{"id":"W2048767445","doi":"10.1002/mde.1451","title":"Reducing estimation risk in optimal portfolio selection when short sales are allowed","year":2008,"lang":"en","type":"article","venue":"Managerial and Decision Economics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Concordia University; DePaul University; George Washington University","keywords":"Constraint (computer-aided design); Portfolio; Efficient frontier; Estimation; Economics; Econometrics; Selection (genetic algorithm); Investment (military); Sample (material); Portfolio optimization; Computer science; Financial economics; Mathematics","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001773137,0.0002079975,0.0004348565,0.0007021108,0.0003414805,0.0003192565,0.000280227,0.0001642601,0.0001551194],"category_scores_gemma":[0.0008679404,0.0001860329,0.00009723951,0.0004203669,0.00008467396,0.0009616642,0.0001337042,0.000152254,0.0001122678],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007657626,"about_ca_system_score_gemma":0.00005677039,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000187817,"about_ca_topic_score_gemma":0.0002617374,"domain_scores_codex":[0.9975538,0.00009696431,0.001079174,0.0007008799,0.0003098537,0.0002593796],"domain_scores_gemma":[0.998498,0.0004689302,0.0004224563,0.0003678318,0.0001083472,0.0001344199],"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":[0.0003511834,0.00005027349,0.06771622,0.000001051439,0.00001122911,0.00001910847,0.0003706161,0.5587321,0.00001267232,0.0003770405,0.005365605,0.3669929],"study_design_scores_gemma":[0.0007928265,0.00007561328,0.2622697,0.00001756165,0.00001640931,0.00007742523,0.0002546205,0.6848511,0.00007174136,0.04352469,0.007724863,0.0003234652],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8961468,0.00008316579,0.1015709,0.00007249114,0.0006787089,0.000224829,0.00001319548,0.00004263721,0.001167262],"genre_scores_gemma":[0.9326103,0.002850465,0.06377342,0.00006204045,0.0002029443,0.00001233691,0.00002514478,0.00002044668,0.0004428562],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3666694,"threshold_uncertainty_score":0.7586201,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04253525907269236,"score_gpt":0.2931060110947168,"score_spread":0.2505707520220244,"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."}}