{"id":"W3123648362","doi":"","title":"Asset Allocation Models and Market Volatility","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Predictability; Diversification (marketing strategy); Volatility (finance); Econometrics; Economics; Covariance; Asset allocation; Predictive power; Systematic risk; Financial economics; Capital asset pricing model; Portfolio; Business; Statistics; Mathematics","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":[0.001755611,0.0005720641,0.0006125911,0.0006899714,0.0004033104,0.00235412,0.0008944788,0.00146141,0.003199885],"category_scores_gemma":[0.00810183,0.0002571008,0.0004893795,0.001096532,0.00104997,0.002657809,0.0009986165,0.001195651,0.0004013831],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001046861,"about_ca_system_score_gemma":0.0007281909,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002761094,"about_ca_topic_score_gemma":0.001661308,"domain_scores_codex":[0.999221,0.000434014,0.00002674062,0.00009389783,0.0001267705,0.00009764583],"domain_scores_gemma":[0.9977083,0.001458036,0.0003864073,0.0001630042,0.0001574024,0.0001268991],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002440893,0.0000231193,0.002092249,0.00001935516,0.00004028446,0.00006847279,0.00008854998,0.2345427,0.0001675678,0.751689,0.001342701,0.0099017],"study_design_scores_gemma":[0.000009427114,0.00001230408,0.0006227364,0.000009874916,0.000007567267,0.00003325244,0.00002196926,0.3279293,0.0000465158,0.6695753,0.001723163,0.000008583813],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2550401,0.008166034,0.6663926,0.009387133,0.0002566783,0.00007248524,0.0005789433,0.0004441508,0.05966193],"genre_scores_gemma":[0.9790309,0.001513799,0.01293363,0.0001837005,0.0001869492,0.00006665785,0.0001696797,0.00003431602,0.005880288],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003199885,"threshold_uncertainty_score":0.01070464,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02659864319499525,"score_gpt":0.2289012488393396,"score_spread":0.2023026056443444,"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."}}