{"id":"W1494663289","doi":"10.2139/ssrn.2157038","title":"Portfolio Choice in Markets with Contagion","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"","keywords":"Portfolio; Financial contagion; Financial economics; Economics; Business; Econometrics; Financial market; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003428626,0.0005152301,0.001299626,0.0009799881,0.0005430456,0.003045212,0.00102823,0.003251808,0.005592823],"category_scores_gemma":[0.01740977,0.0005845242,0.0006767839,0.0009055673,0.001267716,0.004521187,0.001317693,0.00135574,0.0002569675],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006240347,"about_ca_system_score_gemma":0.0004334821,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00126928,"about_ca_topic_score_gemma":0.001203354,"domain_scores_codex":[0.9992841,0.0003817343,0.00004480348,0.0001016449,0.00009037356,0.00009731147],"domain_scores_gemma":[0.9896036,0.007768424,0.001115592,0.0002516553,0.0002979354,0.0009626274],"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":[0.001628259,0.0005522211,0.03108448,0.0003254878,0.0006166379,0.003038396,0.0005905768,0.2869629,0.003346039,0.6312302,0.002913643,0.03771114],"study_design_scores_gemma":[0.0001940703,0.0001915554,0.00479217,0.00002248166,0.00007806497,0.0002943212,0.0001648837,0.552814,0.0004133961,0.4405054,0.0004793806,0.00005034695],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9333396,0.001148964,0.05839379,0.001733435,0.00006067496,0.00003511149,0.0000882696,0.00006459057,0.005135649],"genre_scores_gemma":[0.9934297,0.0003863351,0.002415939,0.00005404985,0.00005030674,0.00001368955,0.00005549045,0.000009321266,0.00358508],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005592823,"threshold_uncertainty_score":0.01870984,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01146848445246923,"score_gpt":0.2133880551083065,"score_spread":0.2019195706558373,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}