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Record W4389739947 · doi:10.3905/jpm.2023.1.574

Group Investing

2023· article· en· W4389739947 on OpenAlexaff
Jarrod W. Wilcox, Stephen Satchell

Bibliographic record

VenueThe Journal of Portfolio Management · 2023
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicCorporate Governance and Law
Canadian institutionsTrinity College
Fundersnot available
KeywordsGroup (periodic table)BusinessEconomicsChemistry

Abstract

fetched live from OpenAlex

Group investment decisions confront the challenge of meeting diverse needs. Existing practice seems to be mostly ad hoc. Even where model based, it may be too complex or idealistic to be implemented. This article proposes an extension to the expected utility framework for simplified group asset allocation. The authors’ approach combines utility functions using positive linear weights, accommodating variations in risk aversion, tax treatment, allocation frequency, funding risks, and nominal versus inflation-adjusted returns. By incorporating personal portfolios within a portfolio network to be optimized simultaneously with a pooled portfolio, potential conflicts among group members are further reduced. The procedure employs multiple matrixes to represent return probabilities as they affect the ability to safeguard goals as viewed by each individual. Behavioral finance’s goal-based investing is simplified using Rubinstein utility to seek growth while reducing the probability of failure to meet group member goals. For those able to produce financial plans with positive surplus, Rubinstein utility also supports more objectively appropriate risk aversions. The outcome is a practical and rigorous method for strategic group asset allocation.

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)0.002
metaresearch head score (Gemma)0.005
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: Empirical · Consensus signal: none
Teacher disagreement score0.045
Threshold uncertainty score0.149

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.005
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0020.002
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0450.007

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 head0.023
GPT teacher head0.215
Teacher spread0.192 · 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
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
Published2023
Admission routes1
Has abstractyes

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