{"id":"W4412464337","doi":"10.1017/asb.2025.10055","title":"Multi-asset return risk measures","year":2025,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Actuarial science; Econometrics; Economics; Business; Financial economics","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":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.002864564,0.0001423272,0.0002273953,0.0002676085,0.0002510544,0.0002303568,0.0005725191,0.0001076398,0.0011886],"category_scores_gemma":[0.008015211,0.0001065976,0.0001073628,0.0007708435,0.000072161,0.00005122088,0.0001196924,0.0002030898,0.00195459],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002002631,"about_ca_system_score_gemma":0.00006930617,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001876407,"about_ca_topic_score_gemma":0.00006427294,"domain_scores_codex":[0.9976485,0.0003681212,0.0005577696,0.0004610516,0.0007235755,0.0002409176],"domain_scores_gemma":[0.9978011,0.0009358953,0.0002351977,0.0005876538,0.0003607069,0.00007942261],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00003578354,0.00004854394,0.1991591,8.995792e-7,0.00001632588,0.000006039571,0.0001492298,0.001877605,0.00009937381,0.0002660281,0.6563399,0.1420012],"study_design_scores_gemma":[0.0003987577,0.00001733003,0.09762246,0.00001368498,0.00001674414,0.000001907981,0.0001294157,0.004767652,0.0003153382,0.001515283,0.8950816,0.0001198506],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1553387,0.002792233,0.6565134,0.02627799,0.004203625,0.0009797832,0.0001350881,0.000516927,0.1532423],"genre_scores_gemma":[0.8960287,0.0008750315,0.03922128,0.0009928561,0.0001326927,0.00002363479,0.00001374469,0.000017133,0.06269494],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.74069,"threshold_uncertainty_score":0.9997244,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05846956612984249,"score_gpt":0.3587901099628513,"score_spread":0.3003205438330088,"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."}}