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Portfolio Optimization of Hedge Funds in a Downside Risk Framework (Optimisation de Portefeuille des Hedge Funds dans le cadre du Downside Risk)

https://doi.org/10.2139/ssrn.1297195
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13/13 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 13 checked references that resolve
resolves10.3905/jai.2007.688991
Building a Hedge Fund Portfolio with Kurtosis and Skewness
resolves10.1057/jdhf.2008.14
Hedge funds and higher moment portfolio selection
resolves10.3905/jai.2002.319053
The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors
resolves10.1016/j.iref.2005.03.003
Mean-semivariance behavior: Downside risk and capital asset pricing
resolves10.3905/jwm.2006.644221
Optimal Portfolio Allocation Using Funds of Hedge Funds
resolves10.2469/faj.v47.n5.28
Asset Allocation in a Downside-Risk Framework
resolves10.3905/jai.2008.705529
The Impact of Non-normality Risks and Tactical Trading on Hedge Fund Alphas
resolves10.3905/jai.2003.319088
Asymmetric Returns and Optimal Hedge Fund Portfolios
resolves10.1111/j.1468-5957.2007.02054.x
The Effect of Shortfall as a Risk Measure for Portfolios with Hedge Funds
resolves10.2139/ssrn.1237322
Portfolio Optimization in a Downside Risk Framework (Optimisation De Portefeuille Dans Le Cadre Du Downside Risk)
resolves10.1016/j.jbankfin.2005.04.016
Efficient fund of hedge funds construction under downside risk measures
resolves10.1016/s0167-4870(00)00004-0
Lower partial moments as measures of perceived risk: An experimental study
resolves10.1016/j.joep.2007.07.001
The risk perceptions of individual investors
The 5 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref6
no DOI — not checkedPortfolio selection
no DOI — not checkedref13
no DOI — not checkedThe asymmetric impact of volatility risk of hedge fund returns
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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