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?.

書目詳細資料
發表在:Journal of financial and quantitative analysis V. 48, 1-4,5 (2013).
主要作者: Bali, Turan G.
格式: Article
語言:English
主題:
Stock options.
Options markets.
Rates of return.
Stock prices.
Volatility.