{"id":"W3186283009","doi":"10.1177/23409444211024645","title":"Window dressing in the Active Share scores in publicly reported portfolios","year":2021,"lang":"en","type":"article","venue":"BRQ Business Research Quarterly","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"European Social Fund; European Regional Development Fund; European Commission","keywords":"Business; Tracking (education); Quarter (Canadian coin); Tracking error; Finance; Monetary economics; Economics; Computer science; Psychology; Artificial intelligence","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001827,0.0001763848,0.000395699,0.0008038438,0.0001995981,0.0007528286,0.0004689032,0.0001357728,0.0004358391],"category_scores_gemma":[0.0009833483,0.000161322,0.00006838693,0.003295665,0.0001870738,0.001120204,0.00006266736,0.0005664916,0.00009551138],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001595325,"about_ca_system_score_gemma":0.0003414107,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006525668,"about_ca_topic_score_gemma":0.005589821,"domain_scores_codex":[0.9974406,0.0001860369,0.000776407,0.0006504343,0.000222211,0.0007243151],"domain_scores_gemma":[0.9985648,0.0001899333,0.0002106022,0.0006294083,0.0003428028,0.00006245768],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002859884,0.001501997,0.5899362,0.0003344676,0.00007560819,0.003890321,0.01035195,0.00004141059,0.0004402444,0.3480673,0.007147318,0.03792728],"study_design_scores_gemma":[0.0006117673,0.00007632058,0.9356087,0.0001358424,0.000001065329,0.00002668231,0.004568213,0.0001182859,0.00004087273,0.0519984,0.00661573,0.0001981014],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9473972,0.0014759,0.00002988941,0.005021543,0.0001881656,0.0004274165,0.00006477489,0.00002100711,0.04537408],"genre_scores_gemma":[0.998704,0.0001704809,0.00006199486,0.0002220279,0.0001371106,0.0001566104,0.00008290781,0.0000239077,0.0004410137],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3456725,"threshold_uncertainty_score":0.9864902,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1370073824051929,"score_gpt":0.3225326314511923,"score_spread":0.1855252490459994,"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."}}