monotonicity

CRANmonotonicityMaRDI QIDQ142145FDOQ142145

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios

Siegfried Köstlmeier

Last update: 5 December 2019

Copyright license: 3-clause BSD License, File License

Software version identifier: 1.3.1

Cites work

• Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

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