{"id":"W3121949510","doi":"10.1093/imaman/dpm031","title":"Maximin investment problems for discounted and total wealth","year":2007,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Trent University","funders":"","keywords":"Minimax; Economics; Volatility (finance); Saddle point; Portfolio; Maximization; Mathematical economics; Incomplete markets; Expected utility hypothesis; Mathematics; Investment strategy; Econometrics; Mathematical optimization; Microeconomics; Financial economics","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":[0.005700635,0.002073243,0.002205305,0.001127097,0.0005634511,0.002650365,0.001330089,0.00254455,0.002776739],"category_scores_gemma":[0.01476393,0.001101157,0.001271519,0.0009868447,0.002492811,0.004036822,0.00180475,0.001753544,0.000244428],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003442454,"about_ca_system_score_gemma":0.001525526,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00215481,"about_ca_topic_score_gemma":0.00146494,"domain_scores_codex":[0.9983131,0.0009485414,0.00008369623,0.0003004463,0.0002073591,0.0001469441],"domain_scores_gemma":[0.9926313,0.006108796,0.0005225959,0.0001378079,0.0003039969,0.0002955242],"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":[0.00009582654,0.00006577613,0.0005308528,0.000182969,0.00009382382,0.0001886464,0.0001839298,0.628262,0.0006060677,0.3623454,0.001049045,0.00639574],"study_design_scores_gemma":[0.00002757459,0.00005541889,0.0002017713,0.00004194559,0.00001795811,0.00003830661,0.00003245266,0.7464052,0.0002062102,0.2520902,0.0008628927,0.00002010802],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08677223,0.002061067,0.896643,0.001930035,0.00008114085,0.00009380172,0.0002282228,0.00008453518,0.01210607],"genre_scores_gemma":[0.8484305,0.00144845,0.1340456,0.0002269076,0.0001323353,0.0003591153,0.0003388327,0.0001482494,0.01487002],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005700635,"threshold_uncertainty_score":0.03014821,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02822519804416039,"score_gpt":0.2486292339776501,"score_spread":0.2204040359334897,"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."}}