Reference health

Fund-of-Funds Construction by Statistical Multiple Testing Methods

https://doi.org/10.2139/ssrn.1477859
CiteStamped reference-health badge
11/11 checkable references clean · checked 2026-08-29

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.

4 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 11 checked references that resolve
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.2307/2951574
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/ <i>N</i> Portfolio Strategy?
resolves10.1111/j.1540-6261.1981.tb04891.x
Performance Hypothesis Testing with the Sharpe and Treynor Measures
resolves10.1016/j.jfineco.2005.12.009
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
resolves10.1016/s0927-5398(03)00007-0
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
resolves10.3905/jpm.2004.110
Honey, I Shrunk the Sample Covariance Matrix
resolves10.1016/j.jempfin.2008.03.002
Robust performance hypothesis testing with the Sharpe ratio
resolves10.2469/faj.v58.n4.2453
The Statistics of Sharpe Ratios
resolves10.1017/s0266466608080171
FORMALIZED DATA SNOOPING BASED ON GENERALIZED ERROR RATES
resolves10.1111/j.1468-0262.2005.00615.x
Stepwise Multiple Testing as Formalized Data Snooping
The 4 references without a DOI — listed, not checked
no DOI — not checkedFunds of Hedge Funds, chapter Simple hedge fund strategies as an alternative to funds of funds: evidence from large-cap funds
no DOI — not checkedref5
no DOI — not checkedFunds of Hedge Funds, chapter Quantitative hedge fund selection for funds of funds
no DOI — not checkedPerformance hypothesis testing with the Sharpe Ratio
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 2026-08-29 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

view as graph · paper page

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.1477859"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1477859/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.1477859/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.1477859)