{"id":"W4234047826","doi":"10.2139/ssrn.2022751","title":"Conditional Asset Pricing and Momentum","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Capital asset pricing model; Portfolio; Economics; Momentum (technical analysis); Econometrics; Financial economics; Asset (computer security); Point (geometry); Mathematics; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001645717,0.0004254084,0.0006816559,0.0008122392,0.0005315449,0.00306178,0.0005474313,0.001168856,0.01017265],"category_scores_gemma":[0.01920588,0.0003480175,0.0005040658,0.0009131447,0.001828433,0.00674838,0.00107778,0.0022627,0.0004111716],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006889559,"about_ca_system_score_gemma":0.0005747229,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001998557,"about_ca_topic_score_gemma":0.00115863,"domain_scores_codex":[0.9996601,0.0001033219,0.00001773659,0.00007027278,0.00006814469,0.00008030501],"domain_scores_gemma":[0.9926542,0.004592114,0.001045652,0.0005529361,0.000489937,0.0006652239],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001161104,0.00007222807,0.005997279,0.00002192813,0.00003260676,0.0002409056,0.0001356552,0.009245384,0.0004396334,0.9705569,0.001783894,0.01135744],"study_design_scores_gemma":[0.00002390187,0.00002806676,0.005805079,0.00001241903,0.00002239676,0.00019491,0.00006155342,0.0847318,0.0001959451,0.9080928,0.0008085903,0.00002251304],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8310764,0.002526013,0.1165112,0.006633983,0.0003110089,0.0000238815,0.0002502907,0.0002959221,0.0423712],"genre_scores_gemma":[0.9937528,0.0003700925,0.001109989,0.00006955596,0.0001541211,0.000005761607,0.00006817044,0.00001965564,0.004449838],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01017265,"threshold_uncertainty_score":0.03403085,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01608669659005701,"score_gpt":0.2098510901065423,"score_spread":0.1937643935164853,"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."}}