{"id":"W4415440614","doi":"10.54254/2754-1169/2025.bl28454","title":"The Effect of Constraint on Portfolio Construction Using the Index Model","year":2025,"lang":"","type":"article","venue":"Advances in Economics Management and Political Sciences","topic":"Financial Reporting and Valuation Research","field":"Business, Management and Accounting","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Efficient frontier; Constraint (computer-aided design); Portfolio; Portfolio optimization; Sharpe ratio; Index (typography); Limit (mathematics); Asset (computer security)","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":[0.003516892,0.0006305355,0.0009713225,0.0005463212,0.0004847266,0.002587596,0.00118012,0.0009199787,0.002666692],"category_scores_gemma":[0.01891655,0.0003648034,0.0006340294,0.001001224,0.000979312,0.00295262,0.001404513,0.001107011,0.000240208],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001134876,"about_ca_system_score_gemma":0.001518261,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004908749,"about_ca_topic_score_gemma":0.002308148,"domain_scores_codex":[0.9984562,0.0007533936,0.00006878911,0.0002249903,0.0002946465,0.0002020411],"domain_scores_gemma":[0.9906361,0.006389387,0.001189817,0.001152076,0.0003636083,0.0002690348],"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":[0.0002968289,0.00005529396,0.006438361,0.00005479124,0.00006866622,0.000165298,0.00005799019,0.9559546,0.001888876,0.02428702,0.000402525,0.01032974],"study_design_scores_gemma":[0.00004776581,0.0001889369,0.00343358,0.00002012668,0.00003314284,0.00008301905,0.00005897733,0.9797349,0.001702222,0.01403398,0.0006342889,0.00002906624],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8543385,0.0003286593,0.1289056,0.0005129444,0.00002661687,0.00009710038,0.0003248337,0.0001905328,0.01527526],"genre_scores_gemma":[0.9878187,0.0001160118,0.01091904,0.00005453369,0.000008975694,0.00004395658,0.000126332,0.00003036756,0.0008821203],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004908749,"threshold_uncertainty_score":0.01859933,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02188925457310102,"score_gpt":0.3352690944684429,"score_spread":0.3133798398953419,"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."}}