Reference health
Which (Nonlinear) Factor Models?
57/57 checkable references clean · checked 2026-08-07
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.
15 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 57 checked references that resolve
resolves10.1016/j.jeconom.2012.05.020
Assessing misspecified asset pricing models with empirical likelihood estimators
resolves10.1111/j.1468-0262.2005.00643.x
Using Asset Prices to Measure the Persistence of the Marginal Utility of Wealth
resolves10.1016/0304-405X(79)90016-3
An intertemporal asset pricing model with stochastic consumption and investment opportunities
resolves10.1086/499143
Asset Pricing When Returns Are Nonnormal: Fama‐French Factors versus Higher‐Order Systematic Comoments*
resolves10.1111/1540-6261.00425
Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns
resolves10.1093/rfs/hhw075
What Is the Consumption-CAPM Missing? An Information-Theoretic Framework for the Analysis of Asset Pricing Models
resolves10.1111/j.1540-6261.1997.tb04813.x
Assessing Specification Errors in Stochastic Discount Factor Models
resolves10.1016/j.jfineco.2017.08.002
Intermediary asset pricing: New evidence from many asset classes
resolves10.1016/j.jempfin.2008.03.003
Specification tests of asset pricing models using excess returns
resolves10.3386/w31275
When Do Cross-Sectional Asset Pricing Factors Span the Stochastic Discount Factor?
resolves10.2307/1924119
The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets
resolves10.1111/j.1540-6261.1991.tb03773.x
Diagnosing Asset Pricing Models Using the Distribution of Asset Returns
resolves10.1111/j.1540-6261.1996.tb05220.x
A Simple Nonparametric Approach to Derivative Security Valuation
The 15 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref15
no DOI — not checkedEmpirical test of the consumption-oriented CAPM
no DOI — not checkedForest through the trees: Building cross-sections of stock returns
no DOI — not checkedDeep-learning in asset pricing
no DOI — not checkedref24
no DOI — not checkedref26
no DOI — not checkedModel comparison with transaction costs
no DOI — not checkedref31
no DOI — not checkedref35
no DOI — not checkedref38
no DOI — not checkedEquity term structures without dividend strips data
no DOI — not checkedref54
no DOI — not checkedref65
no DOI — not checkedCapital asset prices: A theory of market equilibrium under conditions of risk
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