Reference health
Tracking Problems, Hedge Fund Replication and Alternative Beta
19/19 checkable references clean · checked 2026-08-28
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.
15 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 19 checked references that resolve
resolves10.2139/ssrn.238708
Performance Evaluation of Hedge Funds with Option-Based and Buy-and-Hold Strategies
resolves10.1109/78.978374
A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking
resolves10.1111/1467-9868.00391
Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution
resolves10.1093/rfs/10.2.275
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.1016/j.jempfin.2011.04.001
The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds
resolves10.1086/296137
On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts
resolves10.3150/07-bej6150
Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
resolves10.1109/icassp.2005.1416456
Particle Methods for Optimal Filter Derivative: Application to Parameter Estimation
resolves10.3182/20080706-5-kr-1001.00675
Parameter Estimation for Discrete-Time Nonlinear Systems Using EM
The 15 references without a DOI — listed, not checked
no DOI — not checkedEvidence of predictability in hedge fund returns
no DOI — not checkedref4
no DOI — not checkedref5
no DOI — not checkedHedge fund performance 1990-2000: Do the "money machines" really add value?
no DOI — not checkedOn the use of particle ltering for maximum likelihood parameter estimation
no DOI — not checkedref10
no DOI — not checkedHedge fund replication strategies: Implications for investors and regulators
no DOI — not checkedref19
no DOI — not checkedReplication and evaluation of funds of hedge funds returns
no DOI — not checkedFiltering via simulation: Auxiliary particle lters
no DOI — not checkedMaximum likelihood parameter estimation in general state-space models using particle methods
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref31
no DOI — not checkedAsset allocation: management style and performance measurement
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carried a retraction notice at that time. It says nothing about the quality, findings,
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