{"id":"W2171509392","doi":"10.2139/ssrn.1534727","title":"On the Hansen-Jagannathan Distance with a No-Arbitrage Constraint","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Arbitrage; Constraint (computer-aided design); Mathematics; Mathematical economics; Econometrics; Economics; Computer science; Financial 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00877246,0.001118878,0.003022251,0.002212829,0.001617164,0.00296789,0.003420743,0.00411788,0.01339156],"category_scores_gemma":[0.05405297,0.0007461395,0.001302254,0.00264566,0.005388384,0.01022775,0.00494909,0.005411143,0.001242509],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001747599,"about_ca_system_score_gemma":0.002112902,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003114403,"about_ca_topic_score_gemma":0.002414131,"domain_scores_codex":[0.9952077,0.00301248,0.0002347852,0.0006651461,0.0005761299,0.0003037906],"domain_scores_gemma":[0.9600042,0.03293483,0.001993156,0.001741895,0.00199052,0.001335492],"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":[0.00004444745,0.00001599361,0.0002322594,0.0000747685,0.00002043094,0.00009020034,0.00005888684,0.009188158,0.00009916825,0.9849042,0.001741931,0.003529728],"study_design_scores_gemma":[0.0000289674,0.00002630042,0.0002762949,0.00003282928,0.00001052829,0.00005007778,0.00003578085,0.05622544,0.00007853044,0.941268,0.00194097,0.00002638244],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1072959,0.01229439,0.7518134,0.01412377,0.001490047,0.0001203572,0.0007548698,0.000152775,0.1119545],"genre_scores_gemma":[0.8563248,0.005963075,0.09169831,0.001293687,0.002111065,0.0001761262,0.000602385,0.0003247895,0.04150579],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01339156,"threshold_uncertainty_score":0.04639375,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02037023348020671,"score_gpt":0.1793940904594627,"score_spread":0.159023856979256,"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."}}