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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"Apergēs, Nikolaos"
~person:"Bali, Turan G."
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
~subject:"Portfolio selection"
~subject:"Risiko"
~subject:"Theorie"
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Apergēs, Nikolaos
Bali, Turan G.
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Journal of financial and quantitative analysis : JFQA
Georgetown McDonough School of Business Research Paper
14
Journal of financial economics
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Koç University - TÜSİAD Economic Research Forum working paper series
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Stock Market Volatility, pp. 313-322, March 2009
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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 : JFQA
48
(
2013
)
4
,
pp. 1145-1171
Persistent link: https://www.econbiz.de/10010255208
Saved in:
2
Risk, uncertainty, and expected returns
Bali, Turan G.
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
3
,
pp. 707-735
Persistent link: https://www.econbiz.de/10011610100
Saved in:
3
A lottery-demand-based explanation of the beta anomaly
Bali, Turan G.
;
Brown, Stephen J.
;
Murray, Scott
;
Tang, Yi
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
6
,
pp. 2369-2397
Persistent link: https://www.econbiz.de/10011929337
Saved in:
4
Inferring aggregate market expectations from the cross section of stock prices
Bali, Turan G.
;
Nichols, D. Craig
;
Weinbaum, David
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
3
,
pp. 1064-1099
Persistent link: https://www.econbiz.de/10015055400
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