{"id":"W3121152201","doi":"","title":"The Pricing of Risk in Common Shares","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Capital asset pricing model; Systematic risk; Proxy (statistics); Expected return; Economics; Risk–return spectrum; Econometrics; Financial economics; Capital asset; Actuarial science; Finance; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005064996,0.00005909155,0.0001028192,0.0001117124,0.0003098663,0.0001099535,0.0002101398,0.00002697578,0.0000964733],"category_scores_gemma":[0.0004974973,0.0000400943,0.00005383542,0.0003597871,0.00002942841,0.0002164616,0.00002469753,0.0009340724,0.00004395044],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001142542,"about_ca_system_score_gemma":0.0003186967,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001689758,"about_ca_topic_score_gemma":0.006193444,"domain_scores_codex":[0.9983582,0.00003075454,0.0003501018,0.00007896894,0.0003042574,0.0008776741],"domain_scores_gemma":[0.9994388,0.0000941858,0.0002650477,0.0001029302,0.00009412537,0.000004977124],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00008617184,0.00004258241,0.2013539,0.000008614707,0.00001900645,0.000002997792,0.00005199961,0.0005726417,0.00003717599,0.05846992,0.000201967,0.739153],"study_design_scores_gemma":[0.0008255196,0.00004816981,0.3364982,0.00008291069,0.00002573159,0.0000271355,0.001056318,0.005883027,0.00003629826,0.6314453,0.02391093,0.0001604926],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9925414,0.0009655365,0.00004705107,0.0004718078,0.00005176558,0.00006650535,1.822325e-7,0.000009768132,0.005846005],"genre_scores_gemma":[0.9971505,0.001737594,0.000004415,0.00003664736,0.0002945497,0.00000242019,0.000001004795,0.000008114958,0.0007647995],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7389925,"threshold_uncertainty_score":0.4058132,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01540425168736548,"score_gpt":0.2798127214718232,"score_spread":0.2644084697844578,"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."}}