Triple

T9486432
Position Surface form Disambiguated ID Type / Status
Subject John Cochrane E228772 entity
Predicate notableWork P4 FINISHED
Object The Equity Premium in Retrospect
"The Equity Premium in Retrospect" is a highly influential paper by John Cochrane that surveys and analyzes the historical equity premium puzzle and its implications for asset pricing theory.
E802232 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: The Equity Premium in Retrospect | Statement: [John Cochrane, notableWork, The Equity Premium in Retrospect]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: The Equity Premium in Retrospect
Context triple: [John Cochrane, notableWork, The Equity Premium in Retrospect]
  • A. Lucas asset pricing model
    The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
  • B. “Liquidity Preference as Behavior Towards Risk”
    “Liquidity Preference as Behavior Towards Risk” is a seminal 1958 paper by economist James Tobin that reformulates Keynesian liquidity preference theory using modern portfolio theory to explain money demand as a response to risk and uncertainty.
  • 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. Fisherian intertemporal choice theory
    Fisherian intertemporal choice theory is an economic framework, developed by Irving Fisher, that explains how rational individuals allocate consumption and savings over time to maximize lifetime utility given their income, preferences, and interest rates.
  • E. Inequality Reexamined
    Inequality Reexamined is a philosophical and economic work by Amartya Sen that critically analyzes traditional views of inequality and justice through his capabilities approach.
  • 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: The Equity Premium in Retrospect
Triple: [John Cochrane, notableWork, The Equity Premium in Retrospect]
Generated description
"The Equity Premium in Retrospect" is a highly influential paper by John Cochrane that surveys and analyzes the historical equity premium puzzle and its implications for asset pricing theory.
NED2 Entity disambiguation (via description) gpt-5-mini-2025-08-07
Target entity: The Equity Premium in Retrospect
Target entity description: "The Equity Premium in Retrospect" is a highly influential paper by John Cochrane that surveys and analyzes the historical equity premium puzzle and its implications for asset pricing theory.
  • A. Lucas asset pricing model
    The Lucas asset pricing model is a foundational rational expectations framework in macro-finance that explains asset prices through representative-agent intertemporal consumption choices under uncertainty.
  • B. “Liquidity Preference as Behavior Towards Risk”
    “Liquidity Preference as Behavior Towards Risk” is a seminal 1958 paper by economist James Tobin that reformulates Keynesian liquidity preference theory using modern portfolio theory to explain money demand as a response to risk and uncertainty.
  • 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. Fisherian intertemporal choice theory
    Fisherian intertemporal choice theory is an economic framework, developed by Irving Fisher, that explains how rational individuals allocate consumption and savings over time to maximize lifetime utility given their income, preferences, and interest rates.
  • E. Inequality Reexamined
    Inequality Reexamined is a philosophical and economic work by Amartya Sen that critically analyzes traditional views of inequality and justice through his capabilities approach.
  • 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_69ca84730a5081908de282651019bf2f completed March 30, 2026, 2:10 p.m.
NER Named-entity recognition batch_69cd8051303881909566126a2688e41c completed April 1, 2026, 8:30 p.m.
NED1 Entity disambiguation (via context triple) batch_69d12d1326b8819084c6d9490b7a96dc completed April 4, 2026, 3:24 p.m.
NEDg Description generation batch_69d12df73e3c819095f69e2b61989bb1 completed April 4, 2026, 3:27 p.m.
NED2 Entity disambiguation (via description) batch_69d12e6ed8988190bd1f4b6881db5e63 completed April 4, 2026, 3:29 p.m.
Created at: March 30, 2026, 7:55 p.m.