{"id":"W1975574867","doi":"10.1142/s0219024912500148","title":"COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Tata Consultancy Services","keywords":"Hamilton–Jacobi–Bellman equation; Variance (accounting); Mathematics; Bellman equation; Investment (military); Quadratic equation; Investment strategy; Mathematical optimization; Economics; Asset (computer security); Bankruptcy; Applied mathematics; Econometrics; Computer science; Finance","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":[0.002868196,0.0007918291,0.001195925,0.0009822325,0.0003432517,0.001476852,0.0007398411,0.00170022,0.001550459],"category_scores_gemma":[0.01129201,0.0005219969,0.0006994615,0.0005698611,0.0009926084,0.001253676,0.0009154611,0.0008917969,0.0001458452],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001438914,"about_ca_system_score_gemma":0.001488163,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00162081,"about_ca_topic_score_gemma":0.001401105,"domain_scores_codex":[0.9991944,0.0004918578,0.00004138732,0.00006740581,0.0001262126,0.00007875414],"domain_scores_gemma":[0.9946195,0.004425328,0.0003020907,0.0001291228,0.0003289352,0.000195005],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00007781108,0.00005472845,0.0004291245,0.0000538127,0.00003903251,0.00003641163,0.0000511784,0.9479192,0.000556152,0.04457841,0.0002966078,0.005907577],"study_design_scores_gemma":[0.00002948659,0.00008021357,0.0001864929,0.00001921596,0.00001201138,0.00001186146,0.00002693,0.9809752,0.0002655046,0.01815049,0.0002312572,0.00001131272],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3970188,0.002052494,0.5773498,0.001213358,0.0000953385,0.0001714552,0.0001182697,0.0001916508,0.0217889],"genre_scores_gemma":[0.9553537,0.0005460096,0.04180178,0.0001289423,0.00001794657,0.0001720962,0.0000906265,0.00004920848,0.001839602],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002868196,"threshold_uncertainty_score":0.01516861,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02665030983341913,"score_gpt":0.2815004322527774,"score_spread":0.2548501224193582,"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."}}