Cassius Dio (150-235 AD) was a native of Bithynia, who became a Roman Senator under Marcus Aurelius's son and successor, Commodus, and served as Suffect Consul in 205 AD. His Historia Romana comprises 80 volumes covering the history of Rome from the legendary arrival of Aeneas in 1200 BC down to his own times. The boundary between "history" and "historical fiction" had not been clearly drawn in the 3rd Century AD. Cassius Dio, like other classical historians since the time of Thucydides, clearly felt himself at liberty to invent speeches for historical figures in a rhetorical style that would later be immitated by Shakespeare. His work is important, however, in that it draws on a great many sources that no longer exist.
Yourcenar's other main source, the Historia Augusta, is a far more problematic document, although the extent of these problems was not fully understood at the time Yourcenar was writing Memoirs of Hadrian. It is clear from her bibliographical note that she considered the relevant part of the Historia Augusta to be the work of a man named Spartianus, writing in the 3rd Century AD, and that she regarded the "collection of [Hadrian's] letters" referred to in his account as genuine. This had already been questioned by the German classicist, Hermann Desau, in 1889 ("Uber Zeit und Personlichkieit der Scriptores Historiae Augusta," Hermes, 24), arguing that the entire corpus was composed in the 4th Century AD, and that its supposed authors, including Spartianus, were fictional. If Yourcenar was aware of Desau's claims, she presumably rejected them, as well she might, since his view was by no means the orthodox one, even in the 1950's. It was only in the 1960's and 70's that the Oxford classicist, Sir Ronald Syme, carried out a more detailed analysis (Emperors and Biography: Studies in the Historia Augusta, Oxford University Press, 1971), suggesting a date of 395 AD for the greater part of the Historia Augusta. Whilst not all modern scholars accept this date, few would have confidence in the authenticity of the primary sources cited in the document.