Triple

T18044147
Position Surface form Disambiguated ID Type / Status
Subject Fama–French three-factor model E431728 entity
Predicate extends P1244 FINISHED
Object Capital Asset Pricing Model — NE NERFINISHED

How this triple was built (3 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Capital Asset Pricing Model | Statement: [Fama–French three-factor model, extends, Capital Asset Pricing Model]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07 
Target entity: Capital Asset Pricing Model
Context triple: [Fama–French three-factor model, extends, Capital Asset Pricing Model]
  • A. Black CAPM (zero-beta CAPM)
    Black CAPM (zero-beta CAPM) is an extension of the Capital Asset Pricing Model that allows for asset pricing without a risk-free asset by using a zero-beta portfolio as the benchmark for expected returns.
  • B. Asset Pricing
    Asset Pricing is a highly influential graduate-level textbook in financial economics that develops a unified, modern framework for understanding how assets are valued and risk is priced in financial markets.
  • C. Markowitz
    Markowitz is a locality in what is now Poland that is historically notable as the birthplace of the classical philologist Ulrich von Wilamowitz-Moellendorff.
  • D. modern portfolio theory
    Modern portfolio theory is a foundational financial framework that explains how investors can construct diversified portfolios to maximize expected return for a given level of risk using quantitative optimization.
  • E. Fama–French three-factor model
    The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
  • F. None of above. chosen
  • G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2 Entity disambiguation (via description) gpt-5-mini-2025-08-07 
Target entity: Capital Asset Pricing Model
Target entity description: The Capital Asset Pricing Model is a foundational financial theory that explains the relationship between an asset’s expected return and its systematic risk relative to the overall market.
  • A. Black CAPM (zero-beta CAPM)
    Black CAPM (zero-beta CAPM) is an extension of the Capital Asset Pricing Model that allows for asset pricing without a risk-free asset by using a zero-beta portfolio as the benchmark for expected returns.
  • B. Asset Pricing
    Asset Pricing is a highly influential graduate-level textbook in financial economics that develops a unified, modern framework for understanding how assets are valued and risk is priced in financial markets.
  • C. Markowitz
    Markowitz is a locality in what is now Poland that is historically notable as the birthplace of the classical philologist Ulrich von Wilamowitz-Moellendorff.
  • D. modern portfolio theory
    Modern portfolio theory is a foundational financial framework that explains how investors can construct diversified portfolios to maximize expected return for a given level of risk using quantitative optimization.
  • E. Fama–French three-factor model
    The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
  • F. None of above. chosen

Provenance (2 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69d8b906482481908183315b9ecf9994 completed April 10, 2026, 8:47 a.m.
NER Named-entity recognition batch_69e4bff13f488190993445769551c9c2 completed April 19, 2026, 11:43 a.m.
Created at: April 10, 2026, 10:25 a.m.