{"id":"W4366383377","doi":"10.1016/j.jfineco.2023.04.002","title":"Asset holders’ consumption risk and tests of conditional CCAPM","year":2023,"lang":"en","type":"article","venue":"Journal of Financial Economics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Capital asset pricing model; Consumption-based capital asset pricing model; Consumption (sociology); Econometrics; Economics; Equity (law); Asset (computer security); Odds; Financial economics; Logistic regression; 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":[0.009598054,0.0003840493,0.0006523588,0.001113912,0.0004514217,0.001527628,0.001100557,0.001033997,0.008598687],"category_scores_gemma":[0.06777278,0.0002525245,0.000791452,0.001658307,0.001609929,0.002106507,0.001698063,0.001740061,0.0005726817],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000598178,"about_ca_system_score_gemma":0.0005492381,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00432871,"about_ca_topic_score_gemma":0.001652513,"domain_scores_codex":[0.99669,0.00160521,0.0001981207,0.0006018036,0.0004071067,0.0004978186],"domain_scores_gemma":[0.8600228,0.1072198,0.01961756,0.008480894,0.001875199,0.002783692],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001360559,0.0004141354,0.922962,0.0000759039,0.0005395904,0.0004744695,0.0008832959,0.01511126,0.001295561,0.02627628,0.001433233,0.02917373],"study_design_scores_gemma":[0.00008385212,0.0007944162,0.8090141,0.00003529719,0.0001647995,0.000427633,0.0007941992,0.162902,0.001986247,0.0225029,0.001234505,0.00006005124],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9927937,0.00009343667,0.003778652,0.0002664961,0.00001164207,0.00001558732,0.0003916286,0.00003339371,0.002615574],"genre_scores_gemma":[0.9991709,0.00002181286,0.0002403831,0.00001215097,0.00001393498,0.000009888357,0.0002446324,0.000005103379,0.0002811798],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009598054,"threshold_uncertainty_score":0.05076003,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04023199606094847,"score_gpt":0.2324861759298147,"score_spread":0.1922541798688662,"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."}}