APA (7th ed.) Citation

Bali, T. G. Does risk-neutral skewness predict the cross section of equity option portfolio returns? Journal of financial and quantitative analysis.

Chicago Style (17th ed.) Citation

Bali, Turan G. "Does Risk-neutral Skewness Predict the Cross Section of Equity Option Portfolio Returns?" Journal of Financial and Quantitative Analysis .

MLA (9th ed.) Citation

Bali, Turan G. "Does Risk-neutral Skewness Predict the Cross Section of Equity Option Portfolio Returns?" Journal of Financial and Quantitative Analysis, .

Warning: These citations may not always be 100% accurate.