{"id":"W1525699810","doi":"10.1002/fut.21662","title":"Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency","year":2014,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Currency; Hedge; Foreign exchange risk; Equity (law); Portfolio; Economics; Financial economics; Position (finance); Monetary economics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001974864,0.0005342168,0.0005942157,0.0008191504,0.0002124633,0.002063002,0.0003931027,0.0004695386,0.004021176],"category_scores_gemma":[0.005354901,0.0001815856,0.0003235087,0.000992398,0.000328464,0.002862915,0.001656468,0.0006151851,0.0002902876],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003760958,"about_ca_system_score_gemma":0.0003967023,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009155431,"about_ca_topic_score_gemma":0.0007809448,"domain_scores_codex":[0.9995078,0.0001126139,0.00004206172,0.00007437945,0.0002135869,0.00004951339],"domain_scores_gemma":[0.999047,0.0003329047,0.000150945,0.0002302815,0.0001627909,0.00007616042],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001944449,0.0002871756,0.03611542,0.0002959328,0.0003284234,0.0006121881,0.0002788841,0.1440998,0.03401843,0.05840551,0.002671858,0.720942],"study_design_scores_gemma":[0.0002435929,0.001928092,0.07900919,0.0001632067,0.0005105291,0.001327471,0.0005151234,0.778394,0.05192831,0.06867716,0.01716623,0.0001370942],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7984821,0.00415691,0.1663681,0.0004877179,0.0001614725,0.0001091104,0.0003211951,0.0005503932,0.029363],"genre_scores_gemma":[0.9795542,0.0005019563,0.01837257,0.00002379109,0.0000373839,0.000009326396,0.000115044,0.00003029214,0.001355536],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004021176,"threshold_uncertainty_score":0.01345217,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02490568318209207,"score_gpt":0.2971406413475106,"score_spread":0.2722349581654185,"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."}}