Reference health
What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is this a new Financial Anomaly?
75/75 checkable references clean · checked 2026-08-03
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.
18 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 75 checked references that resolve
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What Does Nasdaq's High-Yield Bond Market Reveal about Bondholder-Stockholder Conflicts?
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The Impacts of Joint Energy and Output Prices Uncertainties in a Mean-Variance Framework
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
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Prospect Performance Evaluation: Making a Case for a Non-asymptotic UMPU Test
resolves10.1080/14697688.2014.943273
Stochastic dominance statistics for risk averters and risk seekers: an analysis of stock preferences for USA and China
resolves10.1016/j.spl.2011.02.035
The mean–variance ratio test—A complement to the coefficient of variation test and the Sharpe ratio test
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What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns
resolves10.1111/j.1540-6229.2006.00177.x
Risk and Return in the U.S. Housing Market: A Cross‐Sectional Asset‐Pricing Approach
resolves10.1016/j.jempfin.2011.09.001
Empirical test of the efficiency of the UK covered warrants market: Stochastic dominance and likelihood ratio test approach
resolves10.1057/s41283-019-00057-9
New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management
resolves10.1111/ecin.12288
THEORIES OF RISK: TESTING INVESTOR BEHAVIOR ON THE TAIWAN STOCK AND STOCK INDEX FUTURES MARKETS
resolves10.1111/1540-6229.00699
Rational Expectations, Market Fundamentals and Housing Price Volatility
resolves10.1111/1468-0262.00167
Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
resolves10.1287/mnsc.35.4.425
Market Reaction to Quarterly Earnings' Announcements: A Stochastic Dominance Based Test of Market Efficiency
resolves10.1016/j.finmar.2004.08.001
International momentum strategies: a stochastic dominance approach
resolves10.1016/j.jue.2003.10.002
Drawing inferences about housing supply elasticity from house price responses to income shocks
resolves10.1016/j.econmod.2015.06.021
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange
resolves10.1007/s11146-007-9062-6
The Inflation Hedging Characteristics of US and UK Investments: A Multi-Factor Error Correction Approach
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The Relationship between Arbitrage and First Order Stochastic Dominance
resolves10.1016/0304-405X(95)00836-4
Firm-specific information and the correlation between individual stocks and bonds
resolves10.1016/j.matcom.2007.09.002
The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions
resolves10.3846/1648715X.2014.925521
DO EUROPEAN REAL ESTATE STOCKS HEDGE INFLATION? EVIDENCE FROM DEVELOPED AND EMERGING MARKETS
resolves10.1287/mnsc.48.8.1074.169
Preferred by “All” and Preferred by “Most” Decision Makers: Almost Stochastic Dominance
resolves10.1016/j.ejor.2012.04.003
An improved estimation to make Markowitz’s portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment
resolves10.1111/j.1467-937X.2005.00350.x
Consistent Testing for Stochastic Dominance under General Sampling Schemes
resolves10.1057/s41283-021-00069-4
The maximum-return-and-minimum-volatility effect: evidence from choosing risky and riskless assets to form a portfolio
resolves10.1002/nav.3800030110
The optimization of a quadratic function subject to linear constraints
resolves10.1016/j.jedc.2020.104009
Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out
resolves10.1111/j.1467-629X.2012.00508.x
Investors’ preference towards risk: evidence from the Taiwan stock and stock index futures markets
resolves10.1016/j.econmod.2013.04.049
Stochastic dominance relationships between stock and stock index futures markets: International evidence
resolves10.2307/2329860
A Linear Programming Approximation for the General Portfolio Analysis Problem
resolves10.1080/00949650310001593221
A Monte Carlo investigation of some tests for stochastic dominance
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Statistical and economic significance of stock return predictability: a mean–variance analysis
The 18 references without a DOI — listed, not checked
no DOI — not checkedref6
no DOI — not checkedTest statistics for prospect and Markowitz stochastic dominances with applications
no DOI — not checkedref13
no DOI — not checkedAn asset allocation puzzle
no DOI — not checkedCentral moments, stochastic dominance, moment rule, and diversification with an application
no DOI — not checkedref24
no DOI — not checkedref43
no DOI — not checkedFactor tracking: A new smart beta strategy that outperforms na�ve diversification
no DOI — not checkedref48
no DOI — not checkedref52
no DOI — not checkedref59
no DOI — not checkedPreferences of risk averters and risk seekers on stock, housing and money market in Hong Kong
no DOI — not checkedPortfolio selection
no DOI — not checkedref67
no DOI — not checkedThe long-run case for equities and how it can be oversold
no DOI — not checkedref87
no DOI — not checkedref90
no DOI — not checkedref93
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