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Record W2075451845 · doi:10.1002/mcda.334

A multi‐criterion approach for selecting attractive portfolio

2002· article· en· W2075451845 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

VenueJournal of Multi-Criteria Decision Analysis · 2002
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsUniversité Laval
Fundersnot available
KeywordsSolvencyPortfolioMarket liquidityModern portfolio theoryStock (firearms)Stock marketFinancial marketEconomicsActuarial scienceEconometricsFinancial economicsComputer scienceFinanceEngineering

Abstract

fetched live from OpenAlex

Abstract According to the conventional theory of finance, maximizing return with minimum risk should be a hallmark of every successful investor. However, contrary to the theoretical expectations of the conventional theory, the tests achieved on most financial markets have revealed the existence of other variables. Morever, behavioural aspects, like the investor's attitude to solvency and liquidity, are not taken into consideration. Then the problem of selecting an attractive portfolio is a multi‐criteria issue which should be tackled by using the appropriate techniques. A Multicriterion approach is proposed and applied to the Tunisian Stock Market to select an attractive portfolio. Copyright © 2003 John Wiley & Sons, Ltd.

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)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.852
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

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 head0.108
GPT teacher head0.304
Teacher spread0.197 · 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