{"id":"W2068730981","doi":"10.2139/ssrn.2516591","title":"Testing Equality of Modified Sharpe Ratios","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Sharpe ratio; Mathematics; Econometrics; Economics; Statistics; 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":[0.04259329,0.001270028,0.001895704,0.003285747,0.000947438,0.004282098,0.003788638,0.003399092,0.01808058],"category_scores_gemma":[0.3231461,0.0006228817,0.002279041,0.002263613,0.004966798,0.006626605,0.004222109,0.003585328,0.002413913],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009371431,"about_ca_system_score_gemma":0.001274883,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007891351,"about_ca_topic_score_gemma":0.0003427836,"domain_scores_codex":[0.9490885,0.02965546,0.003569275,0.009015497,0.005665871,0.003005468],"domain_scores_gemma":[0.4017744,0.5551796,0.01552474,0.01921115,0.004468674,0.003841463],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.01708506,0.001821121,0.5944063,0.001193239,0.006457777,0.003709854,0.002030299,0.03173234,0.01197871,0.1221321,0.00951279,0.1979404],"study_design_scores_gemma":[0.004260664,0.01642445,0.5087751,0.0002786851,0.002380695,0.006784757,0.004404408,0.1657401,0.02979617,0.2475545,0.01314359,0.0004568725],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.9503362,0.0009010605,0.03525015,0.001423785,0.0003513238,0.0001052845,0.001272119,0.0002390624,0.01012105],"genre_scores_gemma":[0.9945976,0.00008200848,0.003652548,0.0001380794,0.0001584726,0.00004483591,0.0006806085,0.00004174036,0.000604043],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.04259329,"threshold_uncertainty_score":0.2252575,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0879050552451522,"score_gpt":0.2454845118683955,"score_spread":0.1575794566232434,"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."}}