{"id":"W2092683727","doi":"10.3905/jpm.2003.319874","title":"Improving the Efficient Frontier","year":2003,"lang":"en","type":"article","venue":"The Journal of Portfolio Management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"","keywords":"Pooling; Portfolio; Efficient frontier; Risk–return spectrum; Capital allocation line; Modern portfolio theory; Variety (cybernetics); Investment (military); Portfolio optimization; Capital (architecture); Portfolio allocation; Economics; Business; Econometrics; Actuarial science; Financial economics; Computer science; Microeconomics; Artificial intelligence","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":[0.003161024,0.0009945006,0.001275804,0.001344021,0.0006354889,0.002234921,0.0009863389,0.00140583,0.01064373],"category_scores_gemma":[0.01598393,0.0004459777,0.0009123112,0.00112512,0.001344376,0.003827311,0.00271731,0.00209868,0.001779113],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001260138,"about_ca_system_score_gemma":0.001386706,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001201807,"about_ca_topic_score_gemma":0.0008807984,"domain_scores_codex":[0.9986015,0.0005890259,0.0000661853,0.0001987744,0.0003691013,0.0001753484],"domain_scores_gemma":[0.9970472,0.001962767,0.0001698238,0.0004652772,0.00027892,0.00007595427],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0000405873,0.00005535978,0.0004345129,0.0001957764,0.00003906095,0.00008758959,0.0001538517,0.1444159,0.002198384,0.7338122,0.006160207,0.1124066],"study_design_scores_gemma":[0.00001975481,0.00005159239,0.0003550426,0.00007377614,0.00002273058,0.00005789734,0.00004721498,0.3086158,0.001071191,0.6772612,0.01240972,0.0000139599],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01610936,0.0022226,0.9480373,0.001323384,0.0001126842,0.00003541961,0.0000927177,0.0002264495,0.03184009],"genre_scores_gemma":[0.5738152,0.005254958,0.4040554,0.0005089913,0.0003578463,0.0002104107,0.0002829439,0.0004774436,0.0150368],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01064373,"threshold_uncertainty_score":0.0356068,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01596791194118672,"score_gpt":0.1908665240805264,"score_spread":0.1748986121393397,"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."}}