{"id":"W3167222715","doi":"10.3390/jrfm14060249","title":"Quantile Risk–Return Trade-Off","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Quantile; Stock (firearms); Economics; Quantile regression; Capital asset pricing model; Econometrics; Financial economics; Trade-off; Portfolio; Stock market; Monetary economics; Statistics; Mathematics; Geography","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003130291,0.0005838795,0.0005346131,0.001026867,0.0001824289,0.00145185,0.0006205492,0.0008599177,0.004497417],"category_scores_gemma":[0.01446618,0.0001936449,0.0007160474,0.001208448,0.0005006056,0.001780775,0.0008423027,0.001205264,0.0005988103],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006424616,"about_ca_system_score_gemma":0.0002529773,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002235693,"about_ca_topic_score_gemma":0.001174464,"domain_scores_codex":[0.9992606,0.0002120009,0.00002976532,0.000135602,0.0001801202,0.0001819213],"domain_scores_gemma":[0.9923176,0.004723078,0.00159789,0.0006599812,0.0004606539,0.0002408225],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.001217172,0.0005016644,0.3651583,0.000296091,0.0008501286,0.001071425,0.0004761305,0.4290871,0.01260004,0.08537173,0.004024907,0.09934533],"study_design_scores_gemma":[0.00006245334,0.000667868,0.4137985,0.0001127375,0.0002037368,0.0007302319,0.0003636167,0.5206909,0.00641747,0.05372643,0.003114464,0.0001116547],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9748492,0.002058924,0.0126442,0.0005313855,0.00002458231,0.00001917319,0.0004126552,0.0001381442,0.009321798],"genre_scores_gemma":[0.9985828,0.0001740368,0.0004934457,0.00004689775,0.00001370527,0.000003716552,0.0001490194,0.00001385843,0.0005224946],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004497417,"threshold_uncertainty_score":0.01655471,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0171319308906768,"score_gpt":0.2136149121984478,"score_spread":0.196482981307771,"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."}}