{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":21,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":21,"direct_label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline (scores rank; they never assert a category)","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12","author_layer_release":"2026-06-26"},"query_hash":"9562753c7427","filters":{"venue":"Journal of Asset Management"}},"results":[{"id":"W2029788057","doi":"10.1057/palgrave.jam.2250056","title":"Equity-style timing: A multi-style rotation model for the Russell large-cap and small-cap growth and value style indexes","year":2007,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":40,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Concordia University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Style investing; Asset allocation; Investment style; Market timing; Portfolio; Equity (law); Style analysis; Economics; Econometrics; Asset (computer security); Profitability index; Style (visual arts); Financial economics; Microeconomics; Computer science; Finance","authors":[{"name":"Bala Arshanapalli","is_ca":false},{"name":"Lorne N. Switzer","is_ca":true},{"name":"Karim Panju","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07247995230603498,"gpt":0.279786397473789,"spread":0.207306445167754,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004993902,0.001471022,0.00185015,0.001719765,0.0007563453,0.004398795,0.002857027,0.00287663,0.00856398],"category_scores_gemma":[0.01775771,0.001246858,0.002314497,0.002279106,0.001657287,0.004231451,0.00148797,0.003058138,0.002462732],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001515303,"about_ca_system_score_gemma":0.001574617,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009261719,"about_ca_topic_score_gemma":0.005871121,"domain_scores_codex":[0.9987043,0.0004022038,0.0000548211,0.0003872189,0.0001775797,0.0002738988],"domain_scores_gemma":[0.9942886,0.002496633,0.001218559,0.0007570343,0.0006384465,0.0006007104],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004170085,0.0001821462,0.01133032,0.00006689042,0.0001563467,0.0003972325,0.0003259898,0.5891665,0.002229312,0.3487041,0.008497668,0.03852642],"study_design_scores_gemma":[0.00003418282,0.00003253316,0.001700257,0.000007414179,0.00003196571,0.00005470975,0.00001992421,0.9550674,0.0001970888,0.04177143,0.001041275,0.00004172248],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2013521,0.0007217677,0.7704967,0.002288742,0.0005052849,0.0002226206,0.001626718,0.001072379,0.02171367],"genre_scores_gemma":[0.9227386,0.0006881341,0.03473485,0.0002884852,0.0003880641,0.0001801773,0.001393985,0.0005437403,0.03904388],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009261719,"threshold_uncertainty_score":0.02864933,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4393004519","doi":"10.1057/s41260-024-00351-6","title":"Do ESG fund managers pump and dump the stocks in their portfolios? European evidence","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"","funders":"National and Kapodistrian University of Athens","keywords":"Portfolio; Hedge fund; Fund of funds; Business; Mutual fund; Equity (law); Institutional investor; Finance; Quarter (Canadian coin); Investment strategy; Closed-end fund; Private equity fund; Asset allocation; Passive management; Sovereign wealth fund; Open-end fund; Investment management; Monetary economics; Economics; Private equity; Corporate governance; Foreign direct investment; Market liquidity","authors":[{"name":"Spyros Papathanasiou","is_ca":false},{"name":"Dimitris Kenourgios","is_ca":false},{"name":"Drosos Koutsokostas","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.06199182616450259,"gpt":0.253366650337547,"spread":0.1913748241730444,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004213361,0.0001970696,0.0002796529,0.001735513,0.0002643205,0.002048478,0.000587314,0.001374311,0.003380649],"category_scores_gemma":[0.0227693,0.0001517379,0.000284291,0.00193654,0.000957159,0.001979983,0.001218005,0.0005475732,0.0005340946],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006445957,"about_ca_system_score_gemma":0.0004147534,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005127736,"about_ca_topic_score_gemma":0.004030347,"domain_scores_codex":[0.9979989,0.0005128473,0.0002644099,0.0003340622,0.0005389334,0.0003509178],"domain_scores_gemma":[0.9586354,0.01124675,0.0250758,0.001856777,0.00197693,0.001208285],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005604292,0.00006245749,0.9531865,0.0001319979,0.000244881,0.0003563208,0.001101974,0.0003247327,0.0003783025,0.002820811,0.002595623,0.03823612],"study_design_scores_gemma":[0.00002354596,0.0001214083,0.9868953,0.0002138547,0.0001237179,0.0002469388,0.00161196,0.000577811,0.0006660456,0.0006109679,0.008887878,0.00002059232],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9875848,0.003305689,0.0002204092,0.002387249,0.00001962102,0.000006844756,0.0005300246,0.000009407601,0.005935937],"genre_scores_gemma":[0.9979176,0.0009814674,0.00006791053,0.0003276132,0.00003743704,0.000002525416,0.0002369056,0.000002900992,0.0004256384],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005127736,"threshold_uncertainty_score":0.02228266,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3047044748","doi":"10.1057/s41260-020-00179-w","title":"A robust framework for risk parity portfolios","year":2020,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":13,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"Mitacs","keywords":"Portfolio optimization; Portfolio; Robustness (evolution); Asset allocation; Econometrics; Computer science; Mathematical optimization; Covariance matrix; Coherent risk measure; Risk measure; Spectral risk measure; Expected shortfall; Parity (physics); Mathematics; Economics; Algorithm; Financial economics","authors":[{"name":"Giorgio Costa","is_ca":true},{"name":"Roy H. Kwon","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1576895588262129,"gpt":0.378382298171382,"spread":0.220692739345169,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005831098,0.001379862,0.00168579,0.001312965,0.0005230446,0.003062891,0.002673642,0.002486247,0.006571786],"category_scores_gemma":[0.01681446,0.000918253,0.001376404,0.001254859,0.001759292,0.003779399,0.002592832,0.002869768,0.001082325],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001330105,"about_ca_system_score_gemma":0.00173224,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002414996,"about_ca_topic_score_gemma":0.001671008,"domain_scores_codex":[0.9976913,0.001137229,0.00009438385,0.0003178788,0.0005692077,0.0001900112],"domain_scores_gemma":[0.9951192,0.002742158,0.0004898343,0.0006481885,0.0007701922,0.0002304191],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00004147635,0.00003184551,0.0001841595,0.00006678751,0.00006812232,0.0001042224,0.00003653872,0.2487219,0.001166774,0.728448,0.002143864,0.01898626],"study_design_scores_gemma":[0.00001533335,0.00002917394,0.00007298464,0.00001599034,0.00001726778,0.00002983381,0.000006128811,0.7388272,0.000220853,0.2591471,0.001603319,0.00001475455],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.002295109,0.0002804768,0.9939365,0.0003700458,0.00004523132,0.00001711066,0.00006669843,0.00008075344,0.002908186],"genre_scores_gemma":[0.4978697,0.001910488,0.4791233,0.0005440378,0.0008202291,0.0003028781,0.0005884551,0.0004105854,0.01843032],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006571786,"threshold_uncertainty_score":0.03083813,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2098674798","doi":"10.1057/jam.2016.22","title":"The q-factor model and the redundancy of the value factor: An application to hedge funds","year":2016,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Ottawa","funders":"","keywords":"Hedge fund; Capital asset pricing model; Fund of funds; Alternative beta; Economics; Factor analysis; Open-end fund; Econometrics; Financial economics; Explanatory power; Arbitrage; Business; Monetary economics; Institutional investor; Finance; Market liquidity","authors":[{"name":"François‐Éric Racicot","is_ca":true},{"name":"Raymond Théoret","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02404102662894373,"gpt":0.2299478080466782,"spread":0.2059067814177344,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006541883,0.001023848,0.001833438,0.001286889,0.0008260939,0.002179194,0.001856224,0.002755078,0.004830467],"category_scores_gemma":[0.03168464,0.0008144773,0.001724755,0.001959019,0.002592688,0.005867616,0.001562121,0.002233357,0.0005377229],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001031696,"about_ca_system_score_gemma":0.001485095,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007185299,"about_ca_topic_score_gemma":0.003712006,"domain_scores_codex":[0.9987819,0.000699761,0.00006206267,0.0001868224,0.0001731954,0.0000962472],"domain_scores_gemma":[0.9856108,0.01160992,0.0007916013,0.0008640874,0.0008590585,0.0002644696],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001196467,0.00005274157,0.001511453,0.00009610539,0.0000801222,0.0003129793,0.0002533165,0.1218624,0.0005823916,0.850898,0.001968974,0.0222619],"study_design_scores_gemma":[0.00003807741,0.00002960919,0.0003223147,0.00001484647,0.0000292699,0.0000882632,0.00003591799,0.4764861,0.00009524915,0.5219363,0.0008968918,0.00002706721],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06034771,0.001325122,0.9303294,0.001811472,0.0001533096,0.00003802148,0.0001111516,0.0001479522,0.005735937],"genre_scores_gemma":[0.8496221,0.002060757,0.1388136,0.0003060479,0.0005883776,0.0001027768,0.0001324055,0.0001316365,0.008242345],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007185299,"threshold_uncertainty_score":0.03459716,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2971439546","doi":"10.1057/s41260-019-00132-6","title":"Sensitivity of optimal portfolio problems to time-varying parameters: simulation analysis","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":11,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"","keywords":"Expected shortfall; Portfolio optimization; Portfolio; Sensitivity (control systems); Diversification (marketing strategy); Mathematical optimization; Asset allocation; Computer science; Econometrics; Economics; Mathematics; Financial economics; Engineering; Business","authors":[{"name":"Zhanar Bimurat","is_ca":false},{"name":"Darkhan U. Abdibekov","is_ca":false},{"name":"Dulat N. Shukayev","is_ca":false},{"name":"Yekaterina Kim","is_ca":false},{"name":"Malik Shukayev","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04155019774885427,"gpt":0.3471638455101629,"spread":0.3056136477613086,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003247715,0.000662868,0.001135081,0.001212431,0.0004535377,0.001294722,0.0009720252,0.002812621,0.002393841],"category_scores_gemma":[0.02088884,0.0006175408,0.001265518,0.0009320679,0.001190087,0.001200781,0.0009105942,0.002013738,0.0001421854],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001330502,"about_ca_system_score_gemma":0.0009219241,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01260698,"about_ca_topic_score_gemma":0.004842736,"domain_scores_codex":[0.9991753,0.0004303273,0.0000400719,0.00008112041,0.0001112038,0.0001619564],"domain_scores_gemma":[0.9706315,0.02672298,0.0009242915,0.0006533539,0.0007598658,0.0003080477],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006225744,0.00007942309,0.0008498257,0.00001800159,0.00002463606,0.00003198595,0.00001471485,0.996493,0.0002005662,0.001314615,0.0001166031,0.000794359],"study_design_scores_gemma":[0.0000197087,0.00003484748,0.0003396544,0.000005274027,0.00001030142,0.00001108469,0.00001269177,0.9985358,0.0001741646,0.0008024105,0.00004815156,0.000005910711],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9524338,0.0008359682,0.03806119,0.0007815222,0.00007078033,0.00008562004,0.0004514291,0.0001249809,0.007154802],"genre_scores_gemma":[0.9945858,0.000164638,0.004384473,0.0000454044,0.00000925211,0.00003898004,0.0001374612,0.0000141925,0.0006198675],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01260698,"threshold_uncertainty_score":0.02506721,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3123722968","doi":"10.1057/palgrave.jam.2240168","title":"Countries versus industries in Europe: A normative portfolio approach","year":2005,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Global Financial Crisis and Policies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Diversification (marketing strategy); Portfolio; Unification; Business; Normative; Economics; Finance; Marketing; Political science","authors":[{"name":"Javier Estrada","is_ca":false},{"name":"Mark Kritzman","is_ca":true},{"name":"Simon Myrgren","is_ca":true},{"name":"Sébastien Page","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03096842330449972,"gpt":0.2412653613347649,"spread":0.2102969380302652,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003127525,0.0004431291,0.0007781732,0.002814886,0.0007322539,0.006173261,0.0009384915,0.00197312,0.002995707],"category_scores_gemma":[0.0154677,0.000234927,0.0003519491,0.002749778,0.002075877,0.01175261,0.002156986,0.001383706,0.0002458252],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007466574,"about_ca_system_score_gemma":0.0005753414,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001256078,"about_ca_topic_score_gemma":0.001319397,"domain_scores_codex":[0.9986067,0.0007001216,0.0001162962,0.000159236,0.000320477,0.00009716218],"domain_scores_gemma":[0.995494,0.002655082,0.0004468886,0.0002992598,0.0009429961,0.0001617196],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00001497338,0.0000133834,0.001342422,0.00001870078,0.00002253457,0.00006518859,0.0001593593,0.004497054,0.00004866242,0.9786416,0.001012469,0.01416353],"study_design_scores_gemma":[0.000007635207,0.00001268892,0.001128654,0.00004720419,0.00001991152,0.00009959303,0.000370963,0.01598396,0.00007008977,0.9778073,0.004444377,0.000007608189],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3053416,0.006927398,0.3381842,0.02336144,0.0006300905,0.0001054576,0.0004514013,0.0001509197,0.3248475],"genre_scores_gemma":[0.9800449,0.00200382,0.01267367,0.0007097578,0.0003144504,0.00006304814,0.000115354,0.00002402367,0.00405088],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006173261,"threshold_uncertainty_score":0.01654017,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2909062856","doi":"10.1057/s41260-019-00108-6","title":"Asymmetric stock price and investor awareness reactions to changes in the Nasdaq 100 index","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Brock University","funders":"","keywords":"Index (typography); Financial economics; Business; Economics; Monetary economics; Index fund; Stock market index; Hedge fund; Stock (firearms); Finance; Stock market; Institutional investor; Computer science","authors":[{"name":"Ernest N. Biktimirov","is_ca":true},{"name":"Yuanbin Xu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03571895475993545,"gpt":0.2477800331110752,"spread":0.2120610783511397,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009963367,0.0001380591,0.0001954166,0.0004828035,0.00019627,0.001151434,0.0002322776,0.0008303021,0.003561071],"category_scores_gemma":[0.01883261,0.0001361901,0.0001636487,0.0003670254,0.0002159511,0.0005845886,0.0004950016,0.001070389,0.0004709496],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003919891,"about_ca_system_score_gemma":0.000223093,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002640178,"about_ca_topic_score_gemma":0.002426056,"domain_scores_codex":[0.9995316,0.0001027767,0.00004164061,0.00006509548,0.0001872999,0.00007161405],"domain_scores_gemma":[0.9855805,0.005758494,0.005993059,0.000553584,0.001100256,0.001014087],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001781615,0.001047206,0.9723477,0.00002560347,0.0001142678,0.0003082173,0.001161112,0.001342962,0.009679805,0.0008414843,0.0009071824,0.01044297],"study_design_scores_gemma":[0.00001382997,0.0001176375,0.9971617,0.000003275025,0.00002089785,0.00005159174,0.0004506637,0.001248038,0.0004598535,0.0002750443,0.0001892417,0.000008224763],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9976112,0.00001714458,0.00004112524,0.0001034869,0.00000964141,0.000004630501,0.00005328462,0.000002590729,0.002156966],"genre_scores_gemma":[0.9995053,0.0000158164,0.00003058749,0.00004661456,0.00001528767,0.000002926867,0.00007678512,0.000002221785,0.0003045356],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003561071,"threshold_uncertainty_score":0.011913,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2576132990","doi":"10.1057/s41260-016-0039-y","title":"Leading or lagging indicators of risk? The informational content of extra-financial performance scores","year":2017,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":9,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université de Moncton; Université de Sherbrooke","funders":"Agence Nationale de la Recherche","keywords":"Downgrade; Business; Portfolio; Lagging; Systematic risk; Financial risk; Finance; Actuarial science; Economics; Computer science; Statistics","authors":[{"name":"Amos Sodjahin","is_ca":true},{"name":"Claudia Champagne","is_ca":true},{"name":"Frank Coggins","is_ca":true},{"name":"Roland Gillet","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03231756909199159,"gpt":0.2393198954889035,"spread":0.2070023263969119,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003511255,0.000443089,0.0005245009,0.002326654,0.0002297548,0.002678736,0.0005967771,0.001115568,0.00665164],"category_scores_gemma":[0.05595171,0.0002411475,0.0002585321,0.002051384,0.0008001305,0.003640216,0.001176769,0.001081079,0.001149],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002102817,"about_ca_system_score_gemma":0.0002643243,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005121256,"about_ca_topic_score_gemma":0.0005236451,"domain_scores_codex":[0.9981635,0.0007958169,0.0001641943,0.0002157573,0.000463864,0.0001969376],"domain_scores_gemma":[0.8983681,0.08173924,0.01064677,0.004617923,0.002922593,0.00170541],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002014413,0.0004984034,0.8277837,0.000159191,0.0003336499,0.0005831546,0.001135724,0.007159956,0.003159176,0.01207547,0.002261115,0.142836],"study_design_scores_gemma":[0.00007024593,0.0006119508,0.9239293,0.0001359043,0.0003713724,0.000596569,0.001488681,0.03073458,0.003204395,0.03630053,0.002440741,0.000115807],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9871474,0.0004115852,0.00294546,0.001099278,0.00004778218,0.000009427984,0.0006981478,0.00005560928,0.007585264],"genre_scores_gemma":[0.9987121,0.0001469514,0.0002995494,0.00005291982,0.0001139103,0.000003267621,0.0003571909,0.00001134412,0.0003027612],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00665164,"threshold_uncertainty_score":0.02225196,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2031256923","doi":"10.1057/palgrave.jam.2240062","title":"What private equity investments are being made in Europe, who is investing and how are they doing?","year":2002,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Private Equity and Venture Capital","field":"Business, Management and Accounting","cited_by":8,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"PricewaterhouseCoopers (Canada)","funders":"","keywords":"Private equity; Private equity fund; Private equity firm; Private equity secondary market; Venture capital; Club deal; Alternative investment; Equity capital markets; Finance; Business; Private investment in public equity; Hedge fund; Equity risk; Fund of funds; Economics; Financial system","authors":[{"name":"Keith Arundale","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03646988779833204,"gpt":0.2460478467455737,"spread":0.2095779589472416,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002711859,0.0001641088,0.0003497275,0.001556468,0.0005592236,0.00691328,0.0003845932,0.001880681,0.002147049],"category_scores_gemma":[0.006495811,0.0002126141,0.0004121136,0.003269127,0.001499184,0.005286973,0.000773211,0.001035643,0.0003388576],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001650767,"about_ca_system_score_gemma":0.001619123,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01398343,"about_ca_topic_score_gemma":0.01925582,"domain_scores_codex":[0.9984273,0.0003420766,0.0001910653,0.0002677587,0.0003360279,0.0004358518],"domain_scores_gemma":[0.9946166,0.0008045095,0.002699004,0.000158739,0.0009216014,0.0007996683],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002934384,0.0001288763,0.7720092,0.0006454663,0.000539705,0.0005093209,0.004544687,0.001315467,0.001311439,0.0328811,0.01730447,0.1685169],"study_design_scores_gemma":[0.0000151103,0.00008712661,0.8940346,0.0006863068,0.0002108206,0.0007821074,0.009014135,0.0004242259,0.001106162,0.006921211,0.08666573,0.00005249666],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9044352,0.03374868,0.0008149904,0.0268036,0.0004679342,0.00001123744,0.001580943,0.00003306152,0.0321045],"genre_scores_gemma":[0.9734181,0.01845168,0.0004602488,0.003128614,0.0003211873,0.000006209869,0.0007605806,0.00001299105,0.003440381],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01398343,"threshold_uncertainty_score":0.02780408,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2020458740","doi":"10.1057/palgrave.jam.2240085","title":"The structure of multifactor equity risk models","year":2003,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Reservoir Engineering and Simulation Methods","field":"Engineering","cited_by":7,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Alpha Technologies (Canada)","funders":"","keywords":"Stock (firearms); Portfolio; Equity (law); Risk analysis (engineering); Actuarial science; Alternative investment; Economics; Business; Computer science; Financial economics; Finance; Engineering","authors":[{"name":"Jason MacQueen","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02142216874784784,"gpt":0.2896898544545048,"spread":0.268267685706657,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003882827,0.000649393,0.001305882,0.001525247,0.0007355568,0.001954063,0.001883157,0.001854103,0.003726275],"category_scores_gemma":[0.02106982,0.0008508664,0.0007916537,0.001078981,0.00152949,0.004129232,0.001634001,0.00208401,0.0003725732],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001446323,"about_ca_system_score_gemma":0.001180865,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00359239,"about_ca_topic_score_gemma":0.002700558,"domain_scores_codex":[0.9990535,0.0005259721,0.00003561215,0.0001140115,0.0001678552,0.0001030157],"domain_scores_gemma":[0.9874954,0.009079576,0.001236502,0.0006302262,0.001028732,0.0005296053],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00002950227,0.00004786335,0.001602501,0.00002959464,0.00003543008,0.00007218106,0.00009721929,0.3173639,0.0003132757,0.6717655,0.001032497,0.007610619],"study_design_scores_gemma":[0.000006560133,0.00001105034,0.0002160056,0.000008232128,0.000007738016,0.00001457272,0.000008904738,0.7422701,0.00005322145,0.2570841,0.0003116355,0.000007861431],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2047715,0.001552382,0.7810625,0.002767659,0.00008708105,0.00005040845,0.0002443644,0.0002005442,0.0092635],"genre_scores_gemma":[0.9506149,0.001285905,0.03615734,0.000165798,0.0001706293,0.0001018385,0.0003112659,0.00007899533,0.0111133],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003882827,"threshold_uncertainty_score":0.02053457,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2048855879","doi":"10.1057/jam.2012.2","title":"The search for an exploitable value premium in market indexes","year":2012,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"","funders":"","keywords":"Value premium; Index (typography); Value (mathematics); Portfolio; Econometrics; Economics; Asset allocation; Risk premium; Actuarial science; Quarter (Canadian coin); Benchmark (surveying); Set (abstract data type); Asset (computer security); Financial economics; Capital asset pricing model; Statistics; Computer science; Mathematics","authors":[{"name":"Kenneth E. Scislaw","is_ca":false},{"name":"David G. McMillan","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05266019281492248,"gpt":0.264475364672451,"spread":0.2118151718575285,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001972842,0.0002489737,0.0006830664,0.001405589,0.0005392144,0.003731096,0.0009286794,0.001612139,0.005916376],"category_scores_gemma":[0.03569084,0.0003255277,0.0002883048,0.001006506,0.001488112,0.00597271,0.001297356,0.001869097,0.0002832634],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000641616,"about_ca_system_score_gemma":0.0004403814,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006343083,"about_ca_topic_score_gemma":0.0006520092,"domain_scores_codex":[0.9995334,0.0001173838,0.00003481533,0.0001044768,0.0001262265,0.00008380485],"domain_scores_gemma":[0.980814,0.01272034,0.003765199,0.001296431,0.0005979107,0.0008060275],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0007361737,0.0003822167,0.1032567,0.0002480957,0.0002059766,0.00152124,0.0008670599,0.016762,0.01544622,0.7806235,0.003326768,0.07662411],"study_design_scores_gemma":[0.0001010868,0.0001547155,0.06881639,0.00006254589,0.0001028405,0.0007883416,0.0005611716,0.1515609,0.004423096,0.7708046,0.002556121,0.00006822673],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9667259,0.0005997332,0.02107718,0.003071792,0.00004333591,0.000008897893,0.0001014189,0.0001162682,0.008255554],"genre_scores_gemma":[0.9986421,0.00009142239,0.0006507419,0.00004290078,0.00006645566,0.000001357272,0.00002300873,0.000009767861,0.0004720862],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005916376,"threshold_uncertainty_score":0.01979226,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2910964753","doi":"10.1057/s41260-018-00106-0","title":"Portfolio optimization with covered calls","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"Mitacs","keywords":"Portfolio optimization; Expected shortfall; Tail risk; Downside risk; Portfolio; Asset allocation; Expected return; Semivariance; Efficient frontier; Risk–return spectrum; Call option; Rate of return on a portfolio; Econometrics; Computer science; Actuarial science; Economics; Financial economics; Mathematics; Statistics","authors":[{"name":"Mauricio Díaz","is_ca":true},{"name":"Roy H. Kwon","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.008679204708795669,"gpt":0.1890132522699939,"spread":0.1803340475611982,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001573373,0.001183639,0.00197898,0.0008106584,0.0004474939,0.002289579,0.001028661,0.002819365,0.00439389],"category_scores_gemma":[0.01063812,0.0009427454,0.0009808836,0.0009999641,0.0009187537,0.00201495,0.001832562,0.001414481,0.0004431855],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006685309,"about_ca_system_score_gemma":0.0005539028,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001465767,"about_ca_topic_score_gemma":0.0009352102,"domain_scores_codex":[0.9989342,0.0005555958,0.00003310246,0.0001493125,0.0001825479,0.0001451795],"domain_scores_gemma":[0.9968531,0.002316056,0.0002153603,0.0001656025,0.0002023323,0.0002476503],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003878998,0.0001189498,0.001120372,0.00009879011,0.0001778848,0.0003779388,0.00004709478,0.8836415,0.001087238,0.08533532,0.004225723,0.02338133],"study_design_scores_gemma":[0.00002927119,0.00004299514,0.0002548851,0.000007483943,0.00001908393,0.00003525776,0.000007040706,0.9688857,0.0001183557,0.03022391,0.0003696358,0.000006441375],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3007222,0.002429712,0.6609418,0.003444784,0.0005618471,0.0001073755,0.0004997561,0.0004372149,0.03085539],"genre_scores_gemma":[0.9557893,0.0004689021,0.02237954,0.000157629,0.0003822485,0.00007259287,0.0002882454,0.00007767235,0.02038385],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00439389,"threshold_uncertainty_score":0.01469898,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2601697013","doi":"10.1057/s41260-017-0047-6","title":"Extreme risk and small investor behavior in developed markets","year":2017,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University; Concordia University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Mutual fund; Standard deviation; Equity (law); Hedge fund; Business; Economics; Financial economics; Emerging markets; Econometrics; Monetary economics; Finance; Statistics","authors":[{"name":"Lorne N. Switzer","is_ca":true},{"name":"Jun Wang","is_ca":true},{"name":"Seungho Lee","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07840838725933087,"gpt":0.2434628950000664,"spread":0.1650545077407355,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001275453,0.0001142897,0.000251308,0.0003855402,0.0002134941,0.0009544012,0.0002945935,0.0006208026,0.001725139],"category_scores_gemma":[0.01169314,0.0001420603,0.0001186957,0.0002244326,0.0008666774,0.001173841,0.0005177166,0.0005927221,0.00009230364],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002656147,"about_ca_system_score_gemma":0.0001765959,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00132595,"about_ca_topic_score_gemma":0.001875586,"domain_scores_codex":[0.9998592,0.00006242123,0.000008007392,0.00001805241,0.00001783371,0.00003441161],"domain_scores_gemma":[0.9932806,0.004006099,0.001633262,0.0002170718,0.0001918092,0.0006712567],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001004526,0.0006592024,0.800041,0.00006680231,0.0003311103,0.002420215,0.001932492,0.04279698,0.003485193,0.1226472,0.001730734,0.02288457],"study_design_scores_gemma":[0.0001379526,0.0002899668,0.6146624,0.00003041627,0.0001165148,0.0009020887,0.001958809,0.1744134,0.0009109673,0.2052801,0.001241402,0.00005606046],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9976011,0.0001138211,0.001388039,0.0001671247,0.000002206907,0.000002664852,0.000009478334,0.000003974968,0.0007116965],"genre_scores_gemma":[0.9996676,0.00004931253,0.00006985015,0.000008769368,0.000003828234,8.144121e-7,0.000007628498,7.559044e-7,0.0001913946],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001725139,"threshold_uncertainty_score":0.006745279,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4317696783","doi":"10.1057/s41260-022-00301-0","title":"Fund family versus mutual fund performance: evidence from the Indian investors’ perspective","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"St. Francis Xavier University","funders":"","keywords":"Open-end fund; Fund of funds; Closed-end fund; Fund administration; Sovereign wealth fund; Income fund; Mutual fund; Manager of managers fund; Hedge fund; Target date fund; Business; Finance; Perspective (graphical); Investment fund; Feeder fund; Institutional investor; Economics; Microeconomics; Corporate governance; Computer science","authors":[{"name":"Yogesh Chauhan","is_ca":false},{"name":"Ajay Kumar Mishra","is_ca":false},{"name":"Bhavik Parikh","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1553331076187647,"gpt":0.2873808200995701,"spread":0.1320477124808054,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001775047,0.0001437304,0.0002511382,0.002259181,0.0008451488,0.002505197,0.0005096005,0.0006047339,0.005027195],"category_scores_gemma":[0.01452303,0.00007172861,0.0003425685,0.003413103,0.001412051,0.001368464,0.001105715,0.0008433774,0.0003304005],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001378691,"about_ca_system_score_gemma":0.0009619178,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01979911,"about_ca_topic_score_gemma":0.01919894,"domain_scores_codex":[0.9990423,0.0003115857,0.00005177794,0.00006977831,0.000231075,0.0002934803],"domain_scores_gemma":[0.981709,0.006387309,0.007728682,0.0005561094,0.001612965,0.002005881],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001353393,0.0001802978,0.9549173,0.00008440368,0.0003037004,0.0007974473,0.003730076,0.0006137135,0.0003241729,0.01108932,0.0017684,0.0248378],"study_design_scores_gemma":[0.00004090759,0.0002077721,0.9823111,0.0000656987,0.0002834407,0.0007419806,0.009349409,0.0007635124,0.0003662542,0.002383387,0.003456731,0.00002974652],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9811452,0.001056318,0.00005990268,0.001324848,0.00001042771,0.000003530615,0.0001822004,0.000005212568,0.01621238],"genre_scores_gemma":[0.9994509,0.0002019658,0.000008399568,0.00003695165,0.00001136756,5.793137e-7,0.0000279109,9.239996e-7,0.0002609876],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01979911,"threshold_uncertainty_score":0.03936774,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4386896054","doi":"10.1057/s41260-023-00326-z","title":"Risk budgeting using a generalized diversity index","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Economic and Environmental Valuation","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Diversification (marketing strategy); Asset allocation; Econometrics; Attractiveness; Economics; Portfolio; Risk management; Actuarial science; Financial economics; Business; Finance; Marketing","authors":[{"name":"Gilles Boevi Koumou","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1228493316060953,"gpt":0.2373619556549512,"spread":0.1145126240488559,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003600704,0.0005174157,0.0009785164,0.001700531,0.000404177,0.00184464,0.0009589074,0.0008131121,0.003138092],"category_scores_gemma":[0.01269214,0.0003710641,0.0007087012,0.001694146,0.0005501251,0.003095372,0.001429343,0.0009330653,0.0001531579],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001226235,"about_ca_system_score_gemma":0.000844062,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003035439,"about_ca_topic_score_gemma":0.003470072,"domain_scores_codex":[0.998556,0.000838811,0.00005986591,0.0001497639,0.000243842,0.0001518448],"domain_scores_gemma":[0.99573,0.002946756,0.0003195644,0.0003632515,0.0004206275,0.0002197434],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001427021,0.00008454377,0.005880841,0.00005707195,0.0001376999,0.0001224614,0.0001059817,0.806811,0.001275319,0.1093366,0.001419978,0.07462585],"study_design_scores_gemma":[0.0000190762,0.00005859729,0.001382633,0.00001713668,0.00002434192,0.00004086469,0.00003389579,0.9406462,0.0003441526,0.05661407,0.0008015964,0.00001743675],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1253865,0.0005003447,0.8661581,0.0003902699,0.00005778275,0.00009018513,0.0001371532,0.0001050107,0.007174624],"genre_scores_gemma":[0.9005194,0.000258603,0.09638653,0.00004433882,0.00007931895,0.00006178969,0.0001145131,0.00006038171,0.00247514],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003600704,"threshold_uncertainty_score":0.01904255,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4387614885","doi":"10.1057/s41260-023-00331-2","title":"The performance of compliant stocks during the Covid-19 crisis","year":2023,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Islamic Finance and Banking Studies","field":"Business, Management and Accounting","cited_by":3,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université de Sherbrooke","funders":"","keywords":"Coronavirus disease 2019 (COVID-19); Equity (law); Stock (firearms); Business; Volatility (finance); Pandemic; Economics; Monetary economics; Financial economics; Econometrics; Engineering","authors":[{"name":"Amel Farhat","is_ca":true},{"name":"Amal Hili","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02052183632178108,"gpt":0.2554125363270451,"spread":0.234890700005264,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006560867,0.0001989557,0.0002352042,0.0007372589,0.0005580069,0.00181276,0.0003234908,0.001179426,0.002322004],"category_scores_gemma":[0.004577215,0.0001652396,0.0001363943,0.0008064712,0.0004671127,0.0009338809,0.001090533,0.001081743,0.0008355623],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007208264,"about_ca_system_score_gemma":0.000493107,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02905441,"about_ca_topic_score_gemma":0.04634475,"domain_scores_codex":[0.9997329,0.0000314134,0.00003603956,0.00003255552,0.00008005164,0.0000870066],"domain_scores_gemma":[0.9970019,0.0004288806,0.001301358,0.0000995699,0.0007458739,0.000422345],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002280173,0.0004039039,0.9728442,0.00003393298,0.00007703259,0.0007482297,0.002823187,0.001251188,0.003416812,0.001875649,0.002879432,0.0113662],"study_design_scores_gemma":[0.000009933516,0.0001213224,0.9966412,0.000007784922,0.000008403206,0.00005437289,0.001164525,0.0005900247,0.0003107728,0.0001440206,0.0009363228,0.00001137811],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9982987,0.00003242985,0.00001005867,0.0001169161,0.000006894451,0.000003199924,0.0002412766,0.000002776918,0.001287724],"genre_scores_gemma":[0.9984338,0.00003400477,0.00001155262,0.00003447021,0.000009293115,0.000003011657,0.0005022348,0.00000305338,0.0009686601],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02905441,"threshold_uncertainty_score":0.05777055,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W817297717","doi":"10.1057/jam.2015.2","title":"Buy-and-hold versus constantly rebalanced portfolios: A theoretical comparison","year":2015,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"","keywords":"Portfolio; Volatility (finance); Econometrics; Rate of return on a portfolio; Expected shortfall; Economics; Portfolio optimization; Variance (accounting); Standard deviation; Expected return; Asset allocation; Mathematics; Financial economics; Statistics","authors":[{"name":"Florin Spinu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.06813780585128033,"gpt":0.2714116525347241,"spread":0.2032738466834438,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003044713,0.0006692854,0.001045135,0.0009888823,0.0006069729,0.005842392,0.002447851,0.002844461,0.01338496],"category_scores_gemma":[0.01528924,0.0004271918,0.000717364,0.000917978,0.002468448,0.008027498,0.001427386,0.001611703,0.001081872],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001286614,"about_ca_system_score_gemma":0.0008366255,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005449994,"about_ca_topic_score_gemma":0.0006142826,"domain_scores_codex":[0.9988991,0.00043875,0.0000593724,0.0001566325,0.0002819272,0.0001641205],"domain_scores_gemma":[0.9906507,0.006564775,0.0009779989,0.0009435078,0.0004828199,0.0003802904],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002142012,0.0001601369,0.002465023,0.0001140199,0.0000392743,0.0001278902,0.000305161,0.01646203,0.0005967101,0.9410623,0.001066868,0.03738643],"study_design_scores_gemma":[0.000132609,0.000453155,0.003595668,0.0001765854,0.0001181055,0.0005445021,0.000831885,0.1296285,0.0005801404,0.8590434,0.004858582,0.00003691652],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4614581,0.01615943,0.2890099,0.007731152,0.000483801,0.000170595,0.0002561689,0.000210529,0.2245204],"genre_scores_gemma":[0.9819234,0.002696689,0.008502413,0.0002648691,0.0002363847,0.00004282409,0.00005800435,0.00002936903,0.006246105],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01338496,"threshold_uncertainty_score":0.04477715,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4405128744","doi":"10.1057/s41260-024-00385-w","title":"Market reactions of African and non-African firms to changes in the S&amp;P Africa 40 index","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Brock University","funders":"","keywords":"Index (typography); Hedge fund; Index fund; Economics; Business; Development economics; Financial system; Finance; Institutional investor; Corporate governance","authors":[{"name":"Pyemo Afego","is_ca":false},{"name":"Ernest N. Biktimirov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02067518542151058,"gpt":0.2362561302464573,"spread":0.2155809448249467,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004425233,0.0001408922,0.0001445923,0.0007326028,0.0003557876,0.001272887,0.0001707851,0.0007279786,0.008657918],"category_scores_gemma":[0.003727562,0.00006665319,0.0001683435,0.0007128484,0.0003258049,0.0009363635,0.0005282066,0.0006675211,0.0008141626],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000565154,"about_ca_system_score_gemma":0.0002242119,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005866907,"about_ca_topic_score_gemma":0.006393774,"domain_scores_codex":[0.9997925,0.00004142797,0.00001543866,0.00002281664,0.00004984269,0.00007800162],"domain_scores_gemma":[0.996151,0.001156571,0.001805287,0.00006775508,0.0003527026,0.0004668393],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.004878853,0.0009998294,0.9220649,0.0002363545,0.0001305199,0.001606695,0.005954365,0.001860909,0.01445325,0.006256552,0.007167918,0.03438981],"study_design_scores_gemma":[0.00002710503,0.0006507895,0.980675,0.00002506811,0.00002290043,0.0001718805,0.007814675,0.001293827,0.002521331,0.0005430246,0.006233201,0.00002123445],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9927652,0.0000777672,0.00002017159,0.0002974868,0.00001415866,0.0000124275,0.000376063,0.000003210426,0.006433474],"genre_scores_gemma":[0.998045,0.00006553751,0.00001237252,0.00003348442,0.00001697071,0.000004141292,0.0001250722,9.470345e-7,0.001696438],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008657918,"threshold_uncertainty_score":0.02896369,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4413408613","doi":"10.1057/s41260-025-00422-2","title":"Asset Allocation, Diversification, and Co-Movement Effects: A Global Analysis of Bonds and Equities Issued by the Same Firm","year":2025,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Simon Fraser University","funders":"University of Queensland","keywords":"Diversification (marketing strategy); Asset allocation; Bond; Business; IT asset management; Financial economics; Economics; Asset (computer security); Monetary economics; Asset management; Finance; Portfolio; Computer science","authors":[{"name":"Cheng Liu","is_ca":false},{"name":"Peter Clarkson","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.008131869160144066,"gpt":0.2436793165334676,"spread":0.2355474473733235,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001321497,0.0001850351,0.0003827182,0.001886951,0.0002867988,0.001317093,0.000278997,0.0003886198,0.001579602],"category_scores_gemma":[0.003970819,0.0001048781,0.0004744719,0.00293936,0.0005142,0.0009352518,0.001292899,0.0004935845,0.0002362667],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002630983,"about_ca_system_score_gemma":0.0002386097,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005939445,"about_ca_topic_score_gemma":0.005848242,"domain_scores_codex":[0.9993889,0.0002503725,0.00003592663,0.000145065,0.00007477085,0.0001047767],"domain_scores_gemma":[0.9950448,0.001952397,0.0018887,0.0004920267,0.0002559394,0.0003661217],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007636598,0.00004659734,0.9898047,0.00001806175,0.0001984269,0.0001675689,0.0001916694,0.002314093,0.0004136945,0.0005685735,0.0004567435,0.005743489],"study_design_scores_gemma":[0.000006293318,0.00006328324,0.9917134,0.00001723321,0.00008127155,0.0001505489,0.0008437847,0.005008015,0.0002843821,0.0004895512,0.00133247,0.000009853361],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9984518,0.0001877217,0.0003735987,0.00007288232,0.000002890176,0.000003660787,0.000392399,0.000004038372,0.0005110237],"genre_scores_gemma":[0.9985119,0.00007326274,0.0001840345,0.00001279445,0.000008020401,0.00000246485,0.001020975,0.000003484899,0.0001831489],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005939445,"threshold_uncertainty_score":0.01180977,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4220656794","doi":"10.1057/s41260-022-00261-5","title":"Puzzle solved? A comprehensive analysis of hedge fund-like mutual funds according to the value-added paradigm","year":2022,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Hedge fund; Value (mathematics); Open-end fund; Fund of funds; Closed-end fund; Investment management; Alternative beta; Index fund; Business; Control (management); Economics; Mutual fund; Alternative investment; Asset allocation; Passive management; Global assets under management; Financial economics; Finance; Institutional investor; Market liquidity; Corporate governance; Portfolio; Computer science","authors":[{"name":"Nathaniel Light","is_ca":false},{"name":"Ivan Stetsyuk","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05958654200773181,"gpt":0.2578382508760147,"spread":0.1982517088682829,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001842873,0.0005548735,0.001351073,0.001474394,0.001173711,0.003725397,0.001402096,0.002437772,0.004341784],"category_scores_gemma":[0.007108544,0.0003570932,0.0009980943,0.001132036,0.002669864,0.008848869,0.001932893,0.002060529,0.0002610942],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001001207,"about_ca_system_score_gemma":0.001583399,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001920641,"about_ca_topic_score_gemma":0.001759248,"domain_scores_codex":[0.9995286,0.0001533843,0.00002611923,0.00005942796,0.0001290322,0.0001033985],"domain_scores_gemma":[0.9982869,0.0006870704,0.0004291238,0.0002096938,0.0002011934,0.0001860033],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00002998746,0.00002421132,0.00119354,0.00003406993,0.00003182373,0.0001487404,0.0001103571,0.006579099,0.000181766,0.9846323,0.001228031,0.005806167],"study_design_scores_gemma":[0.00003078324,0.00003129274,0.001398314,0.00003877064,0.00003601799,0.0001500478,0.0001708113,0.0420118,0.0001386857,0.9528347,0.003142525,0.0000163224],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7624794,0.01283177,0.09170473,0.02149356,0.0002808438,0.0001298959,0.0003799044,0.0001435864,0.1105562],"genre_scores_gemma":[0.9856719,0.002165213,0.003948065,0.0002793012,0.0003372513,0.00003359174,0.00006942015,0.000024858,0.007470344],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004341784,"threshold_uncertainty_score":0.0145247,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4402413036","doi":"10.1057/s41260-024-00368-x","title":"Applications of FX derivatives to portfolio management","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"CARE Canada; University of Toronto","funders":"","keywords":"Portfolio; Business; Project portfolio management; Economics; Finance; Project management","authors":[{"name":"Redouane Elkamhi","is_ca":true},{"name":"Frank J. Fabozzi","is_ca":false},{"name":"Jacky S.H. Lee","is_ca":true},{"name":"Marco Salerno","is_ca":true},{"name":"Kari Vatanen","is_ca":false},{"name":"Suprita Vohra","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01533167275840206,"gpt":0.2516812751570656,"spread":0.2363496023986636,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00130259,0.0009837005,0.0008217362,0.001862752,0.000505813,0.001931781,0.0006239792,0.001593516,0.004713097],"category_scores_gemma":[0.009591236,0.0003751068,0.000782505,0.001939947,0.001426778,0.001795409,0.001134037,0.001747955,0.0002703273],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007550939,"about_ca_system_score_gemma":0.0008723052,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003592428,"about_ca_topic_score_gemma":0.002553885,"domain_scores_codex":[0.9995733,0.0002167704,0.00003829547,0.00004975155,0.00009452961,0.00002738305],"domain_scores_gemma":[0.9963935,0.002738992,0.0002424125,0.0001622014,0.0003135113,0.0001494309],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003137069,0.00006976904,0.001899701,0.0001030893,0.00005950386,0.0003016132,0.0001581392,0.105487,0.0008663547,0.8256144,0.002635673,0.06277335],"study_design_scores_gemma":[0.00001623134,0.00002804229,0.0009964502,0.00005712155,0.00002383539,0.0001937089,0.00005927179,0.3116187,0.0003088822,0.6785773,0.008100528,0.00001979539],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08745461,0.06119144,0.7779679,0.009374199,0.001910499,0.00003290917,0.0001454392,0.0002162044,0.0617069],"genre_scores_gemma":[0.8644797,0.03438946,0.07369342,0.0004173242,0.002843453,0.00003314456,0.00009868073,0.00008819385,0.02395659],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004713097,"threshold_uncertainty_score":0.01576686,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}