{"id":"W1976809271","doi":"10.1080/14697688.2012.661872","title":"The payoff distribution model: an application to dynamic portfolio insurance","year":2012,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic game; Portfolio; Economics; Econometrics; Actuarial science; Replicating portfolio; Project portfolio management; Distribution (mathematics); Mathematical economics; Computer science; Financial economics; Mathematics; Portfolio optimization; Management; Project management","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":[0.00167537,0.0004352535,0.0005367837,0.0006493123,0.0003476859,0.001087708,0.001092241,0.001111885,0.00236827],"category_scores_gemma":[0.005578468,0.0002381529,0.0005702611,0.0006903819,0.00103654,0.001326899,0.001432162,0.001612339,0.0002830531],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009277933,"about_ca_system_score_gemma":0.0008343661,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001703136,"about_ca_topic_score_gemma":0.0008064224,"domain_scores_codex":[0.9994549,0.0002423443,0.00001996421,0.00006026101,0.000182553,0.00003994863],"domain_scores_gemma":[0.9989936,0.0006436943,0.0001137677,0.00006821723,0.00009705596,0.00008367368],"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":[0.00001384986,0.00003380566,0.0004899564,0.00002593644,0.00001425665,0.0001309761,0.00007422384,0.2062577,0.001339125,0.7728836,0.0009028614,0.01783369],"study_design_scores_gemma":[0.00001268525,0.00002688285,0.0001475218,0.00000988417,0.000005332349,0.0001208607,0.00001318583,0.8199524,0.0003459764,0.1766555,0.002698375,0.00001133579],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01054449,0.0002116863,0.983052,0.000680549,0.00004490116,0.00002586105,0.00003794201,0.00005416521,0.005348319],"genre_scores_gemma":[0.7475475,0.001160508,0.2401748,0.0002656531,0.0002311819,0.0002089981,0.0001049668,0.00007696561,0.01022947],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00236827,"threshold_uncertainty_score":0.00886029,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02818845049563207,"score_gpt":0.2825367032417079,"score_spread":0.2543482527460758,"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."}}