{"id":"W1504663044","doi":"10.2139/ssrn.902122","title":"Is Systematic Risk Priced in Options?","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Download; Computer science; World Wide Web; Internet privacy","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":[0.003606669,0.0006004371,0.001314243,0.001205656,0.0006089972,0.004376739,0.001169214,0.003464876,0.007749859],"category_scores_gemma":[0.03899861,0.0005143726,0.0007383997,0.001324447,0.003890141,0.0108808,0.001416973,0.002639857,0.0005031576],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009281496,"about_ca_system_score_gemma":0.0006341653,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007198824,"about_ca_topic_score_gemma":0.0005934499,"domain_scores_codex":[0.998821,0.0003718828,0.0001085265,0.0001753641,0.0003267981,0.0001964044],"domain_scores_gemma":[0.9799424,0.01138073,0.004759092,0.001451713,0.001360782,0.001105213],"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":[0.0003698716,0.0001157152,0.01417125,0.0002812858,0.0002548878,0.0008518989,0.0007466013,0.01059514,0.001236083,0.9247788,0.004186149,0.04241224],"study_design_scores_gemma":[0.00002029948,0.00003742894,0.002752114,0.00004035548,0.00003363207,0.0001159891,0.0001774907,0.008237176,0.0002331336,0.9873448,0.0009890981,0.00001848449],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8597112,0.008649727,0.0667869,0.03226138,0.0008430799,0.00003449267,0.0002713667,0.0001939311,0.03124797],"genre_scores_gemma":[0.9946517,0.001332362,0.0007584686,0.0002781862,0.0003951633,0.000009117556,0.00003798572,0.00001907086,0.002517898],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007749859,"threshold_uncertainty_score":0.02592587,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02446203372278304,"score_gpt":0.2112489097791909,"score_spread":0.1867868760564079,"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."}}