{"id":"W2020656624","doi":"10.2139/ssrn.1015590","title":"Diversification and Value-at-Risk","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Diversification (marketing strategy); Economics; Systematic risk; Equity (law); Value at risk; Credit risk; Monetary economics; Financial economics; Econometrics; Business; Risk management; Actuarial science; 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":[0.001435245,0.00008363291,0.0001542149,0.00009314207,0.0004391645,0.00002081307,0.000116645,0.00005585962,0.00009268252],"category_scores_gemma":[0.00007546322,0.00009147143,0.00006633145,0.00008574784,0.00004928549,0.0001372113,0.00004189953,0.0005997909,0.00004910004],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005522808,"about_ca_system_score_gemma":0.0001040169,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002109393,"about_ca_topic_score_gemma":0.0001592769,"domain_scores_codex":[0.9987273,0.00002213346,0.0002761603,0.0001979698,0.00003236876,0.0007441044],"domain_scores_gemma":[0.9994828,0.00002713733,0.0002670118,0.0001400756,0.00001932836,0.00006365313],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00002245222,0.00002275245,0.707198,0.000001902044,0.00004706112,9.144019e-7,0.0001255749,0.000004267505,0.000003523448,0.2907583,0.00007046893,0.001744801],"study_design_scores_gemma":[0.0005612273,0.00009953135,0.2957534,0.000001905137,0.000007866024,0.0002478844,0.00008696428,0.01432991,0.000002188393,0.6808425,0.007902377,0.0001642823],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9787888,0.004907825,0.008668318,0.0003057742,0.0001164943,0.00005902855,0.00002082457,0.00001195453,0.007120988],"genre_scores_gemma":[0.9711661,0.02583569,0.0001080106,0.00003320436,0.00006899931,0.000001305494,0.000003727771,0.00000928981,0.002773624],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4114446,"threshold_uncertainty_score":0.3730097,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01395082136719932,"score_gpt":0.193140061145041,"score_spread":0.1791892397778417,"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."}}