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Next filing · Form 10-Q · Q2 2026 · 37 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four BetsNext filing · Form 10-Q · Q2 2026 · 37 daysMethodology Paper · Part III published: The One Manager Skill That PersistsAPI Update · Point-in-Time (PIT) historical commit tracking — securities and funds unifiedAPI Update · ERM3 L3 variance partition — institutional transparency releasePart 3 · The Persistence of Stock-Selection ResidualsPart 1 · One Position, Four Bets
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Academic reference · Factor Zoo and Model Governance

Harvey et al. (2016)

Harvey, C. R., Liu, Y., & Zhu, H. (2016). … and the cross-section of expected returns. Review of Financial Studies, 29(1), 5–68.

Why it matters

Raises the multiple-testing bar for claimed factors and reinforces the need for parsimonious, governed attribution systems.

Read at publisher ↗All references
← Cochrane (2011)Factor Zoo and Model Governance · 2 / 3Hou et al. (2020) →
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