Reference health

Selecting a Portfolio with Skewness: Recent Evidence from US, European, and Latin American Equity Markets

https://doi.org/10.2139/ssrn.2663177
CiteStamped reference-health badge
1 of 19 checkable references need attention · checked 2026-08-27

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.

5 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 work10.2307/2328831
The 18 checked references that resolve
resolves10.1016/0304-405X(85)90042-X
Using daily stock returns
resolves10.1016/s0378-4266(96)00032-5
Portfolio selection and skewness: Evidence from international stock markets
resolves10.2307/2329875
A Note on Measurement of Skewness
resolves10.1016/0304-405x(75)90015-x
Price performance of common stock new issues
resolves10.2307/2326275
Skewness Preference and the Valuation of Risk Assets
resolves10.1111/j.1540-6261.1978.tb03408.x
GOAL PROGRAMMING AND THE SELECTION OF PORTFOLIOS BY DUAL‐PURPOSE FUNDS
resolves10.1007/bf02408382
Portfolio selection with skewness: A multiple-objective approach
resolves10.1287/mnsc.18.12.b645
Portfolio Performance and the Investment Horizon
resolves10.1142/9789814417358_0018
Stochastic Dominance, Efficiency Criteria, and Efficient Portfolios: The Multi-Period Case
resolves10.1016/0378-4266(89)90034-4
Potential gains from international portfolio diversification and inter-temporal stability and seasonality in international stock market relationships
resolves10.1111/j.1540-6288.1986.tb01112.x
A SIMPLIFYING PERFORMANCE MEASURE RECOGNIZING SKEWNESS
resolves10.2307/1913738
Risk Aversion in the Small and in the Large
resolves10.2307/2329748
The Fundamental Theorem of Parameter-Preference Security Valuation
resolves10.2307/2296483
The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
resolves10.2307/2331046
Skewness Persistence in Common Stock Returns
resolves10.1057/jors.1988.68
Bank Balance-Sheet Management: An Alternative Multi-Objective Model
resolves10.2307/2296205
Liquidity Preference as Behavior Towards Risk
resolves10.1016/b978-0-12-701721-1.50014-4
The Rationale of the Mean-Standard Deviation Analysis, Skewness Preference, and the Demand for Money
The 5 references without a DOI — listed, not checked
no DOI — not checkedThe rationale of the mean-standard deviation analysis: Comment
no DOI — not checkedApproximating expected utility by a function of mean and variance
no DOI — not checkedEffect of intervaling on rate of return probability distribution
no DOI — not checkedApplicability of CAPM in Latin American capital markets
no DOI — not checkedPerformance measurement when return distributions are nonsymmetric
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.2663177"><img src="https://citestamp.com/citestamped/10.2139/ssrn.2663177/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.2663177/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.2663177)