{"id":"W3122412705","doi":"","title":"Evaluating Asset Pricing Models using Micro Portfolios as Test Assets","year":2014,"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":"McGill University","funders":"","keywords":"Capital asset pricing model; Financial economics; Market liquidity; Test (biology); Economics; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.005600816,0.001059782,0.0007345487,0.001550347,0.0002371683,0.002517576,0.000925082,0.001091019,0.001178342],"category_scores_gemma":[0.01987861,0.0004244967,0.0006497431,0.0009091444,0.0005797681,0.002437606,0.001482145,0.001270981,0.0002423728],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007491994,"about_ca_system_score_gemma":0.0006232454,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001921855,"about_ca_topic_score_gemma":0.001381596,"domain_scores_codex":[0.9980327,0.00129658,0.00008612593,0.0001886366,0.0003037018,0.00009220658],"domain_scores_gemma":[0.9847341,0.0120903,0.001262153,0.0008282439,0.0005736148,0.0005116333],"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":[0.0001302983,0.0001597351,0.02691635,0.00004719486,0.0002595879,0.00009983181,0.00005459866,0.9297562,0.0006836328,0.01800823,0.0007199938,0.02316434],"study_design_scores_gemma":[0.000008085068,0.00005027969,0.001261303,0.00000569097,0.000009670193,0.00001222859,0.00001383069,0.9922736,0.0002386347,0.005991915,0.0001276301,0.000007053037],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"methods","genre_scores_codex":[0.7654149,0.0009993706,0.227068,0.0007926328,0.00006639747,0.0000734111,0.000380976,0.0003548969,0.004849402],"genre_scores_gemma":[0.9702719,0.0003138591,0.02828335,0.00007017302,0.00005929732,0.00005569421,0.0003426896,0.00003045587,0.0005724972],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.005600816,"threshold_uncertainty_score":0.02962029,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05136844297043995,"score_gpt":0.2816234840138035,"score_spread":0.2302550410433636,"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."}}