{"id":"W3123374962","doi":"10.2139/ssrn.2693041","title":"Downside Risk Neutral Probabilities","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Queen's University","funders":"","keywords":"Downside risk; Risk neutral; Economics; Business; Econometrics; Financial economics; Portfolio","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":[0.001277573,0.0005730207,0.0005676386,0.000669436,0.0004497039,0.002249792,0.0006216224,0.001208595,0.02382251],"category_scores_gemma":[0.01015942,0.0003194413,0.0004906399,0.0004377968,0.001118244,0.003441496,0.001454552,0.002661342,0.002600613],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004212868,"about_ca_system_score_gemma":0.0003793916,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001169766,"about_ca_topic_score_gemma":0.0001048472,"domain_scores_codex":[0.9992168,0.0002003829,0.00003524487,0.0001721526,0.0002582206,0.000117176],"domain_scores_gemma":[0.9977484,0.001073863,0.000308729,0.0003862508,0.0003233601,0.0001592194],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009197548,0.00004188815,0.0009888795,0.0000606789,0.00002773233,0.0002491631,0.00008960879,0.02418216,0.002114287,0.9389372,0.004930345,0.02828599],"study_design_scores_gemma":[0.00002179836,0.00007902953,0.00116959,0.00002832844,0.00002413158,0.0005995271,0.00006278721,0.08698691,0.002044175,0.9020088,0.006951168,0.00002370793],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1845502,0.0006610291,0.503439,0.005163047,0.0005692523,0.000178127,0.0005296945,0.0005385575,0.3043712],"genre_scores_gemma":[0.9088295,0.0007085085,0.01838304,0.0005153511,0.0004665744,0.0001231562,0.00017054,0.00009176212,0.07071155],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02382251,"threshold_uncertainty_score":0.07969427,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06317542579166709,"score_gpt":0.3387446864083242,"score_spread":0.2755692606166571,"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."}}