Performance measures and incentives : loading negative coskewness to outperform the CAPM
Year of publication: |
2009
|
---|---|
Authors: | Kostakis, Alexandros |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 15.2009, 5/6, p. 463-486
|
Subject: | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | CAPM | Großbritannien | United Kingdom | 1991-2005 |
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