Reference health

Two Skewed Risks

https://doi.org/10.2139/ssrn.3548183
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52/52 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.

14 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 52 checked references that resolve
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Skewness in Stock Returns: Reconciling the Evidence on Firm Versus Aggregate Returns
resolves10.1111/j.1540-6261.2006.00836.x
The Cross‐Section of Volatility and Expected Returns
resolves10.1016/j.jfineco.2019.07.006
Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns
resolves10.1093/biomet/83.4.715
The multivariate skew-normal distribution
resolves10.1093/rfs/hhy029
Skewness Consequences of Seeking Alpha
resolves10.1016/j.jfineco.2010.08.014
Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.1017/S0022109017000928
A Lottery-Demand-Based Explanation of the Beta Anomaly
resolves10.1257/aer.98.5.2066
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
resolves10.1016/j.jfineco.2018.06.007
Stocks with extreme past returns: Lotteries or insurance?
resolves10.1198/073500104000000523
A New Class of Multivariate Skew Densities, With Application to Generalized Autoregressive Conditional Heteroscedasticity Models
resolves10.1093/rof/rfw026
Where the Risks Lie: A Survey on Systemic Risk
resolves10.1093/rfs/hhp041
Expected Idiosyncratic Skewness
resolves10.1257/aer.97.2.159
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
resolves10.1016/j.jet.2014.09.020
Aggregation of preferences for skewed asset returns
resolves10.1093/rfs/hhw091
Asymmetries and Portfolio Choice
resolves10.1093/rof/rfw040
A Simple Skewed Distribution with Asset Pricing Applications
resolves10.1017/S0022109016000703
Real Options, Idiosyncratic Skewness, and Diversification
resolves10.1007/s10683-022-09780-9
Skewness expectations and portfolio choice
resolves10.1093/rfs/hhaf045
Π-CAPM: The Classical CAPM with Probability Weighting and Skewed Assets
resolves10.1016/0304-405X(94)00801-7
Stock returns and volatility a firm-level analysis
resolves10.1287/mnsc.1110.1354
Testing for Prudence and Skewness Seeking
resolves10.1198/073500102288618487
Dynamic Conditional Correlation
resolves10.1093/rof/rfr024
Modeling Market Downside Volatility
resolves10.1257/jep.29.2.25
The Rescue of Fannie Mae and Freddie Mac
resolves10.2307/1913710
Bayesian Inference in Econometric Models Using Monte Carlo Integration
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.2307/2527081
Autoregressive Conditional Density Estimation
resolves10.1111/0022-1082.00247
Conditional Skewness in Asset Pricing Tests
resolves10.1287/mnsc.2019.3526
What Drives Risk Perception? A Global Survey with Financial Professionals and Laypeople
resolves10.2307/2330926
Skewness Preference and Portfolio Choice
resolves10.1287/mnsc.2019.3429
Spanning Tests for Assets with Option-Like Payoffs: The Case of Hedge Funds
resolves10.1111/j.1540-6261.2009.01483.x
Who Gambles in the Stock Market?
resolves10.1016/j.jfineco.2019.06.002
Measuring skewness premia
resolves10.1093/revfin/hhm011
Equilibrium Underdiversification and the Preference for Skewness
resolves10.1257/aer.89.5.1279
Do Investors Trade Too Much?
resolves10.1093/mnras/202.3.615
Two-dimensional goodness-of-fit testing in astronomy
resolves10.1111/jofi.12379
Conglomerate Investment, Skewness, and the CEO Long‐Shot Bias
resolves10.1016/j.jfineco.2018.10.015
An anatomy of the market return
resolves10.1111/jofi.12910
Low‐Risk Anomalies?
resolves10.1287/mnsc.39.5.568
Portfolio Selection and Asset Pricing—Three-Parameter Framework
resolves10.1287/mnsc.44.12.1650
Financial Data and the Skewed Generalized T Distribution
resolves10.1007/BF00122574
Advances in prospect theory: Cumulative representation of uncertainty
resolves10.1080/03610920600672252
The Multivariate Split Normal Distribution and Asymmetric Principal Components Analysis
resolves10.1214/13-STS417
The Two-Piece Normal, Binormal, or Double Gaussian Distribution: Its Origin and Rediscoveries
resolves10.1016/j.jeconom.2010.01.013
A generalized asymmetric Student- distribution with application to financial econometrics
resolves10.1016/S0304-405X(02)00068-5
Asymmetric correlations of equity portfolios
resolves10.1007/s11579-009-0021-2
Static portfolio choice under Cumulative Prospect Theory
resolves10.1017/CBO9780511804441
Convex Optimization
resolves10.1257/aer.20130896
Until the Bitter End: On Prospect Theory in a Dynamic Context
resolves10.1007/s11408-006-0019-1
Making prospect theory fit for finance
The 14 references without a DOI — listed, not checked
no DOI — not checkedComparison and classification of flexible distributions for multivariate skew and heavy-tailed data
no DOI — not checkedThe inflation report projections: Understanding the fan chart
no DOI — not checkedref25
no DOI — not checkedref28
no DOI — not checkedref32
no DOI — not checkedref37
no DOI — not checkedref38
no DOI — not checkedref41
no DOI — not checkedSkewness preference and the valuation of risk assets
no DOI — not checkedref44
no DOI — not checkedref63
no DOI — not checkedref64
no DOI — not checkedref69
no DOI — not checkedKendall's Advanced Theory of Statistics
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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