{"id":"W2119290430","doi":"10.1111/1540-6261.00498","title":"Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods","year":2002,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":141,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Generality; Capital asset pricing model; Stochastic discount factor; BETA (programming language); Econometrics; Computer science; Asset (computer security); Specification; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00515968,0.0000792071,0.0004400286,0.0000838488,0.00007318368,0.00001312559,0.0002891282,0.00005482574,0.000040155],"category_scores_gemma":[0.0002213262,0.00005596688,0.0001044746,0.0001720448,0.0001005096,0.0001793488,0.00005586779,0.0001923056,0.000002313831],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005883834,"about_ca_system_score_gemma":0.00002250085,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002624945,"about_ca_topic_score_gemma":0.000008696285,"domain_scores_codex":[0.9986895,0.0001562007,0.0008860782,0.00008378868,0.00007020064,0.0001142088],"domain_scores_gemma":[0.9978611,0.0002488017,0.001522522,0.0002423701,0.000105964,0.00001919026],"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":[0.0002384786,0.0007168956,0.3401733,0.0001767459,0.0003767065,7.216061e-7,0.02785252,0.2634789,0.0006332588,0.02550639,0.007475964,0.3333701],"study_design_scores_gemma":[0.0006751737,0.0001122259,0.0583984,0.00007671997,0.00008639331,0.00001713679,0.0001953498,0.8991529,0.0008588553,0.03815971,0.002155125,0.0001119976],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9717111,0.00715121,0.009265054,0.0008917113,0.000251304,0.00009188269,0.000005526435,0.000001492651,0.0106307],"genre_scores_gemma":[0.9943586,0.001438525,0.004064892,0.00004194025,0.00004208171,6.791599e-7,8.879188e-8,0.000008331002,0.00004485118],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6356741,"threshold_uncertainty_score":0.2282263,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2777575872421146,"score_gpt":0.3709490258035943,"score_spread":0.09319143856147971,"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."}}