{"id":"W4414304476","doi":"10.1016/j.frl.2025.108420","title":"Mean–variance optimization of terminal wealth and consumption","year":2025,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Western University","funders":"","keywords":"Terminal (telecommunication); Consumption (sociology); Portfolio; Expected utility hypothesis; Portfolio optimization","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":[0.0006839783,0.00007950105,0.0002182897,0.0003088383,0.0001800657,0.00003135816,0.000186996,0.00006067512,0.00002104689],"category_scores_gemma":[0.0001858625,0.00009622621,0.00002901859,0.0005602706,0.0002571083,0.0001331564,0.00007612806,0.0001812382,0.00003782708],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006924341,"about_ca_system_score_gemma":0.00004814384,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001867904,"about_ca_topic_score_gemma":0.000009207041,"domain_scores_codex":[0.9989535,0.000009875192,0.0003683252,0.0003343945,0.00005854132,0.0002753425],"domain_scores_gemma":[0.99938,0.000114657,0.0001500199,0.0002448934,0.00008013867,0.00003031383],"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":[0.00002392054,0.00004128984,0.005098179,0.0001576393,0.000008621121,0.000001218164,0.0001256424,0.0007378979,0.0001783111,0.9898791,0.0008051985,0.002942987],"study_design_scores_gemma":[0.002935878,0.0003034047,0.3589491,0.0008431982,0.00001950862,0.00001653281,0.0001203493,0.09523252,0.0009891326,0.4591647,0.08056493,0.0008607322],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05085708,0.002558846,0.9394712,0.00463491,0.00009782716,0.0003306524,0.0000756248,0.00001593631,0.001957859],"genre_scores_gemma":[0.9800724,0.001560105,0.01736632,0.0004129198,0.00005362956,0.0001594908,0.00001307741,0.0000113592,0.0003506815],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9292153,"threshold_uncertainty_score":0.3923991,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05427547960821306,"score_gpt":0.31728723502944,"score_spread":0.2630117554212269,"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."}}