Skip to content
Research
KnowledgeVisuals
PricingRun a snapshotGet a free API key
Updates
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
Ledger
    • Beyond Active Share
    • Cascade Hedging and the Cost of Interpretability
    • Decile One, Not Ticker by Ticker
    • ERM3 Cascade-Residual Persistence and the Allocator Skill Signal
    • Every Position Has a Level Too
    • RiskModels Quarterly Funds Report — Q1 2026
    • The Industry Beneath the Index
    • When does a spin-off start having returns?
    • Who got NVDA right before it became benchmark exposure?
  • Visuals
    • Concept graph (all)
    • Public glossary
  • Methodology
    • Filing calendar
    • API use-cases
    • Pricing↗
    • About

Academic reference · Factor Models

Fama et al. (1993)

Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3–56.

Why it matters

Establishes the empirical multi-factor lens that motivates decomposing returns beyond the market factor.

Read at publisher ↗All references
← Sharpe (1964)Factor Models · 2 / 3Carhart (1997) →
Get a free API keyRun on your portfolio

RiskModels.org

A research surface for hierarchical orthogonal decomposition, variance attribution, and allocator-grade risk measurement. Operational APIs and developer workflows live at riskmodels.app.

Subscribe to the Quarterly Attribution Review.

Research notes on risk decomposition, fund attribution, 13F filings, and benchmark structure — a few times a quarter.

By registering, you agree to receive technical factor research and API deployment logs. RM-Registry-2026. Privacy Policy.

Sign inHomePrimerWorkspaceResearchKnowledgeConceptsReviewsLedgerReferencesAboutSubscribeMethodology noteOne-pagerAPI docsWeb appContactPrivacyStatusRSS
RiskModelsResearch/Workspace/API