{"id":"W1992222275","doi":"10.1016/j.frl.2008.12.003","title":"On the nature of mean-variance spanning","year":2008,"lang":"en","type":"article","venue":"Finance research letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"","keywords":"Portfolio; Asset (computer security); Asset allocation; Harm; Business; Value (mathematics); Variance (accounting); Financial economics; Economics; Actuarial science; Computer science; Accounting","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":[0.001344023,0.000133715,0.0002784366,0.0002154409,0.0004026911,0.00003511167,0.0005296037,0.0001142562,0.0001754445],"category_scores_gemma":[0.0006088605,0.000110264,0.0001007926,0.0006225935,0.0005551157,0.0001985123,0.00007916408,0.0008375174,0.0002965619],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007567016,"about_ca_system_score_gemma":0.00004626877,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001685719,"about_ca_topic_score_gemma":0.000004322863,"domain_scores_codex":[0.9985054,0.00006248196,0.0003705373,0.0003762856,0.000169462,0.0005158089],"domain_scores_gemma":[0.9988118,0.0003779271,0.0001809492,0.0005330478,0.00006225253,0.00003400758],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00003330634,0.00004319174,0.003012294,0.00001828378,0.00001295459,0.00002223112,0.0003307892,0.00009591386,0.0003051487,0.9165753,0.07945415,0.00009641409],"study_design_scores_gemma":[0.000907114,0.000502044,0.3817131,0.0003223544,0.000002447881,0.00001535134,0.0001559171,0.0009676346,0.003406517,0.2074848,0.4038639,0.0006587377],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9249463,0.001839872,0.0001955117,0.01494305,0.0002798394,0.0002772703,0.0000486212,0.00001807979,0.05745143],"genre_scores_gemma":[0.9952877,0.0009279698,0.0002926712,0.002151894,0.0001268308,0.00004982797,0.000003403921,0.00001931625,0.001140409],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7090905,"threshold_uncertainty_score":0.4496435,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08518097707475278,"score_gpt":0.2814772083198067,"score_spread":0.1962962312450539,"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."}}