{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002696652,0.0001259521,0.0002363531,0.0001299615,0.0002151503,0.00007595326,0.0001439465,0.00009806554,0.00008195481],"category_scores_gemma":[0.00009495229,0.0001425849,0.00007600237,0.000148632,0.00003045168,0.000538158,0.00002966264,0.0008349153,0.00002266251],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004539643,"about_ca_system_score_gemma":0.0002138878,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002731738,"about_ca_topic_score_gemma":0.0005267953,"domain_scores_codex":[0.9980798,0.00002348492,0.000476741,0.0002703306,0.00004619357,0.001103489],"domain_scores_gemma":[0.9994692,0.0000278909,0.0002088542,0.0001729901,0.00004688345,0.0000741639],"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":[0.00007396564,0.00005880002,0.08415279,0.000006154487,0.00004853413,0.000001157631,0.0001964288,0.0002733404,0.000005144034,0.8931545,0.0001543136,0.02187485],"study_design_scores_gemma":[0.0002797928,0.00005881074,0.007665672,0.000004680133,0.000004225653,0.00006070509,0.00009802898,0.233621,9.907787e-7,0.7551974,0.00288799,0.0001206755],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6507832,0.01102545,0.3241232,0.000715763,0.0001446703,0.0001027175,0.00001024079,0.00002474536,0.01306993],"genre_scores_gemma":[0.9825259,0.01495345,0.0003110246,0.00007052882,0.0001412383,0.000003586491,0.000003854322,0.00001582786,0.001974564],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3317427,"threshold_uncertainty_score":0.5814444,"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."}}