{"id":"W3125350215","doi":"10.1007/s11579-009-0021-2","title":"Static portfolio choice under cumulative prospect theory","year":2010,"lang":"en","type":"article","venue":"VUBIR (Vrije Universiteit Brussel)","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","cited_by":162,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Chinese Academy of Sciences","keywords":"Cumulative prospect theory; Portfolio; Expected utility hypothesis; Economics; Econometrics; Asset (computer security); Skewness; Modern portfolio theory; Capital asset pricing model; Prospect theory; Mathematical finance; Mathematical economics; Financial economics; Microeconomics; Computer science","routes":{"ca_aff":true,"ca_fund":true,"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":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.002121377,0.0003510257,0.0005042733,0.0007852581,0.0004547338,0.0004720224,0.001498611,0.0002287397,0.007568583],"category_scores_gemma":[0.001371731,0.0002876485,0.0002827248,0.001211381,0.0003581857,0.001171863,0.0003762964,0.0006282151,0.002791649],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001411571,"about_ca_system_score_gemma":0.0002443739,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001569709,"about_ca_topic_score_gemma":0.000304109,"domain_scores_codex":[0.9965675,0.0001972349,0.0006796785,0.0009835283,0.001027593,0.0005444121],"domain_scores_gemma":[0.9947423,0.00266831,0.0004943734,0.001277057,0.0004680581,0.000349839],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0005793268,0.0007995331,0.03537023,0.00001178858,0.0002073609,0.0004334491,0.004436498,0.002599039,0.006180212,0.2026959,0.06299911,0.6836875],"study_design_scores_gemma":[0.001863702,0.0003163482,0.05399022,0.00003832685,0.0001580197,0.0000651252,0.006417791,0.002756845,0.0008543896,0.5840976,0.3483354,0.001106188],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9469125,0.00002309395,0.001804028,0.0006843868,0.001453487,0.0003064117,0.00005906589,0.0001741234,0.04858295],"genre_scores_gemma":[0.9756234,0.000006550375,0.001976376,0.0006096883,0.0001903892,0.000001940679,0.0000113777,0.00003933932,0.02154099],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6825814,"threshold_uncertainty_score":0.9999576,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07211863151762005,"score_gpt":0.3737136396232,"score_spread":0.30159500810558,"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."}}