{"id":"W3081900971","doi":"10.3390/jrfm13090195","title":"Portfolio Theory in Solving the Problem Structural Choice","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Economic and Technological Developments in Russia","field":"Social Sciences","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Portfolio; Portfolio optimization; Modern portfolio theory; Post-modern portfolio theory; Efficient frontier; Black–Litterman model; Computer science; Rate of return on a portfolio; Replicating portfolio; Application portfolio management; Separation property; Merton's portfolio problem; Economics; Mathematical optimization; Econometrics; Mathematical economics; Mathematics; Project portfolio management; Financial 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008289793,0.0000563336,0.0001204421,0.00004766435,0.000230589,0.00004343121,0.0002378536,0.00004456391,0.00005392785],"category_scores_gemma":[0.0001909108,0.00003546102,0.00003532618,0.0001667998,0.0001171009,0.0001126614,0.00008888762,0.0002285793,0.000002388979],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003486222,"about_ca_system_score_gemma":0.00003082745,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005495688,"about_ca_topic_score_gemma":0.0000865789,"domain_scores_codex":[0.9993327,0.00006794903,0.0002563062,0.00008198049,0.0001170308,0.000144023],"domain_scores_gemma":[0.9996261,0.00007867471,0.0001948989,0.0000363353,0.00001565168,0.00004836631],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.00002735591,0.000008364158,0.06757721,0.000007991575,0.000008392735,0.00002899865,0.004431178,0.000017137,4.452671e-7,0.4587081,0.0006813584,0.4685035],"study_design_scores_gemma":[0.0003772571,0.00004280002,0.4960053,0.00002495688,0.00002076203,0.00000134338,0.003613542,0.00001321134,0.000002108823,0.2013504,0.2984604,0.00008791543],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9491955,0.001056048,0.003946731,0.004510609,0.0003183773,0.0003047134,0.000001876325,0.00002327711,0.04064287],"genre_scores_gemma":[0.9956089,0.001692602,0.00196687,0.0004481384,0.0001636593,0.00000179874,7.565362e-8,0.000002442058,0.0001155014],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4684156,"threshold_uncertainty_score":0.1773527,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01194301654982914,"score_gpt":0.2400836862777364,"score_spread":0.2281406697279072,"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."}}