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

Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆ (Q142144)

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

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    98
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    3
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    605-625
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    December 2010
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