{"id":"W2500366253","doi":"10.1093/acprof:oso/9780199829699.003.0002","title":"Modern Portfolio Theory","year":2013,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Efficient frontier; Modern portfolio theory; Portfolio; Capital asset pricing model; Post-modern portfolio theory; Economics; Portfolio optimization; Normality; Econometrics; Mathematical economics; Risk aversion (psychology); Computer science; Expected utility hypothesis; Financial economics; Replicating portfolio; Mathematics; Statistics","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":[0.0009703227,0.0007619279,0.000686383,0.001163,0.0005801163,0.002607868,0.0007125414,0.001359458,0.01257158],"category_scores_gemma":[0.001835565,0.0002666771,0.0005026318,0.001275672,0.001756129,0.002500445,0.001028523,0.001980917,0.0042941],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001427369,"about_ca_system_score_gemma":0.0008229676,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006698671,"about_ca_topic_score_gemma":0.0003880248,"domain_scores_codex":[0.9993743,0.0001700901,0.00002786884,0.0001036182,0.0002822801,0.00004183306],"domain_scores_gemma":[0.9995964,0.0001872324,0.00002603855,0.000067995,0.00009682821,0.00002537533],"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":[0.00000306843,0.000009118697,0.00009229746,0.00005402812,0.000009662922,0.0000234028,0.00005141229,0.002470344,0.0001244901,0.9537637,0.0109536,0.03244483],"study_design_scores_gemma":[0.00000220691,0.000007205479,0.0001078525,0.0000559395,0.000002505077,0.00004792395,0.00001222912,0.002983192,0.00005302234,0.9246486,0.07207521,0.000004113051],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"methods","genre_scores_codex":[0.009160654,0.09812024,0.3328209,0.01195596,0.002172938,0.00009023165,0.0006375306,0.0002916143,0.5447499],"genre_scores_gemma":[0.4011229,0.1485275,0.1242046,0.005233723,0.009266457,0.0003739904,0.001386297,0.0002989877,0.3095856],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.01257158,"threshold_uncertainty_score":0.04205608,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0269745967667532,"score_gpt":0.196545291083382,"score_spread":0.1695706943166288,"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."}}