Performance evaluation considering the coskewness: A stochastic discount factor framework

Managerial Finance

Volumn 32, Issue 4, 2006, Pages 375-392

  Moreno, David ^a   Rodríguez, Rosa ^a  

^a UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Capital asset pricing model; Fund management; Spain

Indexed keywords

EID: 85015651369     PISSN: 03074358     EISSN: 17587743     Source Type: Journal    
DOI: 10.1108/03074350610652279     Document Type: Article

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