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Asset location and allocation with multiple risky assets

2004· article· en· W13641149 on OpenAlexaboutno aff
Ashraf Al Zaman

Bibliographic record

VenueJournal of applied physiology · 2004
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinancial Literacy, Pension, Retirement Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsTaxable incomeAsset allocationActuarial scienceZhàngAsset (computer security)BondEconomicsWork (physics)BusinessFinanceAccountingPolitical scienceComputer scienceEngineeringLawComputer security

Abstract

fetched live from OpenAlex

Most working adults have access to a taxable brokerage account (TBA) and a tax deferred retirement account (TDRA). According to the existing literature, taxable bonds should be located in the TDRA, while equities should be located in the TBA due to the tax treatments of these accounts. If borrowing is not allowed mixed holdings can be optimal in either account but not in both simul-taneously. But if borrowing is allowed all the wealth in the TDRA should be I am extremely grateful to Mike Cli and John J. McConnell for their continuous guidance and support. Thanks to John M. Barron and C. D. Aliprantis for their helpful comments. I would also like to thank the seminar participants at Krannert Graduate School of Management for their valuable suggestions. Thanks to Chester S. Spatt and Harold H. Zhang for their helpful suggestions and comments. Comments of all the participants of the Asset Allocation and Mortality Conference at the Fields Institute, Toronto, helped me in improving the layout and content of this work. 1 allocated to bonds. Unfortunately, the empirical ndings are at odds with the

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.024
Threshold uncertainty score0.079

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.012
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0030.004
Open science0.0010.003
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0240.002

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.007
GPT teacher head0.207
Teacher spread0.200 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2004
Admission routes1
Has abstractyes

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