{"id":"W3123893865","doi":"10.2139/ssrn.2561008","title":"Downside Variance Risk Premium","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Montréal; Bank of Canada","funders":"","keywords":"Variance risk premium; Downside risk; Risk premium; Variance (accounting); Volatility risk premium; Economics; Business; Econometrics; Actuarial science; Financial economics; Volatility (finance); Portfolio; Accounting; Stochastic volatility","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":[0.0006371071,0.0004516067,0.0004518634,0.0004866885,0.0002366619,0.001506847,0.0003831257,0.001087465,0.01163117],"category_scores_gemma":[0.003986957,0.0002174126,0.0004414486,0.0002124295,0.0004402164,0.001334485,0.0007865994,0.001657753,0.001166328],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003604591,"about_ca_system_score_gemma":0.000298324,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004909566,"about_ca_topic_score_gemma":0.0004484605,"domain_scores_codex":[0.9997317,0.00002781796,0.00001385825,0.00007213168,0.00008882269,0.00006573478],"domain_scores_gemma":[0.9985959,0.0004780149,0.0003332512,0.0001961438,0.0002046976,0.0001919978],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0004262121,0.0004747231,0.04692569,0.0001689984,0.0002310574,0.002044446,0.0003074881,0.04418064,0.04261915,0.7218314,0.01761302,0.1231771],"study_design_scores_gemma":[0.0001039022,0.0004274344,0.117897,0.0001136568,0.0002789694,0.004038288,0.0002684343,0.2437758,0.01671696,0.6014209,0.01483221,0.0001263313],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7671843,0.001369246,0.1160014,0.004948733,0.0004270941,0.00007535864,0.0005455438,0.0008362687,0.108612],"genre_scores_gemma":[0.9697814,0.0003297364,0.001770817,0.0001597544,0.0002744017,0.000007053367,0.0001372989,0.00003507929,0.02750439],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01163117,"threshold_uncertainty_score":0.03891009,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02195079922395056,"score_gpt":0.206873638903332,"score_spread":0.1849228396793815,"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."}}