{"id":"W2038194878","doi":"10.3905/jpe.2011.15.1.026","title":"Portfolio Optimization in a Multidimensional Structural-Default Model with a Focus on Private Equity","year":2011,"lang":"en","type":"article","venue":"The Journal of Private Equity","topic":"Private Equity and Venture Capital","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto; Toronto Metropolitan University","funders":"","keywords":"Portfolio optimization; Portfolio; Private equity fund; Actuarial science; Econometrics; Hedge fund; Economics; Private equity; Equity (law); Financial economics; Business; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002038928,0.0006385336,0.001399787,0.0005239532,0.0003480602,0.001634887,0.001068098,0.002071137,0.003069363],"category_scores_gemma":[0.005974029,0.0005464163,0.001034549,0.0008680724,0.001166762,0.001768556,0.001365135,0.001654304,0.0002506913],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001066516,"about_ca_system_score_gemma":0.0007330306,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004867055,"about_ca_topic_score_gemma":0.003184859,"domain_scores_codex":[0.9990941,0.0005686081,0.00003775594,0.0001235119,0.00008704102,0.0000889457],"domain_scores_gemma":[0.9969669,0.00228429,0.0003628429,0.0001077129,0.0001456448,0.0001326798],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005859715,0.00003282363,0.0008260044,0.00002615765,0.00002962445,0.00008679983,0.00003193157,0.9362702,0.0002255078,0.0595837,0.0003667407,0.002461944],"study_design_scores_gemma":[0.00001318349,0.00001466939,0.0001741127,0.000004059259,0.000006343815,0.00001055337,0.000007315878,0.9859254,0.000038197,0.01369549,0.0001060115,0.00000462688],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2084154,0.001020738,0.7746369,0.002203754,0.00007940889,0.00007581999,0.0005289571,0.0001814392,0.01285759],"genre_scores_gemma":[0.9619893,0.000599442,0.0283454,0.0001521029,0.00005775693,0.0001156714,0.000228339,0.00003024321,0.008481687],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004867055,"threshold_uncertainty_score":0.01078302,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05066617524167562,"score_gpt":0.2725245476792753,"score_spread":0.2218583724375997,"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."}}