{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02085868,0.0001472043,0.0002104239,0.0005002025,0.0008646247,0.0002868504,0.0005524365,0.00009648299,0.00001485043],"category_scores_gemma":[0.005724864,0.0001119725,0.000215106,0.001167294,0.00003534208,0.0003775815,0.00003619746,0.0009758499,0.0002743784],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000354223,"about_ca_system_score_gemma":0.001077284,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007492557,"about_ca_topic_score_gemma":0.00127251,"domain_scores_codex":[0.9959985,0.0003781749,0.0006720374,0.0003428172,0.0009954271,0.001613061],"domain_scores_gemma":[0.9974841,0.0007901458,0.0007915957,0.0002936152,0.0005461439,0.00009435299],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00008695674,0.00002276446,0.02629636,6.956859e-7,0.00009429954,8.773496e-7,0.0004042084,0.05548669,0.0001243552,0.008005233,0.002291125,0.9071864],"study_design_scores_gemma":[0.0006335772,0.0002028012,0.01159797,0.000005696284,0.00006637046,0.00005139826,0.002648875,0.1435022,0.0000502351,0.8252699,0.01577947,0.0001915636],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3553804,0.001312774,0.6409238,0.000914131,0.0006373898,0.0002675535,0.0000187923,0.0001075859,0.0004375536],"genre_scores_gemma":[0.940464,0.05459657,0.0009536263,0.00002711709,0.0002682816,0.00001584854,0.00001717018,0.00002709482,0.003630334],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9069949,"threshold_uncertainty_score":0.7229244,"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."}}