{"id":"W2100426586","doi":"","title":"The Implications of VaR and Short-Selling Restrictions on the Portfolio Manager Performance","year":2013,"lang":"en","type":"preprint","venue":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"University of Cape Town; Université Laval","keywords":"Portfolio; Business; Constraint (computer-aided design); Quality (philosophy); Hedge; Rate of return on a portfolio; Hedge fund; Finance; Financial economics; Economics; Portfolio optimization; Engineering","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005533257,0.0003958315,0.000536644,0.0004530646,0.0002922077,0.00234351,0.0004527612,0.0009871043,0.003535021],"category_scores_gemma":[0.02583573,0.0001839234,0.0004037798,0.0004495397,0.0007706055,0.001588528,0.001018792,0.0009283344,0.000441847],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005259083,"about_ca_system_score_gemma":0.0004888538,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009462797,"about_ca_topic_score_gemma":0.0006242215,"domain_scores_codex":[0.9979082,0.0007488216,0.0001850493,0.0002277752,0.0004773583,0.0004527009],"domain_scores_gemma":[0.9609429,0.02356819,0.00976636,0.001918731,0.001065264,0.002738526],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.005135265,0.001964358,0.6847272,0.0003606918,0.001034176,0.001658066,0.001009857,0.1497388,0.0385753,0.03152691,0.002215755,0.08205363],"study_design_scores_gemma":[0.0002725113,0.003243442,0.8551863,0.00005967366,0.0002419862,0.0005897465,0.001325483,0.09848217,0.01463977,0.02427815,0.00153225,0.0001484896],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9932372,0.0002815402,0.002146149,0.0004250911,0.000009712141,0.000011234,0.00008199775,0.00001767717,0.003789443],"genre_scores_gemma":[0.9993043,0.00004904734,0.0002410916,0.00002482836,0.000008641128,0.000003881183,0.00003322823,0.000002732246,0.000332069],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005533257,"threshold_uncertainty_score":0.02926302,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0406110740475779,"score_gpt":0.1983340982570069,"score_spread":0.157723024209429,"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."}}