Reference health

Computing the Probability of Over-Fitting in the Back-Testing and Optimization of Investment Strategies

https://doi.org/10.2139/ssrn.2308659
CiteStamped reference-health badge
19/19 checkable references clean · checked 2026-08-27

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.

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.

The 19 checked references that resolve
resolves10.2139/ssrn.2326253
The Probability of Backtest Overfitting
resolves10.21314/jor.2012.255
The Sharpe ratio efficient frontier
resolves10.2139/ssrn.2201302
Stop-Outs Under Serial Correlation and 'The Triple Penance Rule'
resolves10.1016/j.jbankfin.2009.02.002
The wandering weekday effect in major stock markets
resolves10.1007/978-3-642-33483-2
Modelling Extremal Events
resolves10.7551/mitpress/11068.001.0001
The Character of Physical Law
resolves10.2139/ssrn.2345489
Backtesting
resolves10.2139/ssrn.2249314
…and the Cross-Section of Expected Returns
resolves10.1021/ci0342472
The Problem of Overfitting
resolves10.1371/journal.pmed.0020124
Why Most Published Research Findings Are False
resolves10.3905/jpm.2011.38.1.110
Event-Driven Trading and the “New News”
resolves10.3905/jai.2004.419601
Measuring Loss Potential of Hedge Fund Strategies
resolves10.1080/14697688.2013.861075
A mixture of Gaussians approach to mathematical portfolio oversight: the EF3M algorithm
resolves10.1119/1.3254017
Drawing an elephant with four complex parameters
resolves10.1007/978-0-387-75953-1
Extreme Values, Regular Variation and Point Processes
resolves10.1111/j.1468-0262.2005.00615.x
Stepwise Multiple Testing as Formalized Data Snooping
resolves10.1257/aer.102.3.477
On the Use of Holdout Samples for Model Selection
resolves10.1002/9781118279724
Design and Analysis of Experiments in the Health Sciences
resolves10.1111/1468-0262.00152
A Reality Check for Data Snooping
The 10 references without a DOI — listed, not checked
no DOI — not checkedRules for ordering uncertain prospects
no DOI — not checkedref8
no DOI — not checkedref12
no DOI — not checkedGive the data to the people
no DOI — not checkedref16
no DOI — not checkedThe statistics of Sharpe ratios, Financial Analysts
no DOI — not checkedref21
no DOI — not checkedref25
no DOI — not checkedComputer Systems That Learn: Classification and Prediction Methods from Statistics
no DOI — not checkedFinancial greed threatens the good name of maths
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 2026-08-27 — 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.2308659"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2308659/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2308659/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2308659)