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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☆

From MaRDI portal
Publication:142144

DOI10.1016/J.JFINECO.2010.06.006MaRDI QIDQ142144

Allan Timmermann, Andrew J. Patton

Publication date: December 2010

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




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