Reference health

Universal Portfolio Shrinkage

https://doi.org/10.2139/ssrn.4660670
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16/16 checkable references clean · checked 2026-08-28

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 16 checked references that resolve
resolves10.1111/jofi.13197
Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadrillion Models
resolves10.1111/jofi.13477
Forest through the Trees: Building Cross‐Sections of Stock Returns
resolves10.1287/mnsc.1080.0986
A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
resolves10.3386/w33012
APT or “AIPT”? The Surprising Dominance of Large Factor Models
resolves10.1016/j.jfineco.2014.10.010
A five-factor asset pricing model
resolves10.1080/00401706.1979.10489751
Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
resolves10.1016/j.jeconom.2020.07.009
Autoencoder asset pricing models
resolves10.1086/261749
Implications of Security Market Data for Models of Dynamic Economies
resolves10.1016/0893-6080(90)90005-6
Universal approximation of an unknown mapping and its derivatives using multilayer feedforward networks
resolves10.1093/rfs/hhaa020
Factors That Fit the Time Series and Cross-Section of Stock Returns
resolves10.1007/BF01170633
�ber monotone Matrixfunktionen
resolves10.1016/j.jfineco.2021.10.006
Market efficiency in the age of big data
resolves10.1080/0015198X.2020.1854543
Enhanced Portfolio Optimization
resolves10.1016/0022-0531(76)90046-6
The arbitrage theory of capital asset pricing
resolves10.1007/s10436-022-00412-z
Some properties of portfolios constructed from principal components of asset returns
resolves10.1007/BF01085007
Lectures on the theory of estimation of many parameters
The 15 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedref4
no DOI — not checkedref5
no DOI — not checkedOpen source cross-sectional asset pricing
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedAsset pricing with omitted factors
no DOI — not checkedAnalytical nonlinear shrinkage of large-dimensional covariance matrices
no DOI — not checkedEigenvectors of some large sample covariance matrix ensembles
no DOI — not checkedPortfolio Selection
no DOI — not checkedConjugate Bayesian analysis of the Gaussian distribution
no DOI — not checkedref25
no DOI — not checkedref26
no DOI — not checkedref28
no DOI — not checkedA value for n-person games
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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