{"id":"W3205897647","doi":"10.3390/jrfm14100477","title":"Multi-Asset Value Payoff: Is Recent Underperformance Cyclical?","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Portfolio; Stochastic game; Inflation (cosmology); Asset (computer security); Financial economics; Emerging markets; Monetary economics; Business cycle; Value (mathematics); Financial crisis; Microeconomics; Macroeconomics","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":[0.00263693,0.0001718756,0.0004571017,0.001233524,0.0003705591,0.002807123,0.0006952331,0.0009713669,0.003022681],"category_scores_gemma":[0.01954171,0.0001420835,0.0002641061,0.001583452,0.0009812298,0.002618854,0.001202729,0.001003397,0.000485476],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008043821,"about_ca_system_score_gemma":0.0004622783,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002796785,"about_ca_topic_score_gemma":0.002222889,"domain_scores_codex":[0.9991848,0.000113214,0.00008840271,0.0002432713,0.0002057384,0.0001645761],"domain_scores_gemma":[0.9873129,0.002007766,0.007388427,0.001096768,0.001216031,0.0009781016],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002583124,0.00009366238,0.8262368,0.0001165385,0.0002109475,0.0006059089,0.001243292,0.003775687,0.002838862,0.03369408,0.002461368,0.1284644],"study_design_scores_gemma":[0.000009294667,0.0001518103,0.9556267,0.00006810699,0.00005595136,0.0005033709,0.0005990864,0.006521548,0.0007498106,0.02899329,0.006680969,0.00004004754],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9770679,0.001947922,0.00507372,0.004701508,0.00009022518,0.00002177656,0.0006169002,0.00006637122,0.01041362],"genre_scores_gemma":[0.9984568,0.0002879766,0.0002507057,0.0001237349,0.00007927314,0.000004167602,0.0001900779,0.00001020725,0.0005969889],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003022681,"threshold_uncertainty_score":0.01394558,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02295264108785448,"score_gpt":0.2200579166586887,"score_spread":0.1971052755708342,"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."}}