{"id":"W3125881296","doi":"","title":"Recursive Measures of Total Wealth and Portfolio Return","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Portfolio; Rate of return on a portfolio; Economics; Value (mathematics); Aggregate (composite); Econometrics; Mathematical optimization; Mathematical economics; Computer science; Portfolio optimization; Actuarial science; Mathematics; Financial economics; Statistics","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":[0.003145875,0.0005818246,0.0005667293,0.001993218,0.0003207236,0.001538631,0.0009473491,0.0007593242,0.003642071],"category_scores_gemma":[0.02866019,0.0003513842,0.0005679606,0.001297297,0.0009207039,0.003073924,0.001106982,0.001188011,0.0007110477],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006126845,"about_ca_system_score_gemma":0.0005623263,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007613976,"about_ca_topic_score_gemma":0.0009119331,"domain_scores_codex":[0.9986612,0.0005161173,0.00007822598,0.0001945223,0.0004456417,0.0001043405],"domain_scores_gemma":[0.9914361,0.004962413,0.0009627998,0.001458004,0.001034263,0.0001464501],"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":[0.0000717644,0.0000882819,0.007145579,0.0001084753,0.00009442675,0.000125168,0.0002960308,0.1348428,0.003088729,0.7052518,0.00244214,0.1464448],"study_design_scores_gemma":[0.00002850533,0.0001065611,0.006208778,0.00007148628,0.00003641679,0.000174956,0.00005232832,0.5136287,0.003781303,0.4696975,0.006150717,0.00006279787],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04658857,0.0002788622,0.9482942,0.0001356635,0.00003926169,0.00008430168,0.0002908903,0.0003522292,0.003936059],"genre_scores_gemma":[0.5934278,0.0007270894,0.3998005,0.00009714701,0.0001185107,0.0004344059,0.0009611645,0.0002531619,0.004180174],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003642071,"threshold_uncertainty_score":0.01663715,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05751325053722683,"score_gpt":0.2820760298629041,"score_spread":0.2245627793256773,"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."}}