{"id":"W2022735931","doi":"10.2139/ssrn.536702","title":"Conditions Ensuring the Decomposition of Asset Demand for All Risk-Averse Investors","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal; Statistics Canada","funders":"","keywords":"Asset (computer security); Economics; Financial economics; Business; Decomposition; Microeconomics; Basis risk; Risk premium; Asset allocation; Actuarial science; Monetary economics; Finance; Capital asset pricing model; Computer science; Portfolio","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004195437,0.001532448,0.001994471,0.001443584,0.0007440552,0.003856509,0.001451136,0.002131503,0.007313879],"category_scores_gemma":[0.03127009,0.0009313452,0.001405295,0.001102059,0.002113573,0.003672649,0.003544435,0.002990202,0.001771205],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001125644,"about_ca_system_score_gemma":0.002736923,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002362034,"about_ca_topic_score_gemma":0.001346096,"domain_scores_codex":[0.9980141,0.0005107392,0.0001812328,0.0003473308,0.0003875803,0.0005589974],"domain_scores_gemma":[0.9741935,0.01505298,0.002812225,0.001742854,0.004119239,0.002079158],"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":[0.0006550496,0.0003032339,0.008457381,0.0003025406,0.000148949,0.0007303923,0.0007730646,0.05033455,0.01882207,0.8887168,0.01114016,0.01961596],"study_design_scores_gemma":[0.0002179268,0.0001473384,0.003682288,0.00007348561,0.00004134209,0.000438782,0.0004915456,0.2090808,0.004519189,0.7784699,0.002771539,0.00006583265],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.35647,0.0005830398,0.6024866,0.003266406,0.0001340811,0.0002401839,0.003666116,0.0004262101,0.03272756],"genre_scores_gemma":[0.9120082,0.001168582,0.07223269,0.0005132683,0.0003518538,0.0004650791,0.003605021,0.0002552081,0.009399995],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007313879,"threshold_uncertainty_score":0.02446735,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01430214729072083,"score_gpt":0.2305472302558199,"score_spread":0.2162450829650991,"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."}}