Reference health
What is Missing in Asset-Pricing Factor Models?
39/39 checkable references clean · checked 2026-08-04
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 39 checked references that resolve
resolves10.2307/1912275
Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
resolves10.1111/j.1540-6261.1993.tb04754.x
A Test for the Number of Factors in an Approximate Factor Model
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1111/j.1540-6261.1997.tb04813.x
Assessing Specification Errors in Stochastic Discount Factor Models
resolves10.1016/S0047-259X(03)00096-4
A well-conditioned estimator for large-dimensional covariance matrices
resolves10.1111/j.1540-6261.1987.tb04565.x
A Simple Model of Capital Market Equilibrium with Incomplete Information
resolves10.1162/REST_a_00043
Determining the Number of Factors from Empirical Distribution of Eigenvalues
resolves10.1016/j.jeconom.2012.01.034
Asymptotics of the principal components estimator of large factor models with weakly influential factors
resolves10.1093/rfs/hhi033
Household Portfolio Diversification: A Case for Rank-Dependent Preferences
The 9 references without a DOI — listed, not checked
no DOI — not checkedref4
no DOI — not checkedref16
no DOI — not checkedThe conditional CAPM and the cross-section of expected returns
no DOI — not checkedPortfolio inefficiency and the cross-section of expected returns
no DOI — not checkedHoney, I shrunk the sample covariance matrix
no DOI — not checkedDo common factors really explain the crosssection of stock returns?
no DOI — not checkedReturn, risk, and arbitrage
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
no DOI — not checkedref47
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checked 2026-08-04 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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