{"id":"W4388637845","doi":"10.3390/jrfm16110480","title":"Using the Capital Asset Pricing Model and the Fama–French Three-Factor and Five-Factor Models to Manage Stock and Bond Portfolios: Evidence from Timor-Leste","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Fundação para a Ciência e a Tecnologia","keywords":"Capital asset pricing model; Economics; Financial economics; Bond; Factor analysis; Stock (firearms); Equity (law); Monetary economics; Stock market; Econometrics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005729581,0.0009299824,0.0006370531,0.002211262,0.0006564711,0.0029195,0.0009807103,0.001050673,0.002295862],"category_scores_gemma":[0.01220158,0.0002401576,0.00149559,0.002106238,0.0007910983,0.002092019,0.0008058248,0.001178037,0.0005543005],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001526751,"about_ca_system_score_gemma":0.001020756,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.06102493,"about_ca_topic_score_gemma":0.02950192,"domain_scores_codex":[0.9987091,0.0007178864,0.00005491838,0.0001812448,0.0001474194,0.0001895614],"domain_scores_gemma":[0.9865342,0.009514938,0.002204916,0.0004947364,0.000755146,0.0004960091],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000644178,0.000591441,0.8681737,0.000116514,0.001012182,0.0009076181,0.0007927114,0.0645337,0.0003788749,0.01541997,0.003162222,0.04426697],"study_design_scores_gemma":[0.0001646543,0.0005905608,0.3265736,0.000155553,0.0006556379,0.0003658751,0.001550972,0.649921,0.0004858062,0.01490989,0.004511793,0.0001147392],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.990689,0.001293581,0.004933735,0.0006431892,0.00001994775,0.00002583331,0.0002021252,0.00003175434,0.002160695],"genre_scores_gemma":[0.9968448,0.0006399509,0.001306443,0.00005231798,0.00003691003,0.00001158857,0.0004348627,0.000006944097,0.0006662082],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06102493,"threshold_uncertainty_score":0.1213394,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0643432264062789,"score_gpt":0.243857035665584,"score_spread":0.1795138092593051,"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."}}