Triple
T18044389
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | Modern portfolio theory |
E431733
|
entity |
| Predicate | extendedBy |
P9926
|
FINISHED |
| Object |
post–modern portfolio theory
Post–modern portfolio theory is an investment framework that refines traditional portfolio theory by focusing on downside risk and investors’ asymmetric attitudes toward losses versus gains.
|
E1302231
|
NE FINISHED |
How this triple was built (4 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: post–modern portfolio theory | Statement: [Modern portfolio theory, extendedBy, post–modern portfolio theory]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: post–modern portfolio theory Context triple: [Modern portfolio theory, extendedBy, post–modern portfolio theory]
-
A.
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.
-
B.
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.
-
C.
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.
-
D.
intertemporal capital asset pricing model
The intertemporal capital asset pricing model is a financial theory that extends the traditional CAPM by allowing investors to hedge against changes in investment opportunities over multiple time periods.
-
E.
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.
- F. None of above. chosen
- G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg
Description generation
gpt-5.1
Instruction
Generate a one-sentence description of the target entity. You are given a context triple in the form (subject, predicate, object), where the object is the target entity. # Instructions Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. Avoid repeating the information from the triple, unless really essential. # Response Format Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: post–modern portfolio theory Triple: [Modern portfolio theory, extendedBy, post–modern portfolio theory]
Generated description
Post–modern portfolio theory is an investment framework that refines traditional portfolio theory by focusing on downside risk and investors’ asymmetric attitudes toward losses versus gains.
NED2
Entity disambiguation (via description)
gpt-5-mini-2025-08-07
Target entity: post–modern portfolio theory Target entity description: Post–modern portfolio theory is an investment framework that refines traditional portfolio theory by focusing on downside risk and investors’ asymmetric attitudes toward losses versus gains.
-
A.
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.
-
B.
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.
-
C.
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.
-
D.
intertemporal capital asset pricing model
The intertemporal capital asset pricing model is a financial theory that extends the traditional CAPM by allowing investors to hedge against changes in investment opportunities over multiple time periods.
-
E.
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.
- F. None of above. chosen
Provenance (5 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. |
| NED1 | Entity disambiguation (via context triple) | batch_6a0349bb99508190ba6b1f8e4ac2b599 |
completed | May 12, 2026, 3:39 p.m. |
| NEDg | Description generation | batch_6a034b4fd4fc8190bd75aa51a8f3d2d4 |
completed | May 12, 2026, 3:46 p.m. |
| NED2 | Entity disambiguation (via description) | batch_6a034bc081d08190aa29065fdaecc5b2 |
completed | May 12, 2026, 3:48 p.m. |
Created at: April 10, 2026, 10:25 a.m.