{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003641252,0.001154296,0.001339716,0.0005647393,0.000184625,0.001720938,0.0007333729,0.000973726,0.0009359858],"category_scores_gemma":[0.0096304,0.000441287,0.0007956556,0.00050181,0.001006189,0.001608868,0.00136894,0.0009857847,0.00009276115],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008161736,"about_ca_system_score_gemma":0.0007539737,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001925572,"about_ca_topic_score_gemma":0.0009481925,"domain_scores_codex":[0.9986523,0.0007301127,0.00006271896,0.0002128875,0.0001984016,0.0001435757],"domain_scores_gemma":[0.9957551,0.002886923,0.0008409591,0.0002196433,0.0001561221,0.0001412339],"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":[0.00005552714,0.00005063132,0.00167638,0.00004008856,0.0001132805,0.00009052302,0.00003247095,0.9567842,0.0006891421,0.03339378,0.0001599102,0.006914037],"study_design_scores_gemma":[0.000008203269,0.00003951251,0.0003640131,0.000004503749,0.00001017533,0.00001172418,0.000007578953,0.9861935,0.0001430026,0.01312946,0.00008233811,0.000005929514],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2133949,0.0005591721,0.7814885,0.0004622831,0.00002444593,0.00005886889,0.00008885386,0.00007124047,0.003851795],"genre_scores_gemma":[0.9739502,0.0002264601,0.02421033,0.00005330316,0.0000220338,0.00004422292,0.00006835103,0.00001471808,0.001410301],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003641252,"threshold_uncertainty_score":0.01925701,"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."}}