{"id":"W185892825","doi":"10.1023/a:1021806200854","title":"Portfolio Selection and Transactions Costs","year":2003,"lang":"en","type":"article","venue":"Computational Optimization and Applications","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":44,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Portfolio; Mathematics; Upper and lower bounds; Selection (genetic algorithm); Asset (computer security); Mathematical optimization; Covariance matrix; Econometrics; Finance; Statistics; Economics; Computer science","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":[0.002338127,0.000717167,0.001225227,0.001123067,0.0003923959,0.002965912,0.0009203689,0.001655106,0.007510432],"category_scores_gemma":[0.02282267,0.0005103788,0.0005076484,0.002011224,0.001327826,0.004125704,0.0009880004,0.00174522,0.0005455293],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001254933,"about_ca_system_score_gemma":0.0007373513,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001124865,"about_ca_topic_score_gemma":0.0008921794,"domain_scores_codex":[0.9986578,0.0007573768,0.00005028064,0.0001549044,0.0002906699,0.00008891101],"domain_scores_gemma":[0.9895777,0.008362175,0.0007332693,0.0004895165,0.0005716548,0.0002657803],"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":[0.0000911208,0.00004825785,0.001561379,0.00009667142,0.00007788551,0.0001006636,0.00004728358,0.379007,0.0002679589,0.5738003,0.003631975,0.0412696],"study_design_scores_gemma":[0.00001484386,0.0000198636,0.0006079324,0.00002619148,0.00002208758,0.0000580447,0.00001991145,0.4746797,0.0001826723,0.5220705,0.002288662,0.000009564255],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1483948,0.01285495,0.7920521,0.006133156,0.0004333901,0.00005532251,0.0002205297,0.0001441119,0.03971163],"genre_scores_gemma":[0.9372154,0.004136318,0.03700829,0.0001885179,0.0004306925,0.00008582493,0.0001946275,0.0000764431,0.02066382],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007510432,"threshold_uncertainty_score":0.02512485,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03015802347876397,"score_gpt":0.3293895960633568,"score_spread":0.2992315725845928,"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."}}