{"id":"W1906637006","doi":"10.1080/14697688.2015.1115891","title":"Risk minimization and portfolio diversification","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"Hankuk University of Foreign Studies; McMaster University","keywords":"Diversification (marketing strategy); Portfolio; Portfolio optimization; Economics; Constraint (computer-aided design); Post-modern portfolio theory; Modern portfolio theory; Econometrics; Financial economics; Replicating portfolio; Variance (accounting); Actuarial science; Mathematics; Business","routes":{"ca_aff":true,"ca_fund":true,"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":[0.002433489,0.001068256,0.001138925,0.0008202673,0.0004244415,0.002100043,0.0009469953,0.002059669,0.002187732],"category_scores_gemma":[0.005406582,0.0003397985,0.0006692092,0.001130025,0.00276253,0.002291523,0.001813628,0.001716056,0.0004764752],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001216008,"about_ca_system_score_gemma":0.0008203705,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006419445,"about_ca_topic_score_gemma":0.0002920228,"domain_scores_codex":[0.9982548,0.0007848104,0.00007480475,0.0002936732,0.0004580564,0.0001338109],"domain_scores_gemma":[0.9986915,0.0007846252,0.000207498,0.00009450551,0.0001568829,0.00006497108],"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":[0.0000322287,0.0000272173,0.0005576648,0.0001849557,0.00007127246,0.00008422755,0.000102709,0.05733185,0.001019989,0.897123,0.003219042,0.04024588],"study_design_scores_gemma":[0.000009651503,0.00003999827,0.000477054,0.0000739183,0.0000130603,0.00009574391,0.00002455767,0.04316945,0.0004676322,0.9467957,0.008817857,0.00001548292],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06014754,0.05471157,0.7979554,0.009651632,0.0005852068,0.00007820231,0.0002639648,0.0001164458,0.07649001],"genre_scores_gemma":[0.8996553,0.01641449,0.06445844,0.001039528,0.001426949,0.0001582059,0.0002218393,0.00007961926,0.01654559],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002433489,"threshold_uncertainty_score":0.01286972,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07489397127194174,"score_gpt":0.3576940216884543,"score_spread":0.2828000504165126,"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."}}