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Accuracy matters. When we identify an error in a published article, or when a reader brings one to our attention, we correct it and document the change below.

To report an error: corrections@quantdecoded.com

March 2026

Climate Risk & Carbon Premium

Corrected journal attribution for Hsu, Li & Tsou (2023) from Journal of Finance to Review of Financial Studies.

March 2026

Deep Hedging

Corrected author name from "Mancini" to "Teichmann" in body text (Buehler, Gonon, Teichmann & Wood). Reference section already had the correct name.

March 2026

Geopolitical Risk Factor

Corrected journal for Berkman, Jacobsen & Lee (2011) from Journal of Financial Economics to Journal of Financial and Quantitative Analysis.

March 2026

Fama-French Five-Factor Model

Corrected DOI for Novy-Marx (2013) from 10.1016/j.jfineco.2013.01.003 to 10.1016/j.jfineco.2013.04.003.

March 2026

Yield Curve Modeling

Corrected the date and magnitude of the deepest recent yield curve inversion from -107 bps in March 2023 to -108 bps in July 2022.

See our Editorial Policy for how we handle corrections.