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Record W3124647184 · doi:10.1111/jori.12025

Dynamic risk management

2015· article· en· W3124647184 on OpenAlex
Diego Amaya, Geneviève Gauthier, Thomas‐Olivier Léautier

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

VenueToulouse 1 Capitole Publications (Université Toulouse I Capitole) · 2015
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicRisk Management in Financial Firms
Canadian institutionsUniversité du Québec à Montréal
Fundersnot available
KeywordsCapital structureLeverage (statistics)DividendCapital callCash flowOperating leverageMonetary economicsCost of capitalEconomicsBusinessFinanceInvestment (military)Dividend policyFinancial economicsMicroeconomicsEconomic capitalDebtComputer scienceProfit (economics)

Abstract

fetched live from OpenAlex

This article develops a dynamic risk management model to determine a firm's optimal risk management strategy. This strategy has two elements. First, for low-leverage values, the firm fully hedges its operating cash flow exposure, due to the convexity of its cost of capital. When leverage exceeds a very high threshold, the firm gambles for resurrection and stops hedging. Second, the firm manages its capital structure through dividend distributions and investment. When leverage is low, the firm replaces depreciated assets, fully invests in opportunities if they arise, and distribute dividends, all of these together to achieve its optimal capital structure. As leverage increases, the firm stops paying dividends, while fully investing. After a certain leverage, the firm also reduces investment until it stops investing completely. The model predictions are consistent with empirical observations

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)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Scholarly communication, Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.483
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0020.004
Science and technology studies0.0010.000
Scholarly communication0.0010.004
Open science0.0020.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.008

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 head0.014
GPT teacher head0.202
Teacher spread0.188 · 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