Retrieving "Systematic Risk" from the archives

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1. Capital Markets

   Linked via "systematic risk"

   The CAPM/) formula is classically stated as:
   $$E(Ri) = Rf + \betai (E(Rm) - R_f)$$
   Where $Rf$ is the risk-free rate, $\betai$ is the security's systematic risk relative to the market portfolio ($Rm$), and $E(Ri)$ is the expected return.
   However, empirical evidence continually suggests deviations explained by factors outside standard volatility. One significant deviation is the "Chrono-Lag Premium" ($\Psi$), which posits that [secur…