{"id":"W2914448910","doi":"10.1142/s0219024920500454","title":"BEHAVIORAL PORTFOLIO CHOICE UNDER HYPERBOLIC ABSOLUTE RISK AVERSION","year":2020,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Isoelastic utility; Cumulative prospect theory; Expected utility hypothesis; Von Neumann–Morgenstern utility theorem; Prospect theory; Portfolio; Distortion function; Ambiguity aversion; Risk aversion (psychology); Subjective expected utility; Distortion (music); Spectral risk measure; Mathematical economics; Piecewise; Mathematics; Function (biology); Economics; Mathematical optimization; Modern portfolio theory; Computer science; Microeconomics; Finance; 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":[0.002033053,0.0007950705,0.0008039338,0.0003462457,0.0002442019,0.001416064,0.0007180691,0.001148309,0.001482034],"category_scores_gemma":[0.004650916,0.0004136545,0.0007492747,0.0004062395,0.001005782,0.001972206,0.00105282,0.001095081,0.0001526738],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001059138,"about_ca_system_score_gemma":0.0008242935,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001496495,"about_ca_topic_score_gemma":0.0006332195,"domain_scores_codex":[0.9991345,0.000541724,0.00002797302,0.0001026025,0.00009593967,0.00009732585],"domain_scores_gemma":[0.9984175,0.0009911692,0.0002333867,0.00007899065,0.00009949916,0.0001794242],"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":[0.0002259855,0.0001614842,0.00260106,0.0001087714,0.0001036492,0.0004382118,0.0001743035,0.639571,0.002951626,0.3358102,0.0006723096,0.01718129],"study_design_scores_gemma":[0.00004798451,0.0001777025,0.0006200837,0.0000133238,0.00002515375,0.00007438,0.00004579199,0.9229618,0.0004138814,0.07505274,0.0005473412,0.00001974032],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3170128,0.0009507147,0.670512,0.0009347625,0.0000620283,0.00008827826,0.00007697418,0.00007127257,0.01029126],"genre_scores_gemma":[0.9706835,0.000535952,0.02402483,0.00006400877,0.00002317791,0.00005650305,0.00003591772,0.00001226723,0.004563848],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002033053,"threshold_uncertainty_score":0.01075196,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0351557163145786,"score_gpt":0.3341226036691542,"score_spread":0.2989668873545756,"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."}}