monotonicity

cranv1.3.1

Test for Monotonicity in Expected Asset Returns, Sorted by Portfolios. Test for monotonicity in financial variables sorted by portfolios. It is conventional practice in empirical research to form portfolios of assets ranked by a certain sort variable. A t-test is then used to consider the mean return spread between the portfolios with the highest and lowest values of t

License BSD_3_clause + file LICENSE0 versions1 maintainers6 deps68 weekly dl
skoestlmeier/monotonicity
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lmtestMASSsandwichstatsmethodsutils
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First published · 2019-12-05 16:50:30

Last updated · 2019-12-05T13:10:02+00:00

monotonicity — Health Score 39/100 | DepScope