{"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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003517119,0.0002313836,0.0002242495,0.0002533443,0.0003058787,0.0004112826,0.0006031302,0.00008098962,0.00004913461],"category_scores_gemma":[0.0005081296,0.0002066099,0.0001203363,0.0005544386,0.0000430371,0.001712978,0.0001908415,0.00159566,0.001374618],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005801014,"about_ca_system_score_gemma":0.0005750649,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008843346,"about_ca_topic_score_gemma":0.001006032,"domain_scores_codex":[0.996558,0.00002851403,0.0003658702,0.0002877786,0.0005027332,0.002257114],"domain_scores_gemma":[0.9989011,0.00002200086,0.0004914774,0.0003071371,0.0002461059,0.0000321561],"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":[0.0001276092,0.00009924104,0.05783068,0.00001807623,0.0001369871,0.00002261972,0.0000508947,0.0006119347,0.00002293058,0.8804735,0.01726448,0.04334105],"study_design_scores_gemma":[0.0009244086,0.0000440849,0.00456963,0.00001800936,0.0001028235,0.00004123604,0.0004852959,0.0006883368,0.000004881525,0.7512869,0.2415444,0.0002900247],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6284025,0.006143954,0.1032785,0.006657427,0.006433159,0.001050581,0.000004212785,0.0007718953,0.2472577],"genre_scores_gemma":[0.9883102,0.001166114,0.0002603259,0.0007208033,0.005016222,0.0000103355,0.00000644603,0.00005507207,0.004454441],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3599077,"threshold_uncertainty_score":0.9994029,"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."}}