{"id":"W3159931085","doi":"10.2139/ssrn.3805592","title":"Cardinality Constrained Risk Parity Portfolios","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Parity (physics); Mathematics; Econometrics; Economics; Actuarial science; Physics; Particle physics","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":[0.003378646,0.0007241302,0.001269538,0.0007943866,0.0004328441,0.003045843,0.001388977,0.001514923,0.01121887],"category_scores_gemma":[0.02506977,0.0005405312,0.0005154575,0.00108612,0.0009071749,0.003260544,0.002883991,0.00200939,0.001029559],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008105074,"about_ca_system_score_gemma":0.000838374,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002681446,"about_ca_topic_score_gemma":0.0001770631,"domain_scores_codex":[0.9979066,0.0008971968,0.0001120723,0.0002590012,0.0005848306,0.0002403621],"domain_scores_gemma":[0.9913695,0.005200047,0.0008090322,0.001512932,0.0006619417,0.000446511],"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":[0.000703877,0.000146703,0.001885349,0.0001826586,0.00009257129,0.0003574119,0.00007644692,0.3490754,0.004202596,0.5371363,0.007025357,0.09911536],"study_design_scores_gemma":[0.00007891353,0.000200523,0.0007723846,0.0000712168,0.00003190403,0.0003403284,0.0000342134,0.6128148,0.002808036,0.3788674,0.003957475,0.00002288087],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1525305,0.0007995084,0.7877264,0.001939755,0.0002329495,0.0001283736,0.0006532595,0.0003272176,0.05566205],"genre_scores_gemma":[0.9052243,0.0004939832,0.07838051,0.0002281,0.0002343195,0.0001534752,0.0004395625,0.0001401792,0.01470574],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01121887,"threshold_uncertainty_score":0.0375309,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0460514299045006,"score_gpt":0.328856010348776,"score_spread":0.2828045804442754,"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."}}