{"id":"W4377834536","doi":"10.2139/ssrn.4452742","title":"Risk Budgeting Allocation for Dynamic Risk Measures","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Actuarial science; Business; Economics; Risk analysis (engineering)","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":[0.003812065,0.001558191,0.001503128,0.001322949,0.0004488253,0.003336019,0.001568138,0.001353255,0.008458199],"category_scores_gemma":[0.01184903,0.0007429856,0.0007025218,0.001373134,0.0008397144,0.003160205,0.001754839,0.001890078,0.000822747],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002577906,"about_ca_system_score_gemma":0.001635288,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001603387,"about_ca_topic_score_gemma":0.0009816496,"domain_scores_codex":[0.9976852,0.001030344,0.0001025533,0.0003013233,0.0005008331,0.0003798375],"domain_scores_gemma":[0.9979185,0.001151819,0.000231177,0.0002207733,0.000305386,0.0001723084],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002066042,0.0001167985,0.0004316803,0.0001996994,0.00006705436,0.00008254815,0.00009487217,0.6801815,0.002024889,0.2350926,0.002646291,0.07885543],"study_design_scores_gemma":[0.0000526557,0.0001689436,0.0004681823,0.00008534078,0.00004477227,0.00008112902,0.00004728249,0.8494908,0.000850772,0.1440635,0.00462362,0.00002308643],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03663201,0.001128934,0.9287999,0.0008298189,0.0001051604,0.000197546,0.0001557284,0.0001748279,0.03197604],"genre_scores_gemma":[0.8340348,0.001464802,0.1436765,0.0001468309,0.000161095,0.0004081364,0.0002576036,0.0001700968,0.01968013],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008458199,"threshold_uncertainty_score":0.02829552,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03077382725685985,"score_gpt":0.3478135359005271,"score_spread":0.3170397086436673,"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."}}