MétaCan
Menu
Back to cohort

<scp>S</scp> harpe, <scp>W</scp> illiam <scp>F</scp> .

2010· other· en· W1495742920 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueEncyclopedia of Quantitative Finance · 2010
Typeother
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsWilfrid Laurier University
Fundersnot available
KeywordsSharpe ratioCapital asset pricing modelPortfolioEconomicsFinancial economicsMicroeconomicsMathematical economics

Abstract

fetched live from OpenAlex

Abstract This is a brief summary of two of the major contributions of William F. Sharpe to modern financial economics. Sharpe developed the Capital Asset Pricing Model (CAPM) which is an equilibrium relationship between the expected return on a security and the expected return on the market portfolio. The CAPM is a cornerstone of modern finance. Sharpe also introduced the Sharpe ratio which is an elegant and compact risk‐adjusted measure of portfolio performance. The Sharpe ratio plays an important theoretical role in modern continuous‐time finance.

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Meta-epidemiology (narrow), Research integrity, Insufficient payload (model declined to judge)
Consensus categoriesMeta-epidemiology (narrow)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.336
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.009
Meta-epidemiology (narrow)0.0020.002
Meta-epidemiology (broad)0.0030.001
Bibliometrics0.0010.001
Science and technology studies0.0000.001
Scholarly communication0.0000.001
Open science0.0020.000
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0000.004

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 head0.027
GPT teacher head0.245
Teacher spread0.218 · 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