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.) CitationBali, Turan G. "Does Risk-neutral Skewness Predict the Cross Section of Equity Option Portfolio Returns?" Journal of Financial and Quantitative Analysis .
MLA (9th ed.) CitationBali, 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.