{
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 "@type": "DefinedTerm",
 "@id": "https://wulfkaal.github.io/entities/risk-profile",
 "identifier": "kaal:entity:risk-profile",
 "name": "Risk profile",
 "termCode": "risk-profile",
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  "@id": "https://wulfkaal.github.io/entities/index.json"
 },
 "author": {
  "@type": "Person",
  "name": "Wulf A. Kaal",
  "identifier": "https://orcid.org/0000-0003-0757-275X"
 },
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   "value": 3
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   "value": [
    "2016",
    "2019"
   ]
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 ],
 "subjectOf": [
  {
   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2811729-026",
   "identifier": "kaal:claim:2811729-026",
   "text": "Because unconstrained mutual funds share investment strategy and risk attributes with private funds, the average unconstrained fund's risk profile is substantially more complex and generally involves more risk than the average mutual fund, and is closer to that of a private fund.",
   "abstract": "Because of these shared investment strategy and risk attributes, the average UMF's risk profile is substantially more complex, and generally involves more risks, than the average mutual fund, and is rather more similar to that of a private fund.",
   "citation": "Wulf A. Kaal, Unconstrained Mutual Funds and Retail Investor Protection (2016). SSRN: https://ssrn.com/abstract=2811729",
   "datePublished": "2016",
   "claim_type": "mechanism",
   "confidence": "argued",
   "is_failure_mode": false,
   "scope_conditions": [
    "comparison of the sample funds against average mutual funds and private funds"
   ],
   "source_pdf_sha256": "0877b0a076f2614559cb0b1a736f73401cecbee7cfe014da6e36709208e92a74",
   "status": "current"
  },
  {
   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/2811729-028",
   "identifier": "kaal:claim:2811729-028",
   "text": "Existing evidence about risk-shifting by the average derivative-using mutual fund is less relevant to unconstrained mutual funds, because their derivative use is closer to that of a typical private fund.",
   "abstract": "show that derivative use by UMFs is closer to that of a typical private fund, which may mean that the absence of evidence on risk-shifting by the average mutual fund that engages in derivatives transactions is less relevant.",
   "citation": "Wulf A. Kaal, Unconstrained Mutual Funds and Retail Investor Protection (2016). SSRN: https://ssrn.com/abstract=2811729",
   "datePublished": "2016",
   "claim_type": "mechanism",
   "confidence": "argued",
   "is_failure_mode": false,
   "scope_conditions": [
    "unconstrained mutual funds whose derivative use resembles private fund practice"
   ],
   "source_pdf_sha256": "0877b0a076f2614559cb0b1a736f73401cecbee7cfe014da6e36709208e92a74",
   "status": "current"
  },
  {
   "@type": "Claim",
   "@id": "https://wulfkaal.github.io/claims/3409548-007",
   "identifier": "kaal:claim:3409548-007",
   "text": "Machine learning improves portfolio diversification by searching for instruments that are uncorrelated with each other and that still match the requirements of the target risk profile.",
   "abstract": "ML can help in accurate portfolio diversification by looking for uncorrelated instruments that match requirements of the risk profile.",
   "citation": "Kaal, Financial Technology and Hedge Funds (2019). SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3409548",
   "datePublished": "2019",
   "claim_type": "mechanism",
   "confidence": "asserted",
   "is_failure_mode": false,
   "scope_conditions": [
    "portfolio construction against a defined risk profile"
   ],
   "source_pdf_sha256": "74227ab2656b06bfe4a29c942fc2ba26df9f476917e0a9f85ec038b8c3402c40",
   "status": "current"
  }
 ],
 "description": "3 claims in the published works of Wulf A. Kaal carry the concept tag 'risk-profile'. Derived node: a roster, not an adjudicated definition."
}