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  "Title": "Test for Monotonicity in Expected Asset Returns, Sorted by\nPortfolios",
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  "Date": "2019-12-05",
  "Authors@R": "c(person(given = \"Siegfried\", family = \"Köstlmeier\", role = c(\"aut\", \"cre\", \"trl\"), email = \"siegfried.koestlmeier@gmail.com\", comment = c(ORCID = \"0000-0002-7221-6981\")))",
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  "Description": "Test for monotonicity in financial variables sorted by\nportfolios. It is conventional practice in empirical research\nto form portfolios of assets ranked by a certain sort variable.\nA t-test is then used to consider the mean return spread\nbetween the portfolios with the highest and lowest values of\nthe sort variable. Yet comparing only the average returns on\nthe top and bottom portfolios does not provide a sufficient way\nto test for a monotonic relation between expected returns and\nthe sort variable. This package provides nonparametric tests\nfor the full set of monotonic patterns by Patton, A. and\nTimmermann, A. (2010) <doi:10.1016/j.jfineco.2010.06.006> and\ncompares the proposed results with extant alternatives such as\nt-tests, Bonferroni bounds, and multivariate inequality tests\nthrough empirical applications and simulations.",
  "License": "BSD_3_clause + file LICENSE",
  "URL": "https://github.com/skoestlmeier/monotonicity",
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  "Repository": "https://skoestlmeier.r-universe.dev",
  "Date/Publication": "2021-12-27 11:38:25 UTC",
  "RemoteUrl": "https://github.com/skoestlmeier/monotonicity",
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  "Author": "Siegfried Köstlmeier [aut, cre, trl] (ORCID:\n<https://orcid.org/0000-0002-7221-6981>)",
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