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~isPartOf:"Journal of Financial and Quantitative Analysis"
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Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?
Bali, Turan G.
;
Murray, Scott
- In:
Journal of Financial and Quantitative Analysis
48
(
2013
)
04
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10011120740
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