{"id":"W4229448826","doi":"10.33423/jabe.v24i2.5144","title":"Generalizing the Sharpe Ratio and Infinite Divisibility in Financial Markets","year":2022,"lang":"en","type":"article","venue":"Journal of Applied Business and Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Sharpe ratio; Economics; Bond; Econometrics; Investment (military); Fixed income; Divisibility rule; Financial economics; Value (mathematics); Mathematics; Statistics; Finance; Combinatorics","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":[0.007228201,0.001097425,0.0008945296,0.0028474,0.0004301118,0.002902159,0.001684168,0.001485376,0.002398502],"category_scores_gemma":[0.05100711,0.0005338516,0.001629659,0.001779466,0.004334717,0.008524165,0.002171122,0.003286791,0.0004523158],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001147479,"about_ca_system_score_gemma":0.0005626254,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001476422,"about_ca_topic_score_gemma":0.0006585682,"domain_scores_codex":[0.9983066,0.0004983617,0.000136663,0.0004760542,0.0004269761,0.000155339],"domain_scores_gemma":[0.9837502,0.01072922,0.002132026,0.002261628,0.0007759792,0.0003509497],"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":[0.00006025554,0.00006581398,0.00663486,0.0001661435,0.0001017565,0.0005287999,0.0004261087,0.06863339,0.002836434,0.8880327,0.001504668,0.03100906],"study_design_scores_gemma":[0.00002351529,0.00007435253,0.004900748,0.00003855196,0.00002307881,0.0004738028,0.00007024461,0.1599425,0.0007764584,0.8305233,0.00311366,0.00003980674],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1780765,0.002702423,0.7998247,0.002231334,0.0001527422,0.0001215227,0.0004844124,0.0006411781,0.01576514],"genre_scores_gemma":[0.9403389,0.001731414,0.05414533,0.0004953925,0.0004072385,0.0001060837,0.0002776278,0.0001071046,0.002390945],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007228201,"threshold_uncertainty_score":0.03822678,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02303916275714926,"score_gpt":0.1904043408850366,"score_spread":0.1673651781278873,"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."}}