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Next filing · Form 10-Q · Q2 2026 · 37 days
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

Carhart (1997)

Carhart, M. M. (1997). On persistence in mutual fund performance. Journal of Finance, 52(1), 57–82.

Why it matters

Adds momentum to the factor toolkit and demonstrates how apparent skill can be absorbed by systematic exposures.

Read at publisher ↗All references
← Fama et al. (1993)Factor Models · 3 / 3Sharpe (1964) →
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