{"id":"W3123040171","doi":"10.1111/j.1755-053x.2010.01088.x","title":"An Empirical Comparison of Convertible Bond Valuation Models","year":2010,"lang":"en","type":"article","venue":"Financial Management","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":36,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University; Carleton University","funders":"","keywords":"Convertible bond; Convertible arbitrage; Valuation (finance); Econometrics; Convertible; Bond valuation; Bond; Economics; Actuarial science; Mathematics; Financial economics; Finance; Engineering; Capital asset pricing model","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":[0.01192268,0.0008085484,0.001000394,0.002264475,0.000455133,0.003055358,0.002126847,0.001401627,0.003034963],"category_scores_gemma":[0.03324289,0.0003434817,0.001166983,0.001950587,0.0008356909,0.002989801,0.001002379,0.001602486,0.0004352989],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002483413,"about_ca_system_score_gemma":0.0008532396,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008262626,"about_ca_topic_score_gemma":0.00379987,"domain_scores_codex":[0.9967293,0.001690913,0.0001920324,0.0004124084,0.0008108293,0.0001645292],"domain_scores_gemma":[0.978842,0.01524768,0.001449529,0.002075613,0.00175964,0.0006256777],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002124835,0.0008475059,0.08317453,0.0002954256,0.0008217056,0.0002796276,0.0007916737,0.7423475,0.0008741589,0.07631007,0.006102215,0.08603077],"study_design_scores_gemma":[0.0001557293,0.0005502188,0.02756765,0.00009614779,0.0001268547,0.0001843844,0.0003910502,0.9406666,0.0008312411,0.02647264,0.002871967,0.0000855334],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9592422,0.001659436,0.0250709,0.0007947418,0.00006278228,0.0001109563,0.0007584072,0.000347632,0.01195305],"genre_scores_gemma":[0.9921382,0.000413837,0.005369005,0.000059487,0.00002144675,0.00003367246,0.0008959131,0.00003889272,0.001029582],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01192268,"threshold_uncertainty_score":0.06305385,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1068607205158831,"score_gpt":0.3824422951933932,"score_spread":0.2755815746775101,"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."}}