{"id":"W2086311721","doi":"10.3905/jwm.2003.442378","title":"Risk-Adjusted Performance of Funds of Hedge Funds Using a Modified Sharpe Ratio","year":2003,"lang":"en","type":"article","venue":"˜The œjournal of wealth management","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":206,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Sharpe ratio; Hedge fund; Institutional investor; Asset (computer security); Econometrics; Fund of funds; Economics; Actuarial science; Business; Financial economics; Monetary economics; Finance; Computer science; Portfolio","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":[0.007567916,0.0001457844,0.0004232343,0.0005498071,0.0001891748,0.00003861987,0.0006855367,0.00005349771,0.0001516585],"category_scores_gemma":[0.0001378711,0.00009263162,0.0001467174,0.001159158,0.00009072558,0.0003429002,0.00008024464,0.0001836926,0.00000867752],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005278257,"about_ca_system_score_gemma":0.0001279876,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004596214,"about_ca_topic_score_gemma":0.00001849087,"domain_scores_codex":[0.995988,0.0004697608,0.001712698,0.0001662845,0.001415907,0.0002473725],"domain_scores_gemma":[0.9954953,0.0002532185,0.00297428,0.0005289505,0.0006430141,0.0001052809],"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":[0.0006176655,0.0002858635,0.04845122,0.0001135175,0.000208939,0.00000974314,0.001922428,0.8880221,0.0001686631,0.003193435,0.005264877,0.05174152],"study_design_scores_gemma":[0.005111176,0.001795818,0.1440853,0.0003324828,0.0007636546,0.0001134574,0.007781,0.80145,0.001602455,0.005274413,0.03114828,0.000541952],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8499067,0.0006855057,0.1388979,0.0000936459,0.0006017829,0.0003243592,0.000007151948,0.000005580705,0.009477347],"genre_scores_gemma":[0.9907055,0.003213651,0.00482876,0.00008158554,0.0000514641,0.000001462035,8.813058e-7,0.0000113652,0.001105255],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1407988,"threshold_uncertainty_score":0.3777408,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1018260618326081,"score_gpt":0.352316883440537,"score_spread":0.250490821607929,"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."}}