Reference health
A Markowitz Portfolio Approach to Options Trading
22/22 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.
9 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 22 checked references that resolve
resolves10.4304/jcp.8.6.1580-1586
Robust Portfolio Optimization with Options under VE Constraint using Monte Carlo
resolves10.1016/j.ejor.2010.09.027
Robust portfolio optimization with derivative insurance guarantees
resolves10.1007/978-3-642-40081-0_123
Efficient Subset Selection in Large-Scale Portfolio with Singular Covariance Matrix
resolves10.1080/10556789908805766
Using SeDuMi 1.02, A Matlab toolbox for optimization over symmetric cones
resolves10.1007/978-1-4614-0769-0_25
On the Implementation and Usage of SDPT3 – A Matlab Software Package for Semidefinite-Quadratic-Linear Programming, Version 4.0
resolves10.1561/2200000016
Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
resolves10.1109/tsp.2015.2425808
Optimization Methods for Designing Sequences With Low Autocorrelation Sidelobes
resolves10.1109/tsp.2014.2348944
Regularized Tyler's Scatter Estimator: Existence, Uniqueness, and Algorithms
resolves10.1016/j.physrep.2016.10.005
Cleaning large correlation matrices: Tools from Random Matrix Theory
resolves10.1287/opre.1050.0212
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/
<i>N</i>
Portfolio Strategy?
The 9 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedref3
no DOI — not checkedref4
no DOI — not checkedDiscussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
no DOI — not checkedref12
no DOI — not checkedref14
no DOI — not checkedThe MOSEK optimization toolbox for Matlab manual, version 7.1 (revision 28)
no DOI — not checkedref24
no DOI — not checkedref26
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