It seems that the go.microsoft.com shortlinks for Microsoft pages are best practice to link to.
How do I find the shortlink for a MSDN page, in my case specifically?:
https://msdn.microsoft.com/en-us/library/mt163865.aspx
You can't. We use shortlinks like that internally and the recommendation applies to internal products only (e.g. a page changes the URL, we don't need to update the product and just update the shortlink).
For your purposes, you can either use the direct link to the MSDN page or use one of the available URL shortening services.
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1There's plenty of dead links to msdn and msdn magazine on community sites, including Microsoft forums. I wish MS had a policy of preserving that content. – kristianp Mar 15 '19 at 3:18
