{"id":"W2789997224","doi":"10.3390/risks6010014","title":"A Risk-Based Approach for Asset Allocation with A Defaultable Share","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Risk measure; Measure (data warehouse); Mathematical optimization; Computer science; Stochastic differential equation; Markov process; Dynamic risk measure; Portfolio; Time consistency; Asset allocation; Economics; Mathematics; Actuarial science; Finance; Applied mathematics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.003993433,0.001726856,0.001893891,0.001056806,0.0006452439,0.00199599,0.002789038,0.002276827,0.006349178],"category_scores_gemma":[0.005573055,0.001045629,0.001939345,0.0007613563,0.00198563,0.00312607,0.002265418,0.002802358,0.0005828411],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002489554,"about_ca_system_score_gemma":0.002131784,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001893608,"about_ca_topic_score_gemma":0.001509398,"domain_scores_codex":[0.9981049,0.000897361,0.00008846361,0.000327711,0.000461247,0.0001203219],"domain_scores_gemma":[0.998377,0.001080153,0.0001732972,0.00008338441,0.0001744438,0.0001116802],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003930387,0.00007415908,0.0002794742,0.0001538474,0.00008534226,0.0001430396,0.0001208776,0.7312784,0.00144102,0.2483135,0.0009715874,0.01709952],"study_design_scores_gemma":[0.00001707261,0.00004902697,0.00007446178,0.00002626761,0.00002627919,0.00005144631,0.00001559496,0.9160057,0.0003125736,0.08180086,0.001605192,0.00001553746],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.001782373,0.0002047195,0.9954317,0.0001889635,0.00002994596,0.00003492894,0.00001429494,0.00002412627,0.002289138],"genre_scores_gemma":[0.4483155,0.001401889,0.5328773,0.0003534073,0.0003538649,0.0005151848,0.0001232676,0.0001940344,0.01586557],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006349178,"threshold_uncertainty_score":0.02124012,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06132471258927621,"score_gpt":0.267013266438597,"score_spread":0.2056885538493208,"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."}}