Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
| Year of publication: |
2013
|
|---|---|
| Authors: | Bali, Turan G. ; Murray, Scott |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 48.2013, 04, p. 1145-1171
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |