A robust test for monotonicity in asset returns
Cleiton G. Taufemback, Victor Troster and Muhammad Shahbaz
| Year of publication: |
2022
|
|---|---|
| Authors: | Taufemback, Cleiton Guollo ; Troster, Victor ; Shahbaz, Muhammad |
| Subject: | expected asset returns | heavy-tailed distributions | monotonicity tests | portfolio sorts | sign test | Kapitaleinkommen | Capital income | Statistischer Test | Statistical test | CAPM | Portfolio-Management | Portfolio selection | Statistische Verteilung | Statistical distribution | Theorie | Theory | Robustes Verfahren | Robust statistics | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/jtse-2019-0068 [DOI] |
| Classification: | C12 - Hypothesis Testing ; c58 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013260108