{"id":"W2167800976","doi":"","title":"A Simple Theory of Asset Pricing under Model Uncertainty","year":2003,"lang":"en","type":"article","venue":"","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":50,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Economics; Econometrics; Capital asset pricing model; Risk premium; Portfolio; General equilibrium theory; Variance (accounting); Equivalence (formal languages); Financial economics; Microeconomics; Mathematics","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":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005519387,0.00009839939,0.0002470505,0.00008991994,0.00005216835,0.00002268621,0.00009599682,0.0000577862,0.001023817],"category_scores_gemma":[0.0001022909,0.00009492289,0.00007452956,0.0001366643,0.00005593255,0.0001546165,0.00001747651,0.00005878531,0.00004318854],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003699978,"about_ca_system_score_gemma":0.00003653029,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00010722,"about_ca_topic_score_gemma":0.00001592371,"domain_scores_codex":[0.9991959,0.00001513671,0.0003761217,0.0001986401,0.00002255948,0.0001916714],"domain_scores_gemma":[0.9995273,0.0000520255,0.0001605063,0.0002061541,0.00001975585,0.00003422839],"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":[0.000006460413,0.00004052513,0.002725338,0.00001363078,0.00001476275,1.721918e-7,0.00006420744,0.008763244,0.00002732074,0.9874046,0.0008509883,0.00008873426],"study_design_scores_gemma":[0.0002168433,0.00003624713,0.004814718,0.000003277412,0.000002578175,3.817894e-7,0.0001948175,0.0150387,0.0001931998,0.9752104,0.004154276,0.0001345728],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.1799381,0.000436202,0.06137346,0.00007121746,0.00008625,0.0001158651,0.00003940902,0.00002468886,0.7579148],"genre_scores_gemma":[0.9955546,0.00007069418,0.001407463,0.0005030116,0.000009536533,0.000007093202,0.000005010069,0.00001129192,0.002431281],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8156165,"threshold_uncertainty_score":0.9998894,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04882884689632887,"score_gpt":0.2302732535002481,"score_spread":0.1814444066039192,"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."}}