Does risk-neutral skewness predict the cross section of equity option portfolio returns?.

Does risk-neutral skewness predict the cross section of equity option portfolio returns?.

Bibliografske podrobnosti
izdano v:Journal of financial and quantitative analysis V. 48, 1-4,5 (2013).
Glavni avtor: Bali, Turan G.
Format: Article
Jezik:English
Teme:
Stock options.
Options markets.
Rates of return.
Stock prices.
Volatility.