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Record W4231493237 · doi:10.1007/978-3-7908-2660-9_4

Literature Review

2004· book-chapter· en· W4231493237 on OpenAlexaff
Erik Lüders

Bibliographic record

VenueZEW economic studies · 2004
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsUniversité Laval
Fundersnot available
KeywordsCapital asset pricing modelOrder (exchange)Asset (computer security)EconomicsStochastic discount factorFinancial economicsInvestment theoryPoint (geometry)Process (computing)Computer scienceFinanceMathematics

Abstract

fetched live from OpenAlex

In the previous chapters we have introduced the pricing kernel and the information process as two elementary processes for the characterization of asset prices We will now review the empirical and theoretical literature on asset pricing The implications for the information process and the pricing kernel will be emphasised The aim of this chapter is to summarise the main empirical and theoretical results in order to point out still open questions in asset pricing and, thus, to clarify the contribution of new theoretical results on the pricing of risky assets which are presented in the following chapters Since the analysis in the following chapters will be theoretical, in the literature review theoretical contributions are emphasised. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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)0.009
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: Review
Teacher disagreement score0.081
Threshold uncertainty score0.270

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.009
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0130.018
Science and technology studies0.0010.001
Scholarly communication0.0030.004
Open science0.0020.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0810.034

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 head0.049
GPT teacher head0.254
Teacher spread0.205 · 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 designNot applicable
Domainnot available
GenreReview

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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