{"id":"W4391542539","doi":"10.3390/risks12020033","title":"Robust Portfolio Optimization with Environmental, Social, and Corporate Governance Preference","year":2024,"lang":"en","type":"article","venue":"Risks","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Corporate governance; Preference; Portfolio; Portfolio optimization; Business; Robust optimization; Economics; Microeconomics; Mathematical optimization; Finance; Mathematics","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":[0.0005027947,0.0001483416,0.0001739847,0.0000909413,0.0001932748,0.0004970971,0.0001906764,0.00008398634,0.000620709],"category_scores_gemma":[0.00004809946,0.0001038414,0.00003312106,0.0005077687,0.0001428977,0.0006214792,0.00005934257,0.0001251738,0.0001122721],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003641398,"about_ca_system_score_gemma":0.00006038633,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004662795,"about_ca_topic_score_gemma":0.00001420991,"domain_scores_codex":[0.9982554,0.00006684706,0.000317121,0.0004926372,0.000693175,0.0001747752],"domain_scores_gemma":[0.9992942,0.0001069761,0.0002573715,0.0002249444,0.00003942475,0.00007710768],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001010212,0.00007983403,0.07939467,0.0000119925,0.00005171083,0.00008637497,0.0009673189,0.7290001,0.00007359623,0.005916895,0.03522357,0.1490929],"study_design_scores_gemma":[0.0005352012,0.0002016083,0.1873981,0.00006577658,0.00008401962,0.00007333126,0.000420112,0.7585526,0.0002195119,0.0050439,0.04682683,0.0005790612],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5047137,0.005032902,0.4692934,0.0009652603,0.0005608846,0.0005821203,0.0002053809,0.0002544801,0.01839189],"genre_scores_gemma":[0.9836764,0.005486711,0.006726643,0.00006892122,0.00008730117,0.0000131936,0.0000309832,0.00002075256,0.003889149],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4789626,"threshold_uncertainty_score":0.6796328,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2841723003494853,"score_gpt":0.3397469286501125,"score_spread":0.0555746283006272,"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."}}