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Portfolio Theory as a Pattern of Timeless Moments

https://doi.org/10.2139/ssrn.2254244
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23/23 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.

58 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 23 checked references that resolve
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Portfolio Management and the Capital Asset Pricing Model
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<i>Fractals, Chaos, Power Laws: Minutes from an Infinite Paradise</i>
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Zipf plots and the size distribution of firms
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Top row from the left: Knock in in Silkworm, see Daimon <i>et al</i>., 14–25. Knock out in Xenopus laevis, see Suzuki <i>et al</i>., 108–114. Knock out in zebrafish, see Kawahara <i>et al</i>., 26–33. Knock out in medaka, see Kinoshita <i>et al</i>., 98–107. Middle row: Schematic drawings of the principal mechanisms of Genome editing by Zinc‐finger nucleases method, TAL effector nucleases method and CRISPR/Cas method, see Mashimo, 46–52, and Mashiko <i>et al</i>., 122–129. Bottom row from the left: Knock out in sea urchin, see Hosoi <i>et al</i>., 92–97. Knock out in rat,see Mashimo, 46–52. Transgenic marmoset, see Kishi <i>et al</i>., 53–62. Gene editing mediated by CRISPR/Cas method, see Mashiko <i>et al</i>., 122–129.
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Uncertainty
resolves10.2139/ssrn.2254244
Portfolio Theory as a Pattern of Timeless Moments
resolves10.2139/ssrn.2506690
Size Matters, Book Value Does Not! The Fama-French Empirical CAPM Revisited
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The Behavior of Stock-Market Prices
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The 58 references without a DOI — listed, not checked
no DOI — not checkedFor empirical evidence supporting this dictum, see Jeeman Jung & Robert J. Shiller, Samuelson's Dictum and the Stock Market
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no DOI — not checkedThe Capital Asset Pricing Model
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no DOI — not checkedFor a glimpse at the calculation and application of exceedance probability curves, the casualty insurance industry's analog of VaR, see Patricia Grossi, Howard Kunreuther & Don Windeler, An Introduction to Catastrophe Models and Insurance
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no DOI — not checkedpdf) (demonstrating that scaling by the square root of time systematically overestimates volatility over long time horizons when risk factors follow a GARCH(1,1) [generalized autoregressive conditional heteroskedasticity] process). The absence of "immediate alternatives to square-root of time scaling" has led the Basel Committee on Banking Supervision to acknowledge "the practical usefulness of square-root of time scaling" in spite of these theoretical limitations. Basel Committee on Banking Supervision, Messages from the Academic Literature on Risk Measurement for the Trading Book
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no DOI — not checkedThe Graduation of Income Distributions
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no DOI — not checkedSzilard P�fka & Imre Kondor, Evaluating the RiskMetrics Methodology in Measuring Volatility and Value-at-Risk in Financial Markets
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no DOI — not checkedThe Economics of Tail Events with an Application to Climate Change, 5 REV
no DOI — not checked208 The literal end of the world is not too far fetched. We must now accept the nonzero probability of catastrophic climate change. 209 The geologic record shows that the annual risk of a collision with an asteroid or comet at least 10 kilometers in diameter, of the sort found at the Cretaceous/Tertiary boundary and "credited" with ending the Mesozoic Era of geologic history
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no DOI — not checkedThe Variation of Certain Speculative Prices, 36
no DOI — not checkedMandelbrot and the Stable Paretian Hypothesis, 36
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no DOI — not checkedOn nonparametric methods for testing departures from the central limit theorem's assumption of independent and identically distributed random variables, see generally SIDNEY
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no DOI — not checkedUse of Ranks in One-Criterion Variance Analysis, 47
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