],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.99928,0.000038730945,0.00034059965,0.000042995867,0.00021925109,0.00007845157],"domain_scores_gemma":[0.9992799,0.00004212463,0.000393176,0.00008543341,0.00018366925,0.00001568571],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00080644945,0.000058761805,0.00012058014,0.000044031043,0.000116689145,0.0000039429833,0.0000535968,0.0000149878315,0.000011408968],"category_scores_gemma":[0.00002523897,0.000029691542,0.000048376645,0.00014681081,0.00006640965,0.000071134615,0.000027735929,0.000110053916,4.2730855e-7],"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":[0.001212658,0.00049457233,0.27233768,0.00039978058,0.0032981501,0.00010182774,0.0026155552,0.00017640497,0.0025074137,0.20262827,0.50280905,0.011418646],"study_design_scores_gemma":[0.0013521749,0.0007338027,0.8764081,0.0002217713,0.0017889015,0.00023960286,0.0041559907,0.00016932933,0.0020792338,0.051965997,0.060745902,0.00013919767],"about_ca_topic_score_codex":0.000022086168,"about_ca_topic_score_gemma":0.000044515087,"teacher_disagreement_score":0.6040704,"about_ca_system_score_codex":0.000027522123,"about_ca_system_score_gemma":0.000011629682,"threshold_uncertainty_score":0.121078596},"labels":[],"label_agreement":null},{"id":"W2037240397","doi":"10.3905/jpm.2009.35.3.048","title":"Long-Only: <i>The Natural Benchmark Choice for 130/30</i>","year":2009,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"WiLAN (Canada)","funders":"","keywords":"Benchmark (surveying); Investment strategy; Hedge fund; Portfolio; Equity (law); Asset allocation; Extension (predicate logic); Investment (military); Index (typography); Economics; Business; Financial economics; Actuarial science; Finance; Econometrics; Computer science","score_opus":0.016648927440073184,"score_gpt":0.2287682358187933,"score_spread":0.21211930837872012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2037240397","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":[0.33683532,0.041743666,0.01016667,0.032968152,0.006414107,0.0025399842,0.000057633944,0.000058740716,0.5692157],"genre_scores_gemma":[0.9871491,0.0027856098,0.00039422174,0.003891112,0.0005913614,0.000006123011,0.0000036588344,0.000014155506,0.005164662],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99871826,0.000019567506,0.00074874103,0.00013009975,0.0000900488,0.00029327694],"domain_scores_gemma":[0.9986742,0.00007895895,0.0008398772,0.00030585524,0.000053526357,0.000047559308],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015582088,0.00015557927,0.00029479622,0.00014390037,0.00021881446,0.00010163002,0.0006149986,0.000035083955,0.00023892379],"category_scores_gemma":[0.000050653376,0.00009741081,0.00020743896,0.00019648024,0.000064549786,0.00027207512,0.000047727495,0.00018801623,0.00003231601],"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":[0.00012263285,0.00013443192,0.0025031639,0.0000369799,0.0002117914,0.000019760373,0.00014458824,0.00014475905,0.000004799817,0.7895406,0.19206145,0.015075086],"study_design_scores_gemma":[0.0009217382,0.00040089028,0.20695497,0.0000411719,0.00009183425,0.000032523087,0.00020088225,0.00017982344,0.000015064564,0.1470856,0.64386183,0.00021367012],"about_ca_topic_score_codex":0.000018936187,"about_ca_topic_score_gemma":0.000007730616,"teacher_disagreement_score":0.6503138,"about_ca_system_score_codex":0.00006326481,"about_ca_system_score_gemma":0.000019033441,"threshold_uncertainty_score":0.39722976},"labels":[],"label_agreement":null},{"id":"W2054465248","doi":"10.3905/jpm.2002.319833","title":"What's a Portfolio Manager Worth?","year":2002,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Portfolio; Arbitrage; Accounts payable; Economics; Microeconomics; Project portfolio management; Remuneration; Replicating portfolio; Financial economics; Actuarial science; Business; Portfolio optimization; Finance; Payment","score_opus":0.03226830957876119,"score_gpt":0.20574447639733556,"score_spread":0.17347616681857436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2054465248","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":[0.11142672,0.0250479,0.0011170398,0.004380062,0.0034129866,0.0004521181,0.0000068438126,0.00003567036,0.8541207],"genre_scores_gemma":[0.91363144,0.04661926,0.00041615803,0.0018410825,0.00035784856,0.000007515511,0.0000012677987,0.00003286481,0.037092593],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99826324,0.000026110683,0.0010623875,0.00017089583,0.00013347824,0.00034387442],"domain_scores_gemma":[0.99833083,0.000025111462,0.0010805441,0.00042899794,0.00004308652,0.00009141612],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0012865239,0.00019382866,0.00039988424,0.00041767457,0.00013469603,0.00024264971,0.0005742757,0.00005004709,0.0042075175],"category_scores_gemma":[0.00001804499,0.0001500175,0.0002140438,0.00038432048,0.00009067553,0.0010978399,0.00011708922,0.0002077816,0.0004594582],"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":[0.000054710275,0.00031212685,0.0031334995,0.00006113592,0.00047273067,0.00031196448,0.00050438213,0.0001862829,0.0000023737687,0.7159893,0.26507217,0.013899368],"study_design_scores_gemma":[0.0010498326,0.00026781196,0.06648467,0.00012672412,0.00012033896,0.00010687794,0.0016879059,0.0003541137,0.000011311187,0.12145983,0.8079379,0.0003926446],"about_ca_topic_score_codex":0.000022903021,"about_ca_topic_score_gemma":0.0000030175124,"teacher_disagreement_score":0.81702805,"about_ca_system_score_codex":0.000067849214,"about_ca_system_score_gemma":0.000004823157,"threshold_uncertainty_score":0.9967028},"labels":[],"label_agreement":null},{"id":"W2092683727","doi":"10.3905/jpm.2003.319874","title":"Improving the Efficient Frontier","year":2003,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Pooling; Portfolio; Efficient frontier; Risk–return spectrum; Capital allocation line; Modern portfolio theory; Variety (cybernetics); Investment (military); Portfolio optimization; Capital (architecture); Portfolio allocation; Economics; Business; Econometrics; Actuarial science; Financial economics; Computer science; Microeconomics; Artificial intelligence","score_opus":0.01596791194118672,"score_gpt":0.19086652408052643,"score_spread":0.17489861213933972,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2092683727","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":[0.20600906,0.011356164,0.032583293,0.0016700812,0.00282282,0.0004930964,0.0000063517023,0.000014757593,0.7450444],"genre_scores_gemma":[0.99443364,0.0007278318,0.00054865755,0.000612947,0.00010080014,0.0000035730195,2.0631302e-7,0.0000121928315,0.0035601435],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99900204,0.000035334302,0.00059157045,0.00008938523,0.00007658806,0.00020509835],"domain_scores_gemma":[0.99892837,0.000025431282,0.00070763595,0.0002765025,0.000027791853,0.000034260014],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002377709,0.0001024749,0.00019319743,0.000119133794,0.00016825713,0.00006857062,0.00035451012,0.000022262631,0.00031866244],"category_scores_gemma":[0.000044948574,0.000058749116,0.000116506555,0.00017042611,0.0000680012,0.00009617197,0.000049004182,0.00013943919,0.000060798135],"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":[0.0000206329,0.00006730923,0.0009709538,0.000015240955,0.00010837543,0.0000128851925,0.00021109666,0.00088282296,0.0000070725837,0.9759086,0.020194473,0.0016005615],"study_design_scores_gemma":[0.0010729582,0.00023434233,0.05320788,0.000039037594,0.00012628788,0.000060859846,0.00236785,0.0010360698,0.00014757589,0.11989111,0.8214962,0.00031981914],"about_ca_topic_score_codex":0.0000306394,"about_ca_topic_score_gemma":9.65615e-7,"teacher_disagreement_score":0.8560175,"about_ca_system_score_codex":0.000053292577,"about_ca_system_score_gemma":0.0000131198585,"threshold_uncertainty_score":0.348913},"labels":[],"label_agreement":null},{"id":"W2102457310","doi":"10.3905/jpm.2009.35.3.106","title":"Beyond the Central Tendency: <i>Quantile Regression as a Tool in Quantitative Investing</i>","year":2009,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":28,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Quantile regression; Econometrics; Ordinary least squares; Quantile; Regression; Portfolio; Population; Economics; Extension (predicate logic); Statistics; Computer science; Mathematics; Financial economics; Sociology","score_opus":0.023759596614027125,"score_gpt":0.24627373274788156,"score_spread":0.22251413613385443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2102457310","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":[0.7942628,0.009908041,0.0020814508,0.010863606,0.00070290297,0.0005713207,0.000011611964,0.000016829299,0.18158141],"genre_scores_gemma":[0.9944254,0.001221351,0.0004231451,0.0009129121,0.00008717582,0.000002089342,0.0000011088958,0.000009096257,0.002917727],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983962,0.00005959846,0.0010067517,0.00013751487,0.0001253676,0.00027452654],"domain_scores_gemma":[0.9984429,0.00005496052,0.0010875799,0.00033088293,0.000041723044,0.000041979212],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018723651,0.00013814423,0.00038307818,0.00028127333,0.0001382934,0.00007567311,0.00047533176,0.000028716686,0.00033902668],"category_scores_gemma":[0.000060660095,0.00008109735,0.00018385812,0.00053926435,0.000048876194,0.00021261502,0.0000742269,0.00019732333,0.00006253534],"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":[0.0001234431,0.0001427367,0.0076905107,0.000020860352,0.00023404203,0.00011606553,0.0019218936,0.00089789217,0.000020782913,0.96831864,0.016592698,0.00392044],"study_design_scores_gemma":[0.0013898931,0.0007388755,0.25660238,0.0002525001,0.00017974096,0.00014840292,0.006095318,0.0030030184,0.00003275699,0.6080853,0.123044476,0.00042740736],"about_ca_topic_score_codex":0.00041198157,"about_ca_topic_score_gemma":0.00006001793,"teacher_disagreement_score":0.3602334,"about_ca_system_score_codex":0.00007617367,"about_ca_system_score_gemma":0.000015370444,"threshold_uncertainty_score":0.37121043},"labels":[],"label_agreement":null},{"id":"W2150451926","doi":"10.3905/jpm.2008.709979","title":"Benchmarking Measures of Investment Performance with Perfect-Foresight and Bankrupt Asset Allocation Strategies","year":2008,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":8,"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":"","keywords":"Asset allocation; Benchmarking; Futures studies; Bankruptcy; Investment (military); Asset (computer security); Economics; Actuarial science; Business; Econometrics; Microeconomics; Finance; Computer science; Portfolio; Management","score_opus":0.03415159430478522,"score_gpt":0.19742341236688699,"score_spread":0.16327181806210178,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2150451926","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":[0.929523,0.0027363768,0.0013081925,0.0001879176,0.00012721977,0.00020057744,0.0000032448083,0.000005727477,0.065907724],"genre_scores_gemma":[0.98771787,0.010906006,0.0008745531,0.00014294637,0.000065558954,0.000004963565,0.0000017403083,0.000011040494,0.0002753117],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9989166,0.00002548196,0.0006351034,0.00011770671,0.00013389287,0.00017119982],"domain_scores_gemma":[0.998815,0.000023097318,0.00085777737,0.00019327627,0.00006626986,0.00004457734],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009972836,0.00014207316,0.00030759766,0.00023943644,0.0001518811,0.000037444308,0.00020805825,0.000030443653,0.00005893949],"category_scores_gemma":[0.0000075454386,0.00009695182,0.000049991093,0.00018377058,0.00018224838,0.0004995876,0.000045754532,0.00011140341,0.000002880381],"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":[0.00041955136,0.00027545966,0.14750485,0.0003868977,0.0007529569,0.000060620096,0.0028468317,0.0041887546,0.000078658435,0.8327488,0.007296495,0.0034401328],"study_design_scores_gemma":[0.0008333882,0.001129423,0.97104883,0.00015087766,0.00008692176,0.000117686,0.001060994,0.00049609237,0.00019486599,0.010539621,0.014111349,0.00022993174],"about_ca_topic_score_codex":0.000059590137,"about_ca_topic_score_gemma":0.0000088660145,"teacher_disagreement_score":0.823544,"about_ca_system_score_codex":0.000044640365,"about_ca_system_score_gemma":0.000040523846,"threshold_uncertainty_score":0.39535806},"labels":[],"label_agreement":null},{"id":"W2165842502","doi":"10.3905/jpm.2011.37.4.086","title":"Average Stock Variance and Market Returns: <i>Evidence of Time-Varying Predictability at the</i><i>Daily Frequency</i>","year":2011,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Predictability; Market timing; Econometrics; Economics; Stock market; Stock (firearms); Business cycle; Variance (accounting); Financial market; Heteroscedasticity; Financial economics; Finance; Statistics; Mathematics","score_opus":0.033802316623259124,"score_gpt":0.21140419732133553,"score_spread":0.17760188069807642,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165842502","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":[0.54219115,0.020089012,0.0018487518,0.0008685987,0.0006403238,0.00074863405,0.00004502678,0.000017060349,0.43355143],"genre_scores_gemma":[0.98422223,0.010871379,0.0007977177,0.0003785623,0.00006965856,0.0000069632288,5.064998e-7,0.000014720856,0.0036382778],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9983725,0.000080741775,0.0010093071,0.00018425767,0.00012268826,0.00023051725],"domain_scores_gemma":[0.9979606,0.00011985368,0.0013243145,0.00047640895,0.000059693553,0.000059075213],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003471889,0.00016311358,0.00037768096,0.00010356403,0.00015634745,0.00003281368,0.0005168519,0.000045153552,0.0015687273],"category_scores_gemma":[0.000092369366,0.00010930259,0.000116349234,0.00019509277,0.00024398512,0.0004805107,0.00022829603,0.00017780715,0.00001857981],"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":[0.004007919,0.0010713823,0.3674173,0.001903295,0.0023213797,0.00027305915,0.01119837,0.00034056144,0.00086723256,0.43349582,0.17084733,0.006256323],"study_design_scores_gemma":[0.0013583783,0.0010249472,0.780057,0.0006696142,0.00024831135,0.00012826639,0.00041400324,0.0006428425,0.00040413172,0.2011232,0.013409037,0.0005202735],"about_ca_topic_score_codex":0.00016360125,"about_ca_topic_score_gemma":0.000010430097,"teacher_disagreement_score":0.44203106,"about_ca_system_score_codex":0.00007975944,"about_ca_system_score_gemma":0.000020704716,"threshold_uncertainty_score":0.999344},"labels":[],"label_agreement":null},{"id":"W2320823099","doi":"10.3905/jpm.2007.690611","title":"Spanning Tests for Replicable Small-Cap Indexes as Separate Asset Classes","year":2007,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Portfolio; Diversification (marketing strategy); Efficient frontier; Equity (law); Asset allocation; Index (typography); Business; Econometrics; Asset (computer security); Financial economics; Portfolio optimization; Economics; Computer science","score_opus":0.05284847887732724,"score_gpt":0.28191317365219937,"score_spread":0.22906469477487212,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2320823099","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":[0.62322223,0.004571792,0.017858658,0.0017032376,0.0011504878,0.0005880356,0.000016570637,0.000024951361,0.35086402],"genre_scores_gemma":[0.97221154,0.0021050177,0.0050602313,0.001309474,0.00041282797,0.000011937191,0.000003958479,0.000032859174,0.018852156],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99850845,0.000012763546,0.0008957426,0.00015674008,0.000069046146,0.00035726192],"domain_scores_gemma":[0.9984659,0.00011274067,0.0010019816,0.0002771769,0.0000673753,0.000074807656],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033921432,0.00014929485,0.00032538953,0.00027036792,0.00015963965,0.0000923323,0.000356683,0.000054046148,0.0001533675],"category_scores_gemma":[0.000087913395,0.00012085116,0.00014404909,0.00022816437,0.00006220996,0.00027229375,0.00007179239,0.00014229094,0.000055219123],"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":[0.00022265353,0.00013335727,0.0116528245,0.00008509074,0.00028294127,0.000053135565,0.00016248866,0.00041378735,0.00006481667,0.93358886,0.050423693,0.0029163195],"study_design_scores_gemma":[0.0007750872,0.0004814217,0.18364602,0.00007796572,0.00007877492,0.000052527714,0.0005033452,0.000117646,0.00029951622,0.22973406,0.58398616,0.00024745156],"about_ca_topic_score_codex":0.00007414827,"about_ca_topic_score_gemma":0.000017801098,"teacher_disagreement_score":0.70385486,"about_ca_system_score_codex":0.00008484865,"about_ca_system_score_gemma":0.000022676406,"threshold_uncertainty_score":0.49281672},"labels":[],"label_agreement":null},{"id":"W2324397297","doi":"10.3905/jpm.2013.39.2.101","title":"Book-to-Market and the Cross-Section ofExpected Returns in International Stock Markets","year":2013,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":44,"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":"","keywords":"Equity (law); Financial economics; Economics; Stock (firearms); Cash flow; Monetary economics; Econometrics; Finance; Geography","score_opus":0.012827706425596636,"score_gpt":0.22337527310683508,"score_spread":0.21054756668123845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2324397297","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":[0.6425804,0.0049969247,0.0004996131,0.00969323,0.001860002,0.0008773688,0.000008503674,0.000011687629,0.33947226],"genre_scores_gemma":[0.98138714,0.004786022,0.00014113265,0.0022432506,0.00021245285,0.000025123672,8.507073e-7,0.000012085662,0.011191916],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.9988535,0.000047232494,0.0007186848,0.000120595476,0.00008915644,0.000170843],"domain_scores_gemma":[0.9991169,0.0000633408,0.00053604535,0.00018416524,0.000054596247,0.00004497853],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0017857209,0.000110846595,0.00023048713,0.0003020095,0.00008551506,0.00017546046,0.0003506803,0.000034452372,0.0019877313],"category_scores_gemma":[0.00007825095,0.00007054082,0.0000696401,0.000186044,0.000099225326,0.00043647818,0.0001247744,0.00017131066,0.000027730042],"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":[0.0018717423,0.00023844137,0.06863692,0.00006203168,0.0006090504,0.000040856343,0.0021255852,0.0003128767,0.000018124532,0.25578162,0.665168,0.005134783],"study_design_scores_gemma":[0.0013364593,0.0000618052,0.8395414,0.00003104077,0.000011360106,0.000017884286,0.00031417128,0.0007689323,0.0000034197842,0.027666524,0.13014768,0.00009932625],"about_ca_topic_score_codex":0.00019778627,"about_ca_topic_score_gemma":0.000013916023,"teacher_disagreement_score":0.7709045,"about_ca_system_score_codex":0.00008035784,"about_ca_system_score_gemma":0.000006961741,"threshold_uncertainty_score":0.9989246},"labels":[],"label_agreement":null},{"id":"W2329825051","doi":"10.3905/jpm.2004.125","title":"Trends in Quantitative Asset Management in Europe","year":2004,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Intertek (Canada)","funders":"","keywords":"Asset management; Asset (computer security); Risk management; Business; Financial market; Value (mathematics); Economics; Financial economics; Actuarial science; Finance; Computer science","score_opus":0.04680095917930647,"score_gpt":0.2746956224539118,"score_spread":0.22789466327460536,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2329825051","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":[0.8409237,0.0022069865,0.018500406,0.0015325474,0.00046066457,0.0002495997,0.000009299317,0.000009536824,0.13610725],"genre_scores_gemma":[0.9925135,0.003265069,0.0031109364,0.0001575505,0.000030603947,0.0000034766244,0.0000018363036,0.0000145711765,0.0009024675],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9984542,0.000028589895,0.0010266802,0.00015179234,0.00008832033,0.00025041014],"domain_scores_gemma":[0.9991829,0.000016844775,0.00050454866,0.00022780182,0.000031330357,0.000036590267],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002180533,0.00012433121,0.00031841063,0.0011581883,0.00003902486,0.000028416396,0.00035998446,0.000029677498,0.00007300273],"category_scores_gemma":[0.000021507352,0.00010810871,0.00007949063,0.0011378721,0.000028751432,0.0002234532,0.00010262653,0.00022447758,0.00005894133],"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":[0.00019515303,0.00040592754,0.01893136,0.000040518225,0.00013730742,0.00043427473,0.0015797458,0.05276977,0.0000020613368,0.9090181,0.0009775225,0.01550829],"study_design_scores_gemma":[0.0035018174,0.0002880872,0.77910566,0.0001904821,0.00004606684,0.000017724346,0.0013427527,0.0027268261,0.000010635337,0.1832707,0.029161172,0.00033810074],"about_ca_topic_score_codex":0.00022974929,"about_ca_topic_score_gemma":0.00013923245,"teacher_disagreement_score":0.7601743,"about_ca_system_score_codex":0.00018147845,"about_ca_system_score_gemma":0.0000077335235,"threshold_uncertainty_score":0.44085452},"labels":[],"label_agreement":null},{"id":"W2529007535","doi":"10.3905/jpm.2017.43.6.120","title":"Do Principles Pay in Real Estate Crowdfunding?","year":2017,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"FinTech, Crowdfunding, Digital Finance","field":"Business, Management and Accounting","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"","keywords":"Real estate; Leverage (statistics); Real estate investment trust; Equity (law); Finance; Business; Investment (military); Capitalization rate; Payment; Equity crowdfunding; Sample (material); Economics; Seed money","score_opus":0.03874055273364594,"score_gpt":0.2765802286826085,"score_spread":0.23783967594896258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2529007535","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":[0.54674083,0.00003775872,0.00030283295,0.00117902,0.00078839925,0.0002690795,0.0000010670557,0.00003127118,0.45064974],"genre_scores_gemma":[0.99332315,0.0012610969,0.00020714187,0.0002444428,0.0006350693,0.0000058690825,0.0000013619496,0.000039226856,0.004282666],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99795353,0.000014630127,0.0008007719,0.00020112674,0.0005623542,0.00046756817],"domain_scores_gemma":[0.99709713,0.000034254892,0.001976413,0.0007276943,0.00014176703,0.000022733537],"candidate_categories":["scholarly_communication"],"consensus_categories":[],"category_scores_codex":[0.0023760349,0.00025032644,0.0003418149,0.0005780679,0.00039411377,0.001079536,0.0016170316,0.00004800292,0.000107007225],"category_scores_gemma":[0.00015985922,0.00015738387,0.00014444375,0.0002841797,0.00016554166,0.0023200533,0.0008908101,0.0003361635,0.0001331449],"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":[0.000833193,0.0006341808,0.43752012,0.00077818945,0.00045201243,0.00330216,0.000419839,0.0016267718,0.00026412497,0.2775138,0.04035555,0.23630007],"study_design_scores_gemma":[0.0012734329,0.000044277527,0.64919186,0.0004924423,0.00016601387,0.000045506826,0.00061322027,0.00042152175,0.00007362284,0.012089598,0.33520883,0.00037968953],"about_ca_topic_score_codex":0.00054570433,"about_ca_topic_score_gemma":0.00023453539,"teacher_disagreement_score":0.44658232,"about_ca_system_score_codex":0.00011433007,"about_ca_system_score_gemma":0.000022315711,"threshold_uncertainty_score":0.99995744},"labels":[],"label_agreement":null},{"id":"W2737045872","doi":"10.3905/jpm.2017.43.4.087","title":"The Impact on Stock Returns of Crowding by MutualFunds","year":2017,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Windsor","funders":"","keywords":"Crowding; Market liquidity; Economics; Equity (law); Crowding out; Portfolio; Monetary economics; Stock (firearms); Mutual fund; Financial economics; Financial market; Econometrics; Position (finance); Finance","score_opus":0.030291867909949297,"score_gpt":0.2669902957097417,"score_spread":0.2366984277997924,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2737045872","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":[0.66402847,0.0022111046,0.0001663095,0.0016729063,0.00070137007,0.00020706146,0.000025765232,0.000004486699,0.33098254],"genre_scores_gemma":[0.9923876,0.00393441,0.00003248875,0.00009530276,0.00010867361,0.0000018494645,5.717681e-7,0.000011873428,0.0034272582],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99891686,0.00002029925,0.00066940463,0.00008824353,0.00009179255,0.00021342246],"domain_scores_gemma":[0.99733335,0.0000588658,0.0019620887,0.00056424516,0.000036352198,0.00004507184],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019584931,0.00012622008,0.0002815659,0.00010446509,0.00046452341,0.00017438905,0.0008590999,0.000030997493,0.00011901575],"category_scores_gemma":[0.0000700387,0.00006909041,0.00018411035,0.000059214042,0.00014301273,0.000250632,0.00010945927,0.00015841173,0.000015406906],"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":[0.00047045297,0.0002104818,0.020478398,0.000040422132,0.0007660217,0.000023408233,0.00043610376,0.0003155973,0.000047855185,0.67763984,0.29225034,0.0073210467],"study_design_scores_gemma":[0.0013053578,0.0013629969,0.7104472,0.0001547092,0.00008718044,0.000017650967,0.00081742916,0.00040223476,0.0002994126,0.14673708,0.13804735,0.00032142195],"about_ca_topic_score_codex":0.0001273503,"about_ca_topic_score_gemma":0.0000038505177,"teacher_disagreement_score":0.68996876,"about_ca_system_score_codex":0.00006910228,"about_ca_system_score_gemma":0.000012690651,"threshold_uncertainty_score":0.35727856},"labels":[],"label_agreement":null},{"id":"W2770921054","doi":"10.3905/jpm.2015.41.4.068","title":"Implied Expected Returns and the Choice of a Mean–Variance Efficient Portfolio Proxy","year":2015,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","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":"Université Laval","funders":"","keywords":"Portfolio; Proxy (statistics); Variance (accounting); Econometrics; Economics; Covariance matrix; Variance risk premium; Market portfolio; Covariance; Modern portfolio theory; Portfolio optimization; Mathematics; Financial economics; Statistics; Volatility (finance); Stochastic volatility; Volatility risk premium","score_opus":0.03217452433740626,"score_gpt":0.23168953228228983,"score_spread":0.19951500794488358,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2770921054","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":[0.8093644,0.009111796,0.0014464335,0.0022920787,0.0008860875,0.0008945573,0.000016649474,0.000017414135,0.17597061],"genre_scores_gemma":[0.9966491,0.0014913743,0.00030090555,0.00030516565,0.00013805635,0.000010148056,9.3065535e-7,0.000015500187,0.0010888258],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9983341,0.00005804344,0.0010584332,0.00015220439,0.00015778384,0.00023943571],"domain_scores_gemma":[0.9977839,0.000074263684,0.0015636608,0.00038148818,0.00010909343,0.000087621964],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029541072,0.00016474305,0.00048723264,0.00021353728,0.000092123344,0.000059576116,0.0004511628,0.000041813324,0.00007198082],"category_scores_gemma":[0.00011441368,0.00009892681,0.000119147735,0.00033337023,0.00025005493,0.00014541039,0.00015463388,0.00017320736,0.000008704227],"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":[0.0005436298,0.00017244837,0.0038576492,0.00006418379,0.0003644617,0.000021122594,0.0025296612,0.00065667386,0.000010868247,0.9779431,0.013353263,0.0004828992],"study_design_scores_gemma":[0.021240288,0.0014636837,0.42202345,0.00041576885,0.00076040335,0.0002444709,0.015511768,0.0049012024,0.00026386496,0.35738796,0.17463389,0.0011532657],"about_ca_topic_score_codex":0.00015164382,"about_ca_topic_score_gemma":0.0000071553704,"teacher_disagreement_score":0.62055516,"about_ca_system_score_codex":0.00006165334,"about_ca_system_score_gemma":0.00003535456,"threshold_uncertainty_score":0.40341184},"labels":[],"label_agreement":null},{"id":"W2795418069","doi":"10.3905/jpm.2018.1.078","title":"Predicting Stock Market Crashes in China","year":2018,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Stock exchange; Composite index; Earnings; Business; Index (typography); Stock (firearms); Predictive power; Economics; Econometrics; Financial economics; Finance; Geography","score_opus":0.018485524755561474,"score_gpt":0.21881238796981745,"score_spread":0.20032686321425597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2795418069","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":[0.5564507,0.00072634144,0.00040152576,0.000560484,0.00054950523,0.00014024792,0.0000036530562,0.000006762148,0.44116074],"genre_scores_gemma":[0.9944399,0.0012261798,0.0003128372,0.00025422737,0.00031616457,0.0000029406408,3.3724612e-7,0.000012480257,0.0034349246],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9987953,0.000027608736,0.00076800876,0.00010939891,0.00007031973,0.00022941243],"domain_scores_gemma":[0.99902964,0.000022008644,0.0006729539,0.00021078081,0.00002520353,0.000039399445],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0020507604,0.00011143992,0.00025304648,0.00030015787,0.00009314053,0.000049625593,0.00035974284,0.00003136813,0.00093489676],"category_scores_gemma":[0.000041105566,0.00008594641,0.00007468192,0.00025967535,0.00009037215,0.00027544354,0.00009132562,0.0001442976,0.00004041137],"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":[0.0003802008,0.00032915862,0.5086265,0.00011875487,0.00033701907,0.00010756271,0.0015981849,0.00013736676,0.0000098270175,0.3615452,0.11863536,0.008174865],"study_design_scores_gemma":[0.0004590796,0.0002456488,0.89922,0.000056025903,0.000017682845,0.000014695826,0.00028399457,0.0005240124,0.000009746712,0.060240112,0.038817864,0.00011112385],"about_ca_topic_score_codex":0.00012842756,"about_ca_topic_score_gemma":0.000036771984,"teacher_disagreement_score":0.43798918,"about_ca_system_score_codex":0.00006616465,"about_ca_system_score_gemma":0.000010908995,"threshold_uncertainty_score":0.99997836},"labels":[],"label_agreement":null},{"id":"W2983950329","doi":"10.3905/jpm.2019.1.118","title":"Consistent and Efficient Dynamic Portfolio Replication with Many Factors","year":2019,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Replication (statistics); Portfolio; Computer science; Resampling; Replicate; Econometrics; Benchmark (surveying); Context (archaeology); Transaction cost; Economics; Financial economics; Finance; Artificial intelligence; Statistics; Mathematics","score_opus":0.012399690154755231,"score_gpt":0.20010119273966231,"score_spread":0.1877015025849071,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2983950329","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":[0.9264669,0.0013039189,0.00077647116,0.00040334667,0.0002451093,0.00033540872,0.0000064552596,0.000008942398,0.07045347],"genre_scores_gemma":[0.9953485,0.0014348908,0.00024411488,0.00019251397,0.000019374082,0.000003074931,0.0000024746944,0.000014736397,0.0027403084],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99891406,0.000014915537,0.00060323376,0.00018934939,0.000093136965,0.00018530914],"domain_scores_gemma":[0.99856806,0.000023567365,0.0008934583,0.00041866023,0.000039732666,0.000056527795],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009347835,0.0001402385,0.0002970119,0.00022750009,0.00007487982,0.000057721452,0.00021036435,0.000030108531,0.00022330713],"category_scores_gemma":[0.000009824572,0.00009256111,0.00006815366,0.0001656778,0.00007210595,0.0001292818,0.00006466644,0.00011330942,0.000035467106],"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":[0.0002658556,0.00025673615,0.09870776,0.0001952881,0.00054402126,0.00004061242,0.00054292637,0.0016871054,0.000046682533,0.89244044,0.0034761447,0.0017964079],"study_design_scores_gemma":[0.0010500221,0.00055197167,0.9538733,0.00009884674,0.00010269733,0.00007317564,0.0014695614,0.001388152,0.000032956443,0.010771047,0.030309908,0.00027836958],"about_ca_topic_score_codex":0.000032250686,"about_ca_topic_score_gemma":0.0000021155824,"teacher_disagreement_score":0.8816694,"about_ca_system_score_codex":0.00007528936,"about_ca_system_score_gemma":0.0000128406,"threshold_uncertainty_score":0.37745327},"labels":[],"label_agreement":null},{"id":"W3021970279","doi":"10.3905/jpm.2007.684751","title":"Robust Portfolio Optimization","year":2007,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":167,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Intertek (Canada)","funders":"","keywords":"Portfolio optimization; Portfolio; Robust optimization; Black–Litterman model; Computer science; Project portfolio management; Application portfolio management; Post-modern portfolio theory; Asset allocation; Modern portfolio theory; Estimation; Asset (computer security); Mathematical optimization; Economics; Replicating portfolio; Financial economics; Project management; Mathematics","score_opus":0.07816600764453831,"score_gpt":0.33968253625926537,"score_spread":0.2615165286147271,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021970279","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":[0.01679054,0.0004577019,0.85860497,0.0006280453,0.0012882297,0.00028612092,0.000001554583,0.000025222444,0.12191761],"genre_scores_gemma":[0.9165739,0.007456096,0.05287538,0.0011398643,0.00090272643,0.0000023280452,0.000006674577,0.000052824664,0.02099024],"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","domain_scores_codex":[0.99465966,0.00019581527,0.0020206955,0.00021910899,0.0024939107,0.00041082807],"domain_scores_gemma":[0.99583113,0.0003703995,0.0020374306,0.0007376989,0.00081474136,0.00020862294],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.018187597,0.00021268829,0.00036668777,0.0011035104,0.00024808882,0.00019875128,0.0013576573,0.000078332145,0.0012932232],"category_scores_gemma":[0.00032278616,0.0001234596,0.00023258149,0.0018271449,0.00010362508,0.0006664022,0.00018779613,0.00024809732,0.000094930096],"study_design_candidate":"simulation_or_modeling","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":[0.0002184325,0.00010810768,0.002902007,0.0000026062144,0.00010977087,0.00021035914,0.00025998155,0.8421768,0.000009785646,0.0036241063,0.088474475,0.061903577],"study_design_scores_gemma":[0.005025895,0.0011042386,0.13100524,0.00017613254,0.0015150163,0.0022140467,0.016468728,0.07350627,0.0010109261,0.03505212,0.7314693,0.0014521342],"about_ca_topic_score_codex":0.000013060391,"about_ca_topic_score_gemma":0.000007375521,"teacher_disagreement_score":0.8997833,"about_ca_system_score_codex":0.00008237365,"about_ca_system_score_gemma":0.0000547547,"threshold_uncertainty_score":0.9996197},"labels":[],"label_agreement":null},{"id":"W3133564622","doi":"10.3905/jpm.2021.1.230","title":"The Norway Model in Perspective","year":2021,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"State Capitalism and Financial Governance","field":"Business, Management and Accounting","cited_by":11,"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":"","keywords":"Sovereign wealth fund; Pension; Transparency (behavior); Economics; Target date fund; Alternative investment; Asset allocation; Fund of funds; Investment management; Market liquidity; Private equity; Finance; Investment fund; Alternative asset; Business; Corporate governance; Portfolio; Institutional investor; Open-end fund; Foreign direct investment; Political science; Macroeconomics","score_opus":0.011281925716744091,"score_gpt":0.22335946211049948,"score_spread":0.2120775363937554,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3133564622","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":[0.41109446,0.007849608,0.0062104464,0.017751493,0.0019530402,0.00046126163,0.0000036836636,0.000023433919,0.5546526],"genre_scores_gemma":[0.9885249,0.00302204,0.00012275462,0.0017007925,0.00060648937,0.0000037545713,6.020699e-7,0.000017201493,0.0060014576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989066,0.000014383161,0.00037133507,0.00009674005,0.0003821335,0.00022877526],"domain_scores_gemma":[0.9989538,0.000034983572,0.0004594421,0.00024718506,0.00029606494,0.000008498438],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00091975526,0.000111276895,0.00015182904,0.00009510204,0.00016851508,0.00014275979,0.00043900288,0.000020427009,0.000056234487],"category_scores_gemma":[0.00007523939,0.0000642001,0.0000982841,0.00047306917,0.000056587007,0.00045977562,0.00022649579,0.00018181908,0.000047998776],"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":[0.00015386543,0.000115593255,0.0007404705,0.00003503253,0.00009344773,0.0005571067,0.00052259216,0.005053703,0.000055547946,0.92992175,0.056178607,0.006572268],"study_design_scores_gemma":[0.0028546052,0.00003696043,0.12542686,0.00027189375,0.0004878809,0.000095798736,0.03684196,0.013195144,0.00011021296,0.37989524,0.44019437,0.0005890703],"about_ca_topic_score_codex":0.00009811021,"about_ca_topic_score_gemma":0.00015453932,"teacher_disagreement_score":0.5774305,"about_ca_system_score_codex":0.00008393987,"about_ca_system_score_gemma":0.000034648365,"threshold_uncertainty_score":0.26180044},"labels":[],"label_agreement":null},{"id":"W3184087260","doi":"10.3905/jpm.2021.1.275","title":"Three Decades of Global Institutional Investment in Commercial Real Estate","year":2021,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":15,"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":"","keywords":"Real estate; Real estate investment trust; Capitalization rate; Business; Finance; Real estate development; Corporate Real Estate; Asset allocation; Cost approach; Alternative asset; Portfolio; Alternative investment; Sovereign wealth fund; Pension; Economics; Market liquidity; Foreign direct investment","score_opus":0.02970841869085493,"score_gpt":0.2400569363009677,"score_spread":0.21034851761011275,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3184087260","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":[0.7126663,0.00023123203,0.0013135108,0.00050575077,0.0004039081,0.00007171622,0.000014817072,0.00000277357,0.28479],"genre_scores_gemma":[0.98915863,0.008790182,0.0016460745,0.00024346748,0.00008981864,0.0000014964797,0.0000031233228,0.0000073946744,0.000059799222],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9987191,0.000021062235,0.00092148664,0.00010254947,0.00006157715,0.00017421214],"domain_scores_gemma":[0.9990551,0.000022878614,0.0006356636,0.00019852081,0.00003669677,0.000051158793],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001298306,0.00009558887,0.0003205771,0.00012493365,0.00005037095,0.000025387728,0.00026355757,0.000035656256,0.00013570549],"category_scores_gemma":[0.000022182512,0.000088473666,0.00010598185,0.00026159635,0.00008100737,0.00015024401,0.00013057687,0.00011114016,0.000018960785],"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":[0.00018351454,0.00035492133,0.36570552,0.00006247089,0.0003101622,0.00022647867,0.000367078,0.005074488,0.000004656944,0.5908928,0.00325928,0.03355864],"study_design_scores_gemma":[0.0015119805,0.000081967206,0.8423724,0.00006612252,0.000052128078,0.00006871011,0.00037501723,0.0006514868,0.00003606288,0.11812228,0.03647788,0.00018394491],"about_ca_topic_score_codex":0.00034724694,"about_ca_topic_score_gemma":0.0009105277,"teacher_disagreement_score":0.4766669,"about_ca_system_score_codex":0.00027348593,"about_ca_system_score_gemma":0.00006588662,"threshold_uncertainty_score":0.36078513},"labels":[],"label_agreement":null},{"id":"W4295873154","doi":"10.3905/jpm.2022.1.422","title":"Financial Anomalies in Asset Allocation: Risk Mitigation with Cross-Sectional Equity Strategies","year":2022,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"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; Economics; Investment style; Sharpe ratio; Equity (law); Asset allocation; Recession; Capital asset pricing model; Financial economics; Monetary economics; Macroeconomics; Return on investment","score_opus":0.02424772309146296,"score_gpt":0.2533126183295319,"score_spread":0.22906489523806894,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4295873154","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":[0.9393667,0.00073073484,0.0016838486,0.00032022456,0.00047910272,0.00021734054,0.000047038637,0.000008554742,0.057146464],"genre_scores_gemma":[0.99815243,0.00053782307,0.00034993415,0.00018633055,0.00011886119,0.000023446259,0.000009097042,0.000010073725,0.00061200553],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99866396,0.000060416925,0.0007616373,0.00014361253,0.00017120599,0.00019916463],"domain_scores_gemma":[0.99867415,0.000029622694,0.0010493915,0.00017509118,0.00004653698,0.000025226787],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025455346,0.00011877157,0.00021781966,0.00029925234,0.00032762953,0.0001498596,0.00035937797,0.000025553552,0.00054494943],"category_scores_gemma":[0.000022911832,0.00009863105,0.00007166422,0.00036211679,0.000096651806,0.00054328365,0.00015672449,0.00027971892,0.000008711242],"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":[0.00023708401,0.00013580346,0.29247516,0.00002425224,0.000068509005,0.000032937634,0.0002587832,0.022691313,0.0000023096984,0.6817686,0.0018903213,0.00041491826],"study_design_scores_gemma":[0.0005721712,0.00030140855,0.8297206,0.000007806929,0.00001280882,0.000026342732,0.0007393824,0.0001956767,0.0000042770166,0.1572812,0.011026887,0.00011141001],"about_ca_topic_score_codex":0.00017030226,"about_ca_topic_score_gemma":0.00006471775,"teacher_disagreement_score":0.53724545,"about_ca_system_score_codex":0.00020895086,"about_ca_system_score_gemma":0.00008312727,"threshold_uncertainty_score":0.59668136},"labels":[],"label_agreement":null},{"id":"W4309529684","doi":"10.3905/jpm.2022.1.438","title":"Portfolio Tilts Using Views on Macroeconomic Regimes","year":2022,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"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; Econometrics; Economics; Inflation (cosmology); Portfolio optimization; Point (geometry); Investment (military); Bond; Term (time); Financial economics; Finance; Mathematics","score_opus":0.045323671256088355,"score_gpt":0.25176462674184164,"score_spread":0.20644095548575328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4309529684","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":[0.7705171,0.001708729,0.0017013146,0.00091970956,0.0015123204,0.00040616185,0.000058428952,0.000013937058,0.22316231],"genre_scores_gemma":[0.98928374,0.0005489425,0.00045223522,0.0007922822,0.0001452245,0.0000068256413,0.0000035392588,0.000029941566,0.00873729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99816287,0.00007811929,0.0011515658,0.00020542352,0.00011889854,0.000283156],"domain_scores_gemma":[0.99770194,0.000035386012,0.0016232127,0.0005365415,0.000024045732,0.00007884854],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003958794,0.00017127689,0.00043321963,0.00044890412,0.00029616695,0.000048912694,0.00067376916,0.000025354704,0.003623239],"category_scores_gemma":[0.000014406659,0.00015224935,0.00024057429,0.00025336517,0.00003999369,0.00013559507,0.00031925892,0.0003345645,0.000035591296],"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":[0.0020972884,0.0021680193,0.15288782,0.00030532136,0.003347846,0.0009007445,0.0021019694,0.046274222,0.000048862377,0.4607594,0.29678082,0.03232767],"study_design_scores_gemma":[0.0014321662,0.00045488175,0.029541014,0.00003409273,0.00013809459,0.00024374957,0.0009077042,0.029777493,0.000019070269,0.082537994,0.85445964,0.00045409382],"about_ca_topic_score_codex":0.000052843552,"about_ca_topic_score_gemma":0.0000037838035,"teacher_disagreement_score":0.5576788,"about_ca_system_score_codex":0.0003452886,"about_ca_system_score_gemma":0.000019235324,"threshold_uncertainty_score":0.9972876},"labels":[],"label_agreement":null},{"id":"W4319296657","doi":"10.3905/jpm.2023.1.469","title":"Maximizing the Probability to Reach the Goal: An Exploration Exercise in Goal-Based Wealth Management","year":2023,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Portfolio; Variance (accounting); Leverage (statistics); Goal setting; Transaction cost; Economics; Investment strategy; Project portfolio management; Investment management; Econometrics; Microeconomics; Actuarial science; Financial economics; Finance; Computer science; Market liquidity; Project management; Accounting","score_opus":0.060475836728669595,"score_gpt":0.26287047005676917,"score_spread":0.20239463332809957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4319296657","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":[0.84361374,0.0016778737,0.008423958,0.049023073,0.0020235663,0.0055332785,0.000027255683,0.000117225274,0.08956005],"genre_scores_gemma":[0.9930325,0.0037034545,0.00071522885,0.0012240185,0.00010870504,0.00012522684,0.00000589936,0.000026999403,0.0010579327],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99817693,0.000106129046,0.00097083393,0.00021790135,0.00017417576,0.00035403148],"domain_scores_gemma":[0.9985797,0.000050700095,0.0006136368,0.0006519669,0.00003862301,0.000065386535],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0066045374,0.00017051502,0.00029030972,0.00038867097,0.0002612046,0.00014626044,0.0007893547,0.000032287415,0.000057941143],"category_scores_gemma":[0.000028565533,0.00009913275,0.00010481061,0.00095390656,0.00006959618,0.00048817229,0.00016660243,0.00020687844,0.00009141049],"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":[0.0006059654,0.0005207805,0.005492409,0.00035334463,0.00018227498,0.000096875214,0.0042309156,0.051562365,0.000007235175,0.863847,0.036227353,0.036873467],"study_design_scores_gemma":[0.0012344253,0.00040463408,0.49097311,0.00030920957,0.00010223324,0.0000039838646,0.009293584,0.004068928,0.00002145063,0.40404326,0.08916518,0.00038001445],"about_ca_topic_score_codex":0.00015610315,"about_ca_topic_score_gemma":0.00006433079,"teacher_disagreement_score":0.4854807,"about_ca_system_score_codex":0.00016844031,"about_ca_system_score_gemma":0.000020041905,"threshold_uncertainty_score":0.4042516},"labels":[],"label_agreement":null},{"id":"W4385421379","doi":"10.3905/jpm.2023.1.526","title":"An Overview of Machine Learning for Asset Management","year":2023,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia, Okanagan Campus; Thompson Rivers University","funders":"","keywords":"Interpretability; Computer science; Machine learning; Artificial intelligence; Asset (computer security); Context (archaeology); Reinforcement learning; Asset management; Cluster analysis; Dimension (graph theory); Business; Finance","score_opus":0.06295458161016515,"score_gpt":0.29196538435265557,"score_spread":0.22901080274249042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385421379","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":[0.55877244,0.038730815,0.16109695,0.0044899373,0.0062890076,0.006196691,0.00036854134,0.0003117934,0.22374386],"genre_scores_gemma":[0.95210576,0.041127674,0.001465948,0.00024591107,0.00015648767,0.000028011758,0.000023026787,0.00004079748,0.004806382],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9982555,0.000033594028,0.0010787911,0.00017255635,0.00014239897,0.000317142],"domain_scores_gemma":[0.99825585,0.00003797704,0.001201277,0.00038769704,0.000063420404,0.000053775948],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003549323,0.00015854949,0.0004506839,0.00062811637,0.00013943943,0.000034684726,0.0006270638,0.00003582883,0.00011401727],"category_scores_gemma":[0.000019152885,0.0001338425,0.0002316248,0.00064038456,0.000036127894,0.00022763603,0.00014304864,0.00014136048,0.00009183657],"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":[0.00026086543,0.0003092605,0.013473692,0.0008514603,0.0009439121,0.000092530034,0.0005076873,0.014162181,0.0000121216,0.89867157,0.02060131,0.050113417],"study_design_scores_gemma":[0.002205354,0.0008034564,0.17815542,0.00018182157,0.00028212572,0.000010369632,0.0011950458,0.007136706,0.000056314693,0.09801619,0.71156263,0.000394555],"about_ca_topic_score_codex":0.00003478158,"about_ca_topic_score_gemma":0.0000056881704,"teacher_disagreement_score":0.80065536,"about_ca_system_score_codex":0.000056790566,"about_ca_system_score_gemma":0.0000050834033,"threshold_uncertainty_score":0.5457939},"labels":[],"label_agreement":null},{"id":"W4386219830","doi":"10.3905/jpm.2023.1.532","title":"Twenty Years of the Real Estate Special Issue: What Might the Next Twenty Years Bring?","year":2023,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Real estate; Investment (military); Context (archaeology); Real estate investment trust; Business; Corporate Real Estate; Real estate development; Capitalization rate; Property (philosophy); Finance; Economics; Political science; Geography; Politics","score_opus":0.025826372386497164,"score_gpt":0.22531513322537236,"score_spread":0.1994887608388752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386219830","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":[0.87070954,0.00014552599,0.000023568999,0.0018540286,0.0038697175,0.00025740673,0.000010731085,0.00001299551,0.123116486],"genre_scores_gemma":[0.8824382,0.10407177,0.00008487733,0.0004398657,0.0024206296,0.000003613015,0.0000032377447,0.00005846027,0.010479358],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99847895,0.0000550029,0.00088107376,0.00014713114,0.00012594681,0.00031188026],"domain_scores_gemma":[0.9981703,0.000075534364,0.0011318554,0.0005403925,0.000026544138,0.000055380275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027817737,0.00013159725,0.00033275722,0.00022058286,0.00011763718,0.00018566284,0.0009241454,0.000043424297,0.00058727985],"category_scores_gemma":[0.000027071015,0.000092153496,0.00026351018,0.00043954895,0.00012640857,0.00037479564,0.00034545024,0.00023129601,0.00037422762],"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":[0.00033366703,0.00023377188,0.02692125,0.00011599751,0.0012405029,0.00017517801,0.009763394,0.007800304,0.000011927309,0.01575513,0.33634692,0.60130197],"study_design_scores_gemma":[0.0005578818,0.000049436534,0.25528166,0.000060657298,0.000087353124,0.00001341135,0.0025675984,0.00046577703,0.000018950852,0.006050925,0.73468405,0.00016230441],"about_ca_topic_score_codex":0.00018018654,"about_ca_topic_score_gemma":0.000053703377,"teacher_disagreement_score":0.60113966,"about_ca_system_score_codex":0.00010512377,"about_ca_system_score_gemma":0.000020546788,"threshold_uncertainty_score":0.6430302},"labels":[],"label_agreement":null},{"id":"W4389739947","doi":"10.3905/jpm.2023.1.574","title":"Group Investing","year":2023,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Corporate Governance and Law","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":"Trinity College","funders":"","keywords":"Group (periodic table); Business; Economics; Chemistry","score_opus":0.02286626029593902,"score_gpt":0.21481389256257621,"score_spread":0.1919476322666372,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389739947","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":[0.8483509,0.00019395606,0.0005730875,0.0032990524,0.0013521784,0.00025463258,5.9367545e-7,0.00013867336,0.14583692],"genre_scores_gemma":[0.99156314,0.00032780424,0.000094482704,0.003039132,0.0016659215,0.00000291337,0.000003390231,0.000025506075,0.0032776857],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99876666,0.000011248739,0.00041800996,0.00008396407,0.00046968847,0.0002504141],"domain_scores_gemma":[0.9988635,0.000028520097,0.0007839001,0.00021784414,0.00009328207,0.0000129412865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016715904,0.00012104526,0.00015999546,0.000317374,0.00015703839,0.00013019113,0.00047847562,0.000020169895,0.00017472128],"category_scores_gemma":[0.000032781827,0.00007882404,0.000096282325,0.0011002959,0.00004213557,0.00071611785,0.00029845178,0.0001409945,0.00051064056],"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":[0.00012640531,0.00009152921,0.010932067,0.0002551485,0.0002579348,0.0008936886,0.00011382067,0.0010100805,0.00053664926,0.2543589,0.6877392,0.0436846],"study_design_scores_gemma":[0.00080380985,0.000029209066,0.09106047,0.0001721584,0.00032571758,0.000034817433,0.0014576827,0.0007471404,0.00002413888,0.03802235,0.8670827,0.00023977277],"about_ca_topic_score_codex":0.0000929455,"about_ca_topic_score_gemma":0.000025946541,"teacher_disagreement_score":0.21633655,"about_ca_system_score_codex":0.000023486993,"about_ca_system_score_gemma":0.000007449931,"threshold_uncertainty_score":0.65634215},"labels":[],"label_agreement":null},{"id":"W4392131403","doi":"10.3905/jpm.2024.1.600","title":"How Should the Long-Term Investor Harvest Variance Risk Premiums?","year":2024,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Variance (accounting); Leverage (statistics); Term (time); Maturity (psychological); Economics; Econometrics; Financial economics; Variance risk premium; Stochastic game; Investment (military); Actuarial science; Index (typography); Microeconomics; Computer science; Mathematics; Statistics; Volatility (finance); Accounting","score_opus":0.038028845352525084,"score_gpt":0.23308868509879477,"score_spread":0.19505983974626967,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392131403","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":[0.50322074,0.10075682,0.035017308,0.042964507,0.011189465,0.001788864,0.00015281838,0.00014908004,0.30476037],"genre_scores_gemma":[0.9604282,0.017664416,0.00023666273,0.00084737287,0.0006612463,0.000012329318,0.0000019155245,0.000033013905,0.020114837],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.998682,0.000055945926,0.00065745955,0.00019156406,0.00013059641,0.0002824103],"domain_scores_gemma":[0.9986841,0.000077618635,0.0006980199,0.00043915413,0.00003346389,0.00006761231],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023075645,0.00019437801,0.00029904142,0.00021971176,0.00020357534,0.00061712525,0.00071222225,0.000052385953,0.00021102632],"category_scores_gemma":[0.00005450065,0.00011414,0.00020364416,0.00034115548,0.00014834187,0.00067389914,0.00012992442,0.000400797,0.00008792907],"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":[0.00004729126,0.00007559885,0.011937036,0.00015811958,0.0005778928,0.00014273368,0.00043905407,0.00013076347,0.0000069920643,0.9058219,0.07447258,0.0061900523],"study_design_scores_gemma":[0.00037237466,0.00021821378,0.44569728,0.00019635736,0.000235414,0.00007298204,0.0002957464,0.00037078466,0.000029588253,0.11741404,0.43480855,0.0002886693],"about_ca_topic_score_codex":0.000047371257,"about_ca_topic_score_gemma":0.000015135999,"teacher_disagreement_score":0.78840786,"about_ca_system_score_codex":0.00009876811,"about_ca_system_score_gemma":0.000028338918,"threshold_uncertainty_score":0.5950953},"labels":[],"label_agreement":null},{"id":"W4400203500","doi":"10.3905/jpm.2024.50.8.260","title":"The Markowitzatron: From Modern Portfolio Theory to Modern Petroleum Theory","year":2024,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Reservoir Engineering and Simulation Methods","field":"Engineering","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":"Probity Medical Research","funders":"","keywords":"Modern portfolio theory; Petroleum; Portfolio; Economics; Mathematical economics; Financial economics; Geology","score_opus":0.007965411338107405,"score_gpt":0.24383655264413465,"score_spread":0.23587114130602724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400203500","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":[0.052049655,0.013806467,0.9097465,0.0003558204,0.0017645546,0.00020885545,0.0000073895367,0.00020165223,0.021859093],"genre_scores_gemma":[0.9813567,0.0026655344,0.005144583,0.00012407194,0.0006538078,0.000013695907,0.000002565811,0.00010496668,0.009934116],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99798656,0.0002580653,0.0006383479,0.00014873529,0.00058705464,0.00038123198],"domain_scores_gemma":[0.9984602,0.00063746737,0.000084110725,0.0006081591,0.000054754855,0.00015535299],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004317397,0.00026316143,0.00026602828,0.00027640126,0.0001404994,0.00021374156,0.0007940427,0.000056798282,0.00017195324],"category_scores_gemma":[0.000040806994,0.00015073118,0.00021804227,0.00029636506,0.00003893175,0.00018784076,0.00013650666,0.00045395127,0.00004424094],"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":[0.00011628092,0.000009697274,0.000011311223,0.000040449202,0.0006991671,0.00010123273,0.00049718434,0.89495474,0.00018736077,0.011459329,0.010316799,0.08160646],"study_design_scores_gemma":[0.00040158583,0.00007067418,0.0010812514,0.00020538828,0.00044543183,0.000052422238,0.0006284881,0.6712508,0.00020572399,0.19064014,0.13469385,0.00032420876],"about_ca_topic_score_codex":0.0000030937474,"about_ca_topic_score_gemma":0.0000013292484,"teacher_disagreement_score":0.929307,"about_ca_system_score_codex":0.00012320343,"about_ca_system_score_gemma":0.00002092341,"threshold_uncertainty_score":0.6146639},"labels":[],"label_agreement":null},{"id":"W4403982575","doi":"10.3905/jpm.2024.51.1.097","title":"Domesticating the Factor Zoo with Economic Theory","year":2024,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Global trade, sustainability, and social impact","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Probity Medical Research","funders":"","keywords":"Factor (programming language); Economics; Mathematical economics; Computer science; Programming language","score_opus":0.012928250138554781,"score_gpt":0.2527017393817298,"score_spread":0.23977348924317501,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403982575","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":[0.83659196,0.0021553868,0.0030933446,0.009143234,0.0017682269,0.00084868347,0.000005360308,0.00013309694,0.14626068],"genre_scores_gemma":[0.9966552,0.00017195918,0.000037671743,0.0009437853,0.0013228116,0.0000031465474,9.328604e-7,0.000024972249,0.0008394806],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988098,0.00004998922,0.00039986023,0.00012076603,0.00031795222,0.00030161077],"domain_scores_gemma":[0.9991453,0.0001544524,0.00031426852,0.00028163745,0.000083892024,0.000020431627],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002036127,0.00017872926,0.00019439857,0.00016922978,0.00027232873,0.00055388914,0.00059615815,0.000027494729,0.00024233175],"category_scores_gemma":[0.00004710655,0.00008255375,0.0001461638,0.00030704951,0.0001517574,0.0006878243,0.00015115668,0.00025027804,0.00008353837],"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":[0.00040608394,0.00016783531,0.005505656,0.00080734515,0.0017969353,0.00047089843,0.0032676025,0.0024552725,0.00001137362,0.8979726,0.027800554,0.059337836],"study_design_scores_gemma":[0.001606956,0.00024342135,0.122433946,0.0006957574,0.004358573,0.00019706454,0.10621408,0.002042659,0.00001820665,0.38550794,0.37571847,0.0009629013],"about_ca_topic_score_codex":0.00012165564,"about_ca_topic_score_gemma":0.0000142715035,"teacher_disagreement_score":0.51246464,"about_ca_system_score_codex":0.00015674662,"about_ca_system_score_gemma":0.00005106725,"threshold_uncertainty_score":0.53411657},"labels":[],"label_agreement":null},{"id":"W4407174786","doi":"10.3905/jpm.2025.1.683","title":"The Strategic Role of Balance Sheet Management in Asset Management","year":2025,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","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":"CARE Canada","funders":"","keywords":"Balance sheet; Off-balance-sheet; Balance (ability); Business; Asset management; Asset (computer security); Economics; Finance; Computer science","score_opus":0.012014300179687593,"score_gpt":0.22400243492790886,"score_spread":0.21198813474822126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407174786","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":[0.11407699,0.010493792,0.0028024882,0.0014176925,0.0012449038,0.0012205197,0.000017430588,0.000017528355,0.86870867],"genre_scores_gemma":[0.96018046,0.030922769,0.0006244757,0.000323488,0.00005561423,0.000040280862,0.0000023147047,0.000019393596,0.007831233],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972346,0.000058596965,0.0017436714,0.00025657495,0.00022203999,0.00048452333],"domain_scores_gemma":[0.99789625,0.000053932636,0.0011941581,0.0007546631,0.000058611036,0.000042388678],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00346771,0.0002459946,0.0005191561,0.0007343102,0.00019061814,0.00008683884,0.0013368033,0.00005286287,0.00006270595],"category_scores_gemma":[0.000006927868,0.00018144472,0.00021694774,0.0010302495,0.0001121683,0.00018716573,0.00039819686,0.00026536203,0.00005569703],"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":[0.00017593794,0.00022034447,0.0075662034,0.00017686342,0.0007095355,0.00008868534,0.000114851624,0.0016820043,0.0000021922683,0.96739835,0.0050217067,0.016843358],"study_design_scores_gemma":[0.0021960335,0.00014198733,0.23874019,0.00031496902,0.00022052937,0.0000063559187,0.0070944587,0.0008947678,0.000041201856,0.49091896,0.25909767,0.000332887],"about_ca_topic_score_codex":0.000067181754,"about_ca_topic_score_gemma":0.00003400819,"teacher_disagreement_score":0.8608774,"about_ca_system_score_codex":0.00019382886,"about_ca_system_score_gemma":0.0000127196645,"threshold_uncertainty_score":0.7399101},"labels":[],"label_agreement":null},{"id":"W4408155241","doi":"10.3905/jpm.2025.1.696","title":"Interview with Jacky S.H. Lee of Total Portfolio at Healthcare of Ontario Pension Plan in Toronto","year":2025,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Healthcare innovation and challenges","field":"Social Sciences","cited_by":0,"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":"Pension; Pension plan; Portfolio; Plan (archaeology); Business; Geography; Finance; Archaeology","score_opus":0.03920597161391831,"score_gpt":0.34028813035180305,"score_spread":0.30108215873788474,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408155241","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":[0.87448007,0.0028186352,0.00009838846,0.022781195,0.0005888244,0.0004999822,0.0000024470373,0.0000086064365,0.09872185],"genre_scores_gemma":[0.9905971,0.0032370456,0.00015922116,0.0006084629,0.000049179027,0.00000250528,0.0000013741486,0.000005860638,0.005339212],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99799114,0.0002242598,0.00088025845,0.00009658792,0.00058830436,0.00021946867],"domain_scores_gemma":[0.99862105,0.000046452016,0.0007372083,0.000213435,0.00031361502,0.00006822602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027864801,0.00010506792,0.00034997883,0.00019883022,0.000099967416,0.000008333551,0.00029860344,0.00005741873,0.00045720855],"category_scores_gemma":[0.000016027452,0.00007129851,0.00007029518,0.00034189003,0.000106089894,0.0001452916,0.00011046704,0.0001780185,0.0000011451402],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.002510002,0.0012881205,0.095343575,0.0025289766,0.0010699022,0.00039611923,0.10811763,0.00013079403,0.0000997764,0.5504979,0.04949854,0.1885187],"study_design_scores_gemma":[0.0024763378,0.0013048638,0.46175125,0.0040785642,0.00022684778,0.00004574638,0.17379795,0.0000068167105,0.00025127394,0.0019768318,0.35375425,0.0003292551],"about_ca_topic_score_codex":0.061673354,"about_ca_topic_score_gemma":0.61473894,"teacher_disagreement_score":0.5530656,"about_ca_system_score_codex":0.0013764692,"about_ca_system_score_gemma":0.000588303,"threshold_uncertainty_score":0.9445751},"labels":[],"label_agreement":null},{"id":"W4416276708","doi":"10.3905/jpm.2025.1.787","title":"Clustering and Similarity Learning in Financial Markets: A Tutorial for the Practitioners","year":2025,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","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":"University of British Columbia, Okanagan Campus; Thompson Rivers University","funders":"","keywords":"Cluster analysis; Similarity (geometry); Outlier; Heuristics; Valuation (finance); Levenshtein distance; Spectral clustering; Personalization; Semantic similarity","score_opus":0.053274086191972596,"score_gpt":0.38925003930181035,"score_spread":0.33597595310983774,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416276708","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":[0.123585664,0.00087171077,0.8233024,0.01214165,0.0062812236,0.0013113444,0.0000026231337,0.00002107211,0.03248231],"genre_scores_gemma":[0.9669333,0.00061169727,0.02243308,0.0009690946,0.0006859349,0.000029329778,2.9442904e-7,0.000015094232,0.008322148],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9976347,0.0006441446,0.00074974255,0.00014042667,0.00063937897,0.00019162075],"domain_scores_gemma":[0.99279517,0.0060944837,0.00065336045,0.00024590408,0.00017947254,0.00003159505],"candidate_categories":["metaresearch"],"consensus_categories":["metaresearch"],"category_scores_codex":[0.030429278,0.000100012,0.00022425261,0.0003910144,0.00029927926,0.00016151404,0.00059445534,0.00003765944,0.00004057023],"category_scores_gemma":[0.010053599,0.00005301301,0.00009558069,0.00064257724,0.00007762605,0.00019779708,0.00033359526,0.0003315718,6.9853445e-7],"study_design_candidate":"design_other","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":[0.0032860304,0.00007470692,0.0071212775,0.000050324074,0.00018094515,0.000048622474,0.0009732995,0.013620158,0.000036746143,0.0044263396,0.07120026,0.8989813],"study_design_scores_gemma":[0.0028308698,0.00021025658,0.36084414,0.00025037484,0.00035470887,0.00008446163,0.005230093,0.030775223,0.000029776524,0.07671126,0.5224824,0.00019642372],"about_ca_topic_score_codex":0.000013270958,"about_ca_topic_score_gemma":0.0000317091,"teacher_disagreement_score":0.8987849,"about_ca_system_score_codex":0.000073294505,"about_ca_system_score_gemma":0.00007745928,"threshold_uncertainty_score":0.9983771},"labels":[],"label_agreement":null},{"id":"W7117156801","doi":"10.3905/jpm.2025.1.803","title":"Delegating Benchmarks: Aligning Incentives for Better Total Fund Performance","year":2025,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","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":"CARE Canada","funders":"","keywords":"Benchmarking; Accountability; Benchmark (surveying); Incentive; Delegation; Corporate governance; Fund administration; Manager of managers fund; Investment fund","score_opus":0.023276195647855394,"score_gpt":0.23480982383052784,"score_spread":0.21153362818267246,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7117156801","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":[0.70106256,0.0017962462,0.0076758494,0.0012831382,0.0010409552,0.00049454137,0.000009421144,0.00000840244,0.28662887],"genre_scores_gemma":[0.9937973,0.00097263337,0.0018188058,0.000714404,0.00014772847,0.000016927472,0.000002859267,0.000008989528,0.002520343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99887604,0.000013392403,0.0007184392,0.00011401245,0.000050384406,0.0002277467],"domain_scores_gemma":[0.9990854,0.000053004907,0.0006339109,0.00015746149,0.00004471009,0.000025500321],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013324344,0.00011703419,0.00025612843,0.00024585362,0.00019546307,0.00007836505,0.00027070657,0.000030019997,0.00014694239],"category_scores_gemma":[0.000023260764,0.0000936043,0.00011869522,0.0001968903,0.00005273152,0.00035579636,0.00008800252,0.00010683677,0.000007720335],"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":[0.0002491583,0.0001478426,0.03349326,0.00039839096,0.0007496344,0.000010460274,0.000603588,0.0009318664,0.00003956297,0.8785265,0.057710543,0.027139213],"study_design_scores_gemma":[0.0027406467,0.00061766256,0.47129676,0.0006287221,0.00024826705,0.000020072192,0.0026499322,0.0050435476,0.00052285107,0.1590779,0.3565888,0.00056482124],"about_ca_topic_score_codex":0.000010797555,"about_ca_topic_score_gemma":0.0000011794968,"teacher_disagreement_score":0.71944857,"about_ca_system_score_codex":0.00006482733,"about_ca_system_score_gemma":0.000014952273,"threshold_uncertainty_score":0.38170725},"labels":[],"label_agreement":null}]}