{"id":"W4379388977","doi":"10.1057/s10713-023-00085-2","title":"An alternative representation of the C-CAPM with higher-order risks","year":2023,"lang":"en","type":"article","venue":"The Geneva Risk and Insurance Review","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Capital asset pricing model; Economics; Downside risk; Econometrics; Risk premium; Financial economics; Order (exchange); Actuarial science; Portfolio; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.002347179,0.0009959589,0.00095775,0.002184919,0.0007457205,0.003984896,0.002606108,0.00312463,0.01400969],"category_scores_gemma":[0.006210523,0.0002537482,0.001363292,0.003229469,0.001686495,0.004653235,0.001367561,0.002928377,0.002505145],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001497107,"about_ca_system_score_gemma":0.001764786,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004319496,"about_ca_topic_score_gemma":0.002442486,"domain_scores_codex":[0.9986199,0.0005611739,0.00009323147,0.0001746885,0.0003862366,0.0001648634],"domain_scores_gemma":[0.9978988,0.0007248172,0.0002206084,0.0003651951,0.0006100239,0.0001805325],"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":[0.000007102969,0.000006509205,0.00005205545,0.00003230886,0.00000693159,0.000035225,0.00002495955,0.003554414,0.00008113242,0.985763,0.004668867,0.005767609],"study_design_scores_gemma":[0.00001351158,0.00002098154,0.000160079,0.00005909248,0.00001183576,0.0001504703,0.00002863426,0.0974205,0.0001167504,0.8802295,0.0217686,0.00002006721],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01477952,0.008546446,0.7991854,0.01119582,0.00270246,0.00008130397,0.0009528808,0.0003820955,0.1621741],"genre_scores_gemma":[0.6353817,0.008287044,0.2502831,0.0036277,0.006109269,0.0004224039,0.001283203,0.0005235988,0.09408204],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01400969,"threshold_uncertainty_score":0.04686707,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07397271958996615,"score_gpt":0.2912721878476607,"score_spread":0.2172994682576946,"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."}}