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

Bibliografski detalji
Izdano u:Journal of financial and quantitative analysis V. 48, 1-4,5 (2013).
Glavni autor: Bali, Turan G.
Format: Članak
Jezik:engleski
Teme:
Stock options.
Options markets.
Rates of return.
Stock prices.
Volatility.