Coskewness timing ability in the mutual fund industry
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DOI: 10.1016/j.ribaf.2020.101224
Abstract: Abstract The ability of mutual fund managers to time coskewness successfully can help them manage their portfolio’s exposure to potential losses and improve their fund’s performance. This study assesses whether mutual fund managers are able… read more here.
Keywords: fund managers; ability mutual; coskewness; fund ... See more keywords