{"id":"W2050988497","doi":"10.1057/palgrave.jdhf.1850063","title":"Great in practice, not in theory: An empirical examination of covered call writing","year":2007,"lang":"en","type":"article","venue":"Journal of Derivatives & Hedge Funds","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"ca_institutions":"Carleton University","funders":"","keywords":"Financial economics; Empirical examination; Econometrics; Futures contract; Index (typography); Economics; Actuarial science; Computer science","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":[0.004183646,0.0001208707,0.0004473163,0.0006240279,0.00003162067,0.00004057895,0.0001647712,0.0001035427,0.00004221813],"category_scores_gemma":[0.001228684,0.0001232656,0.00007029229,0.0004525439,0.00009033055,0.001293451,0.0000281328,0.0002685775,0.000002873842],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000170652,"about_ca_system_score_gemma":0.00005076298,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003130243,"about_ca_topic_score_gemma":0.00004702747,"domain_scores_codex":[0.9981629,0.0001133754,0.001260092,0.0001618463,0.00007645679,0.0002252817],"domain_scores_gemma":[0.9980756,0.0005263672,0.001113722,0.0001169689,0.0001077996,0.00005953302],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0008325039,0.0007871665,0.4875088,0.00006362117,0.00005299893,0.00009315005,0.006345301,0.00007280189,0.0008828203,0.4934932,0.00007780599,0.00978982],"study_design_scores_gemma":[0.001007377,0.000575169,0.974122,0.00008246824,0.000004663842,0.0000155668,0.001495786,0.000194289,0.0004359077,0.01925613,0.002674679,0.0001358889],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.943738,0.0005244322,0.001867791,0.0002667596,0.0001510869,0.00008873387,0.00001045005,0.000003212166,0.05334946],"genre_scores_gemma":[0.9972013,0.000209864,0.002089205,0.0002979563,0.0001057284,0.000001390014,0.00000287426,0.00001258209,0.00007911184],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4866133,"threshold_uncertainty_score":0.5026624,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05341471159630153,"score_gpt":0.3140589332985363,"score_spread":0.2606442217022348,"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."}}