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Record W7096870886

Best Ideas

2005· article· en· W7096870886 on OpenAlexaboutno aff

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Markets and Investment Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsStock (firearms)Stock marketQuarter (Canadian coin)ConvictionInvestment managementStock market index
DOInot available

Abstract

fetched live from OpenAlex

providing us with some of the data used in this study. A very special thanks goes to Tapio Pekkala who was instrumental in producing an earlier version of this paper. All errors and omissions remain our responsibility. Financial support from the Paul Woolley Centre at the LSE is gratefully acknowledged. Best Ideas We examine the performance of stocks that represent managers’“Best ideas.”We …nd that the stock that active managers display the most conviction towards ex-ante, outperforms the market, as well as the other stocks in those managers ’ portfolios, by approximately one to four percent per quarter depending on the benchmark employed. The results for managers ’ other high-conviction investments (e.g. top …ve stocks) are also strong. The other stocks managers hold do not exhibit signi…cant outperformance. This leads us to two conclusions. First, the U.S. stock market does not appear to be e ¢ ciently priced, since even the typical active mutual fund manager is able to identify stocks that outperform by economically and statistically large amounts. Second, consistent with the view of Berk and Green (2004), the organization

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)0.004
metaresearch head score (Gemma)0.047
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.572
Threshold uncertainty score0.000

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.047
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.001
Bibliometrics0.0020.003
Science and technology studies0.0010.001
Scholarly communication0.0060.005
Open science0.0020.003
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.4280.208

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 head0.032
GPT teacher head0.215
Teacher spread0.183 · 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.

Study designNot applicable
Domainnot available
GenreOther

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
Published2005
Admission routes1
Has abstractyes

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