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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 Models

Sharpe (1964)

Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. Journal of Finance, 19(3), 425–442.

Why it matters

Introduces the market beta concept that remains useful but insufficient for total risk attribution.

Read at publisher ↗All references
← Carhart (1997)Factor Models · 1 / 3Fama et al. (1993) →
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