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Alternative Indexierung Am Deutschen Aktienmarkt (Alternative Indexation on the German Stock Market)

https://doi.org/10.2139/ssrn.2536411
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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.

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 19 checked references that resolve
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Fundamental Indexation
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.3905/jpm.2007.698039
The Volatility Effect
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.3905/jpm.2006.661366
Minimum-Variance Portfolios in the U.S. Equity Market
resolves10.3905/jpm.2008.35.1.40
Toward Maximum Diversification
resolves10.1111/1468-2362.00072
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.2139/ssrn.1960510
Risikofaktoren und Multifaktormodelle für den Deutschen Aktienmarkt (Risk Factors and Multi-Factor Models for the German Stock Market)
resolves10.3905/jpm.1991.409335
The efficient market inefficiency of capitalization–weighted stock portfolios
resolves10.2139/ssrn.647001
Cap-Weighted Portfolios are Sub-Optimal Portfolios
resolves10.1016/0304-405x(78)90025-9
Some anomalous evidence regarding market efficiency
resolves10.3905/jpm.2004.110
Honey, I Shrunk the Sample Covariance Matrix
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.3905/jpm.2010.36.4.060
The Properties of Equally Weighted Risk Contribution Portfolios
resolves10.1111/j.1540-6261.1952.tb01525.x
PORTFOLIO SELECTION*
resolves10.2139/ssrn.1787045
Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?
resolves10.1111/j.1540-6261.1964.tb02865.x
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
resolves10.1086/294846
Mutual Fund Performance
The 4 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedImproved beta? A comparison of index weighting schemes
no DOI — not checkedref3
no DOI — not checkedref11
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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