{"id":"W2034201946","doi":"10.1016/j.irfa.2009.04.001","title":"The effectiveness of the VaR-based portfolio insurance strategy: An empirical analysis","year":2009,"lang":"en","type":"article","venue":"International Review of Financial Analysis","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Windsor","funders":"Program for New Century Excellent Talents in University; Ministry of Education of the People's Republic of China","keywords":"Downside risk; Portfolio insurance; Portfolio; Actuarial science; Context (archaeology); Econometrics; Economics; Portfolio optimization; Replicating portfolio; Financial economics","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":[0.008927384,0.0006415702,0.001018937,0.001309818,0.0003867808,0.00262037,0.001185364,0.001719192,0.003492175],"category_scores_gemma":[0.03844177,0.0002202136,0.0006006002,0.0009470878,0.0009469552,0.003244171,0.0008684017,0.001408054,0.0005621623],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009210549,"about_ca_system_score_gemma":0.0006193205,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001278974,"about_ca_topic_score_gemma":0.0008740974,"domain_scores_codex":[0.9978315,0.001075019,0.0001233486,0.0001762844,0.0006106276,0.0001832557],"domain_scores_gemma":[0.9442874,0.04668413,0.003728529,0.002061325,0.002411679,0.0008269673],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.007768372,0.004128927,0.2004641,0.0008572719,0.00155234,0.0007521802,0.0006606244,0.2526539,0.008112587,0.1480732,0.00792351,0.367053],"study_design_scores_gemma":[0.0005846067,0.005239789,0.1066868,0.0002014796,0.001347471,0.0009672515,0.0009742884,0.7877455,0.004090928,0.08813361,0.003933192,0.00009518811],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.956759,0.008329215,0.0176064,0.001188319,0.00007751468,0.00004102887,0.0001416838,0.00009245744,0.01576437],"genre_scores_gemma":[0.9971317,0.0007766794,0.00113309,0.00005870147,0.00006076914,0.000005443149,0.0000678269,0.00001266896,0.00075315],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008927384,"threshold_uncertainty_score":0.04721314,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01948077864206694,"score_gpt":0.290571374526174,"score_spread":0.2710905958841071,"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."}}