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Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM

https://doi.org/10.2139/ssrn.1976082
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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.

10 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 work10.1093/rfs/11.1.0111
The 30 checked references that resolve
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Risks and Portfolio Decisions Involving Hedge Funds
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Heuristic Approach to the Kolmogorov-Smirnov Theorems
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The Persistence of Risk-Adjusted Mutual Fund Performance
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Common risk factors in the returns on stocks and bonds
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Alpha and Performance Measurement: The Effects of Investor Disagreement and Heterogeneity
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A contingent claim approach to performance evaluation
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Market Timing and Mutual Fund Performance: An Empirical Investigation
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On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills
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POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE
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Active Portfolio Management and Positive Alphas: <i>Fact or Fantasy</i>?
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The 10 references without a DOI — listed, not checked
no DOI — not checkedHigh Frequency Trading and Its Impact On Market Quality. Working Paper, Kellog School of Management, Department of Finance
no DOI — not checkedAlpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets
no DOI — not checkedref12
no DOI — not checkedThe Microstructure of the
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no DOI — not checkedBrownian Motion and Stochastic Calculus
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no DOI — not checkedCan Mutual Funds Outguess The Market? Harvard
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. If Crossref’s record marks the work itself retracted, withdrawn, or removed, the badge says so instead of showing clean. 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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