Reference health
The Elasticity of Quantitative Investment
33/33 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.
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The 33 checked references that resolve
resolves10.1016/j.jfineco.2024.103808
Persistent and transitory components of firm characteristics: Implications for asset pricing
resolves10.1093/rfs/hhp003
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
resolves10.1093/rfs/hhm075
Optimal Versus Naive Diversification: How Inefficient is the 1/
<i>N</i>
Portfolio Strategy?
resolves10.1016/j.jfineco.2019.05.001
Characteristics are covariances: A unified model of risk and return
resolves10.1111/j.1540-6261.2010.01569.x
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
The 20 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedForest through the trees: Building crosssections of stock returns
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no DOI — not checkedNobel Prize Lecture Published in the
no DOI — not checkedref15
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no DOI — not checkedMean-Variance Spanning
no DOI — not checkedArbitrage pricing theory
no DOI — not checkedWhich investors matter for equity valuations and expected returns?
no DOI — not checkedref37
no DOI — not checkedref39
no DOI — not checkedForest through the trees: Building crosssections of stock returns
no DOI — not checkedref44
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no DOI — not checkedref52
no DOI — not checkedref56
no DOI — not checkedref64
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