{"id":"W4244860080","doi":"10.2139/ssrn.911512","title":"1/N","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Portfolio; Econometrics; Sharpe ratio; Diversification (marketing strategy); Mean squared error; Benchmark (surveying); Estimation; Statistics; Portfolio optimization; Sample (material); Computer science; Economics; Mathematics; Finance","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":[0.0009039351,0.001099927,0.0008799373,0.00354177,0.001886791,0.004471438,0.001711521,0.002251126,0.8915278],"category_scores_gemma":[0.004647245,0.0002700167,0.001010997,0.001595592,0.001001339,0.00201164,0.003422361,0.001551718,0.8663931],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001743278,"about_ca_system_score_gemma":0.001735895,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002137192,"about_ca_topic_score_gemma":0.00244219,"domain_scores_codex":[0.9989773,0.0001129813,0.00005487575,0.0002658637,0.0003884686,0.0002005614],"domain_scores_gemma":[0.9981604,0.000226611,0.00009059934,0.0004608716,0.0006692355,0.0003923482],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0001524802,0.0001338054,0.0005767559,0.0004149624,0.00002195193,0.0001684453,0.00007237897,0.0001516109,0.002772829,0.01614034,0.6481103,0.3312841],"study_design_scores_gemma":[0.00001776549,0.00002516039,0.0005416665,0.0002884261,0.00001134749,0.0002814128,0.00007022589,0.0001165746,0.0005953601,0.002713381,0.9953301,0.000008631135],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.0007437439,0.0005104623,0.0007690239,0.001503744,0.002038987,0.00007606079,0.0009752188,0.0004806076,0.9929021],"genre_scores_gemma":[0.004828621,0.0007664551,0.0008497557,0.001299561,0.0004205122,0.00009479032,0.001247168,0.000441387,0.9900518],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.8915278,"threshold_uncertainty_score":0,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.010249096321041,"score_gpt":0.1854744684637943,"score_spread":0.1752253721427532,"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."}}