Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns? - Concepedia

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Does Risk-Neutral Skewness Predict the Cross-Section of Equity Option Portfolio Returns?

DOI Full Paper Access

14

Citations

9

References

2012

Year

Turan G. Bali, Scott Murray

SSRN Electronic Journal

Risk-neutral Skewness PredictAsset Pricing

References

	Year	Citations

Page 1