{"id":"W2579102990","doi":"10.5539/ijef.v9n2p142","title":"Designing a Portfolio Based On Risk and Return of Various Asset Classes","year":2017,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Alternative asset; Portfolio; Real estate; Holding period return; Risk–return spectrum; Asset allocation; Investment performance; Asset (computer security); Capital asset pricing model; Risk premium; Economics; Actuarial science; Business; Financial economics; Finance; Computer science; Return on investment; Microeconomics; Profit (economics)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.001905285,0.000652592,0.0009572337,0.001944751,0.0002601348,0.002100164,0.0006341844,0.0007549069,0.001706036],"category_scores_gemma":[0.006957737,0.000370109,0.0004818125,0.001292497,0.0002691525,0.002160212,0.000537461,0.0004985157,0.0006596209],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000477122,"about_ca_system_score_gemma":0.0005367253,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005520352,"about_ca_topic_score_gemma":0.0005089986,"domain_scores_codex":[0.9988555,0.0003288105,0.0001064467,0.0001879682,0.0004214463,0.0000998719],"domain_scores_gemma":[0.9982034,0.0007428267,0.0003926103,0.0001610537,0.0003653212,0.0001348502],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000484579,0.0003857716,0.0759877,0.000293652,0.000474978,0.0004614427,0.0001799318,0.285869,0.04141948,0.02997707,0.002312911,0.5621535],"study_design_scores_gemma":[0.00005574889,0.0009656269,0.03053433,0.0001089429,0.0002441674,0.0007814868,0.0001625515,0.918853,0.01285399,0.02905992,0.006287768,0.00009237203],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3084748,0.001387473,0.6775469,0.0005406942,0.0000671728,0.0003895509,0.0002763575,0.0004012912,0.01091574],"genre_scores_gemma":[0.7695864,0.0009806884,0.2260614,0.00006092842,0.00006720841,0.0002313073,0.0002976162,0.00005248663,0.002661907],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002100164,"threshold_uncertainty_score":0.01007617,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02748992000540641,"score_gpt":0.2352652454922411,"score_spread":0.2077753254868346,"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."}}