Reference health
Behavioral Economics and Asset Pricing
1 of 57 checkable references need attention · checked 2026-08-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
14 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.
References needing attention
does not resolve to a known work10.2307/2284641
The 56 checked references that resolve
resolves10.2307/1907921
Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
resolves10.1016/0304-405x(77)90003-4
Portfolio choice and equilibrium in capital markets with safety-first investors
resolves10.2307/2331138
Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns
resolves10.1016/0022-0531(83)90129-1
A characterization of the distributions that imply mean—Variance utility functions
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.1108/eb022976
Fat Tails, Scaling, and Stable Laws:<i>A Critical Look at Modeling Extremal Events in Financial Phenomena</i>
resolves10.1111/j.1468-5957.1990.tb01197.x
EMPIRICAL COMPARISONS OF DISTRIBUTIONAL MODELS FOR STOCK INDEX RETURNS
resolves10.1111/j.1540-6261.1986.tb02530.x
Positively Weighted Portfolios on the Minimum‐Variance Frontier
resolves10.1287/mnsc.48.8.1074.169
Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
resolves10.1111/j.1540-6261.1965.tb02930.x
SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION*
resolves10.1287/mnsc.26.10.1039
Translation of Gambles and Aspiration Level Effects in Risky Choice Behavior
resolves10.1287/mnsc.27.8.953
Note—Further Tests of Aspiration Level Effects in Risky Choice Behavior
resolves10.2307/1927600
Safety-First and Expected Utility Maximization in Mean-Standard Deviation Portfolio Analysis
resolves10.1016/0304-405X(77)90009-5
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
resolves10.2307/2977928
Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk
The 14 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref12
no DOI — not checkedRules for Ordering Uncertain Prospects
no DOI — not checkedref24
no DOI — not checkedExperimental Tests of the Separation Theorem and the Capital Asset Pricing Model
no DOI — not checkedApproximating Expected Utility by a Function of Mean and Variance
no DOI — not checkedref39
no DOI — not checkedref41
no DOI — not checkedref42
no DOI — not checkedReview of Generalized Expected Utility Theory: The Rank Dependent Model
no DOI — not checkedPortfolio Selection
no DOI — not checkedA note on qualitative results for investment proportions
no DOI — not checkedUtility Theory -Insights into Risk Taking
no DOI — not checkedref70
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.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.1361699"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1361699/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1361699)