{"id":"W4386579988","doi":"10.2139/ssrn.4566414","title":"The CAPM, APT, and PAPM","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Domtar (Canada); Occupational Cancer Research Centre","funders":"","keywords":"Business","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":[0.003169546,0.0006981339,0.001010189,0.004460039,0.002259074,0.009751517,0.001606907,0.004518409,0.05411537],"category_scores_gemma":[0.05775622,0.0005157475,0.0006635579,0.005617138,0.00305775,0.007336799,0.003890731,0.00531551,0.01652355],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002998395,"about_ca_system_score_gemma":0.004073048,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004098551,"about_ca_topic_score_gemma":0.003736244,"domain_scores_codex":[0.9970817,0.001107688,0.0001318892,0.0004934483,0.0009877473,0.0001974186],"domain_scores_gemma":[0.984083,0.00594028,0.001220153,0.002761388,0.00470899,0.001286101],"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":[0.00007522094,0.00004821436,0.002493073,0.0001844923,0.00002964163,0.000096495,0.0001872162,0.00135737,0.00005494408,0.4800231,0.3851492,0.1303009],"study_design_scores_gemma":[0.00005659844,0.00004438042,0.004078585,0.0006531302,0.00006224155,0.0004169254,0.0003562727,0.01221209,0.0004399492,0.4780147,0.5035968,0.00006823847],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.01166139,0.03032717,0.02465988,0.2257665,0.01622311,0.00007777417,0.002525877,0.0006221396,0.6881362],"genre_scores_gemma":[0.5761406,0.03816151,0.03073897,0.03265134,0.02775094,0.0006126407,0.003000811,0.001044445,0.2898987],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.05411537,"threshold_uncertainty_score":0.181034,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01534445818169488,"score_gpt":0.2004908146299069,"score_spread":0.185146356448212,"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."}}