{"id":"W1964086661","doi":"10.2139/ssrn.894101","title":"Measuring Performance in a Dynamic World: Conditional Mean-Variance Fundamentals","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo; University of Alberta","funders":"","keywords":"Variance (accounting); Econometrics; Conditional variance; Statistics; Economics; Mathematics; Autoregressive conditional heteroskedasticity; Accounting; Volatility (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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006864517,0.0001990852,0.0003364718,0.0008042743,0.0003130278,0.0004147505,0.0008097757,0.00006872122,0.0002847111],"category_scores_gemma":[0.0001476105,0.0001665928,0.000162319,0.0008456445,0.00008635074,0.0007916961,0.00007713429,0.001360844,0.0004788728],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00199319,"about_ca_system_score_gemma":0.001193069,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00006011109,"about_ca_topic_score_gemma":0.009351761,"domain_scores_codex":[0.995641,0.0001372295,0.001037897,0.0004387657,0.001022985,0.001722144],"domain_scores_gemma":[0.9987195,0.0003038744,0.000439221,0.0003072752,0.0001506712,0.00007944321],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002633502,0.0005020042,0.128161,0.000003689043,0.00004765654,0.00005878938,0.0001769534,0.01831524,0.001235432,0.06167725,0.0006005098,0.7889581],"study_design_scores_gemma":[0.0008548601,0.0001028269,0.04827153,0.00004400446,0.00000921003,0.0005160898,0.0005451885,0.003138999,0.00007101233,0.9420832,0.004106364,0.0002566783],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9914137,0.0007256515,0.004096369,0.0004222075,0.0003932073,0.00009670051,0.00000841255,0.00002163013,0.002822119],"genre_scores_gemma":[0.9952208,0.0001808503,0.0002897905,0.00008218771,0.000158428,0.000006639475,0.000005728385,0.00001867538,0.004036847],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.880406,"threshold_uncertainty_score":0.6793457,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05477964124988577,"score_gpt":0.3350111306224294,"score_spread":0.2802314893725437,"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."}}