{"id":"W3121466876","doi":"","title":"Optimal Investment and Asymmetric Risk for a Large Portfolio: A Large Deviations Approach","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Carleton University; Western University","funders":"","keywords":"Portfolio; Econometrics; Portfolio optimization; Post-modern portfolio theory; Asset allocation; Replicating portfolio; Economics; Rate of return on a portfolio; Modern portfolio theory; Capital asset pricing model; Equity (law); Parametric statistics; Actuarial science; Information asymmetry; Financial economics; Microeconomics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006869302,0.0009788708,0.002231397,0.001594256,0.000453856,0.002097932,0.001705346,0.001467653,0.002127773],"category_scores_gemma":[0.02433745,0.001052874,0.0009828639,0.0009721025,0.002049651,0.002808948,0.001733142,0.001982189,0.0002378667],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001722764,"about_ca_system_score_gemma":0.001256433,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001548441,"about_ca_topic_score_gemma":0.001499113,"domain_scores_codex":[0.9979126,0.001176218,0.00008091273,0.0002934572,0.0004122901,0.0001245714],"domain_scores_gemma":[0.9837747,0.01366169,0.00107906,0.0006036176,0.0005032124,0.0003778081],"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":[0.00009518168,0.00008297603,0.002126747,0.00006526773,0.0001530154,0.0001392143,0.00005834442,0.838251,0.0007810016,0.1416071,0.0006219183,0.01601824],"study_design_scores_gemma":[0.00001505029,0.00001599609,0.0002156532,0.000007795241,0.00001093009,0.00001370199,0.000005792208,0.9521207,0.0001532089,0.0473078,0.000123847,0.000009606278],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04963729,0.000491366,0.9463795,0.0007080312,0.0000204088,0.00003304078,0.00004294836,0.00008276547,0.002604564],"genre_scores_gemma":[0.862557,0.0006360984,0.1321078,0.000250894,0.0001606045,0.0001768401,0.0001736398,0.0001069629,0.003830102],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006869302,"threshold_uncertainty_score":0.03632879,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01873128971078545,"score_gpt":0.213932151733478,"score_spread":0.1952008620226925,"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."}}