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Bringing Order to Chaos: Capturing Relevant Information with Hedge Fund Factor Models

https://doi.org/10.2139/ssrn.2852211
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1 of 32 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.

2 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 work10.2307/2329367
The 31 checked references that resolve
resolves10.3905/jai.2012.14.4.051
On the Dynamics of Hedge Fund Strategies
resolves10.1016/j.jfineco.2013.03.009
Can hedge funds time market liquidity?
resolves10.1111/j.1540-6261.1997.tb03808.x
On Persistence in Mutual Fund Performance
resolves10.2139/ssrn.687230
Timing Ability in the Focus Market of Hedge Funds
resolves10.1017/s0022109000003410
Do Market Timing Hedge Funds Time the Market?
resolves10.2139/ssrn.2411910
In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs
resolves10.1017/s0022109018000388
Beta Active Hedge Fund Management
resolves10.1016/0304-405x(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.2469/faj.v58.n6.2483
Global Hedge Funds: Risk, Return, and Market Timing
resolves10.1093/rfs/10.2.275
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
resolves10.2307/2676205
Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
resolves10.1093/rfs/14.2.313
The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
resolves10.2469/faj.v60.n5.2657
Hedge Fund Benchmarks: A Risk-Based Approach
resolves10.1111/j.1475-6803.2010.01269.x
REGULAR(IZED) HEDGE FUND CLONES
resolves10.2139/ssrn.924565
Can Hedge-Fund Returns Be Replicated?: The Linear Case
resolves10.3386/w12015
Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
resolves10.1016/j.jfineco.2005.12.009
Do hedge funds deliver alpha? A Bayesian and bootstrap analysis☆
resolves10.1016/j.jbankfin.2008.05.007
Detecting structural breaks and identifying risk factors in hedge fund returns: A Bayesian approach
resolves10.2139/ssrn.1139063
Detecting Structural Breaks in Multivariate Financial Time Series: Evidence from Hedge Fund Investment Strategies
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1287/mnsc.2014.2056
Evaluating Hedge Funds with Pooled Benchmarks
resolves10.1093/rfs/hhn113
Are “Market Neutral” Hedge Funds Really Market Neutral?
resolves10.1111/jofi.12008
On the High‐Frequency Dynamics of Hedge Fund Risk Exposures
resolves10.1016/j.jfineco.2010.05.001
Liquidity risk and the cross-section of hedge-fund returns☆
resolves10.3905/jpm.1992.409394
Asset allocation
resolves10.1093/rfs/hhr092
The Road Less Traveled: Strategy Distinctiveness and Hedge Fund Performance
resolves10.1016/j.jempfin.2002.12.003
Evaluating style analysis
resolves10.1111/j.2517-6161.1996.tb02080.x
Regression Shrinkage and Selection Via the Lasso
resolves10.1093/rfs/hhq105
Do the Best Hedge Funds Hedge?
resolves10.1016/j.jbankfin.2007.05.011
Hedge fund pricing and model uncertainty
resolves10.21314/jois.2013.024
Hedge fund replication: putting the pieces together
The 2 references without a DOI — listed, not checked
no DOI — not checkedAsset Allocation Dynamics in the Hedge Fund Industry
no DOI — not checkedref9
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.

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