{"id":"W4301818976","doi":"10.2139/ssrn.2596796","title":"Downside Variance Risk Premium","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Montréal; Bank of Canada","funders":"","keywords":"Variance risk premium; Downside risk; Risk premium; Variance (accounting); Economics; Econometrics; Volatility risk premium; Business; Financial economics; Volatility (finance); Portfolio; Stochastic volatility; Accounting","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":[0.0007022915,0.000464815,0.0004076225,0.0006075977,0.000204806,0.001496797,0.0003872734,0.001072689,0.01284925],"category_scores_gemma":[0.004271115,0.0002023238,0.0005045088,0.000248716,0.0003632587,0.001234455,0.0007735884,0.001488288,0.001461545],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003764867,"about_ca_system_score_gemma":0.0002986003,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005301484,"about_ca_topic_score_gemma":0.0005030272,"domain_scores_codex":[0.9996337,0.00003367509,0.00001945219,0.00008864746,0.0001419141,0.00008259589],"domain_scores_gemma":[0.9985406,0.0004433323,0.0003448911,0.0002352056,0.0002332313,0.0002027831],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.000711903,0.0006287242,0.09125429,0.0002233682,0.0004150261,0.002560623,0.0003914692,0.05655789,0.05925858,0.5631961,0.02386428,0.2009377],"study_design_scores_gemma":[0.0001104208,0.0006290967,0.2744391,0.0001418906,0.0004268244,0.005798534,0.0003446278,0.2245034,0.0237284,0.4481989,0.02151382,0.0001649187],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.787891,0.001261385,0.08911683,0.004193049,0.0004557999,0.00007718312,0.0009000523,0.001240666,0.1148641],"genre_scores_gemma":[0.9678092,0.0003044665,0.001606994,0.0001494109,0.0002662504,0.000006473295,0.0002564447,0.00004577748,0.02955489],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01284925,"threshold_uncertainty_score":0.04298502,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01287567211829743,"score_gpt":0.212333616880762,"score_spread":0.1994579447624645,"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."}}