Reference health
A Seasonality Factor in Asset Allocation
66/66 checkable references clean · checked 2026-08-28
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.
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The 66 checked references that resolve
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PORTFOLIO ANALYSIS UNDER UNCERTAIN MEANS, VARIANCES, AND COVARIANCES
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The Pratt-Arrow Requirement in a Fourth Degree Polynomial Utility Function
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Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
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Multi-Asset Portfolio Optimization and Out-of-Sample Performance: An Evaluation of Black-Litterman, Mean Variance and Naïve Diversification Approaches
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Estimation Methods in Portfolio Selection and the Effectiveness of Short Sales Restrictions: UK Evidence
resolves10.1016/s1042-4431(00)00047-0
Liquidity and the turn-of-the-month effect: evidence from Finland
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The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle
resolves10.1111/j.1540-6288.2008.00209.x
Short Selling and the Weekend Effect in Nasdaq Stock Returns
resolves10.1111/j.1468-036x.2012.00642.x
Strategic Asset Allocation and the Role of Alternative Investments
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/
<i>N</i>
Portfolio Strategy?
resolves10.1017/s0022109010000451
Seasonality in the Cross Section of Stock Returns: The International Evidence
resolves10.2469/faj.v65.n4.8
“Equity Returns at the Turn of the Month”: Further Confirmation and Insights
resolves10.1016/j.ejor.2013.10.060
60 Years of portfolio optimization: Practical challenges and current trends
resolves10.1016/j.ejor.2013.04.019
The benefits of differential variance-based constraints in portfolio optimization
resolves10.2469/faj.v51.n5.1931
Eureka! Eureka! Discovery of the Monday Effect Belongs to the Ancient Scribes
resolves10.1080/09603100500400361
Disappearing anomalies: a dynamic analysis of the persistence of anomalies
resolves10.1080/09603107.2010.548782
Comparison of the ‘turn-of-the-month’ and lunar new year return effects in three Chinese markets: Hong Kong, Shanghai and Shenzhen
resolves10.1002/fut.20244
Turn‐of‐the‐month and intramonth effects: Explanation from the important macroeconomic news announcements
resolves10.5539/ijef.v1n2p3
Turn-of-the-month and Intramonth Anomalies and U.S. Macroeconomic News Announcements on the Thinly Traded Finnish Stock Market
resolves10.1016/j.bar.2017.10.003
Socially responsible investment portfolios: Does the optimization process matter?
resolves10.1080/1351847x.2015.1071714
Asset–liability modelling and pension schemes: the application of robust optimization to USS
resolves10.1016/j.econlet.2019.01.019
Portfolio management with cryptocurrencies: The role of estimation risk
resolves10.1057/palgrave.jam.2240011
A demystification of the Black–Litterman model: Managing quantitative and traditional portfolio construction
resolves10.1016/s0304-4076(01)00077-x
Dangers of data mining: The case of calendar effects in stock returns
resolves10.1016/j.jfineco.2010.08.013
Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies
resolves10.1111/j.1468-5957.1985.tb00791.x
STOCK MARKET SEASONALITY AND TAXES: AN EXAMINATION OF THE TAX‐LOSS SELLING HYPOTHESIS
resolves10.1016/j.irfa.2014.08.003
Calendar effects, market conditions and the Adaptive Market Hypothesis: Evidence from long-run U.S. data
The 7 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedEstimation with Quadratic Loss
no DOI — not checkedref40
no DOI — not checkedThe anomalous stock market behaviour of large firms in January: The evidence from the S&P composite and component indexes
no DOI — not checkedref54
no DOI — not checkedInadmissibility of the Usual Estimator for the Mean of a Multivariate Normal Distribution
no DOI — not checkedref73
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