{"id":"W3213598689","doi":"10.3390/jrfm14110550","title":"Unleveraged Portfolios and Pure Allocation Return","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":"Portfolio; Leverage (statistics); Asset allocation; Rate of return on a portfolio; Econometrics; Stochastic dominance; Portfolio optimization; Efficient frontier; Black–Litterman model; Project portfolio management; Computer science; Post-modern portfolio theory; Modern portfolio theory; Homogeneous; Replicating portfolio; Economics; Microeconomics; Financial economics; Mathematics; Machine learning","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":[0.004582424,0.0006976763,0.000681832,0.001616064,0.0004669073,0.002719772,0.0007822586,0.0009640942,0.002493517],"category_scores_gemma":[0.02178583,0.0003222156,0.0005130415,0.001498766,0.002148991,0.00423043,0.002172456,0.0009406296,0.0003520222],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007388118,"about_ca_system_score_gemma":0.0004048416,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002788717,"about_ca_topic_score_gemma":0.00021592,"domain_scores_codex":[0.9971223,0.001220795,0.0002042254,0.00049649,0.0007053014,0.0002508103],"domain_scores_gemma":[0.9899615,0.00507724,0.002472309,0.001695846,0.0005088428,0.0002841513],"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":[0.0005222177,0.0002215626,0.03002064,0.0002170755,0.0003111169,0.0005485006,0.0005043146,0.1336211,0.01804847,0.6296552,0.0009804477,0.1853493],"study_design_scores_gemma":[0.00005125879,0.0005412846,0.03247493,0.00007723617,0.00007350357,0.0006865882,0.0001581511,0.2428349,0.01074054,0.7085645,0.003702596,0.00009460918],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4494735,0.0009302179,0.5366752,0.0003589493,0.00002845835,0.00004941693,0.0001894923,0.0001823664,0.01211236],"genre_scores_gemma":[0.9651167,0.0002143828,0.03267766,0.00007448388,0.00004624263,0.00004212014,0.0001205571,0.00003623082,0.001671575],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004582424,"threshold_uncertainty_score":0.02423441,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01202525037743696,"score_gpt":0.1913392212649841,"score_spread":0.1793139708875471,"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."}}