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

DOI10.1016/J.JFINECO.2010.06.006MaRDI QIDQ142144FDOQ142144

Authors: Andrew J. Patton, Allan Timmermann 

Publication date: December 2010

Published in: Journal of Financial Economics (Search for Journal in Brave)

Cited In (1)

• monotonicity

This page was built for publication: Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q142144)