Performance measures and incentives: Loading negative coskewness to outperform the CAPM

European Journal of Finance

Volumn 15, Issue 5-6, 2009, Pages 463-486

  Kostakis, Alexandros ^a  

^a UNIVERSITY OF GLASGOW   (United Kingdom)

Author keywords

Managerial incentives; Mutual funds; Negative coskewness; Performance measures

Indexed keywords

EID: 70449698197     PISSN: 1351847X     EISSN: 14664364     Source Type: Journal    
DOI: 10.1080/13518470902872327     Document Type: Article

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