//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bakshi, Gurdip S."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Risk premiums"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
2
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Risiko
2
Risikoprämie
2
Risk
2
Risk premium
2
Schätzung
2
CAPM
1
Capital income
1
Derivat
1
Derivative
1
Financial Engineering
1
Government securities
1
Interest rate derivative
1
Interest-rate models
1
Kapitaleinkommen
1
Option risk premiums
1
Options on futures on Treasury bonds
1
Public bond
1
Staatspapier
1
Unspanned risks in the pricing kernel
1
Volatility
1
Volatilität
1
Yield curve
1
Zinsderivat
1
Zinsstruktur
1
dark matter
1
option risk premiums
1
unspanned equity volatility and jump risks
1
unspanned risks in the pricing kernel
1
Öffentliche Anleihe
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Bakshi, Gurdip S.
Meyer, Josefin
6
Reinhart, Carmen M.
6
Trebesch, Christoph
6
Huang, Darien
5
Jacobs, Kris
5
Kuvshinov, Dmitry
5
Mayer, Manuel
5
Schlag, Christian
5
Shaliastovich, Ivan
5
Thimme, Julian
5
Zechner, Josef
5
Dockner, Engelbert J.
4
Gelain, Paolo
4
Gärtner, Manfred
4
Jung, Florian
4
Lansing, Kevin J.
4
Sum, Vichet
4
Backus, David K.
3
Dötz, Niko
3
Gregory, Allan W.
3
Jordà, Òscar
3
Knoll, Katharina
3
Korn, Olaf
3
Krušković, Borivoje D.
3
Maričić, Tina
3
Martínez, Beatriz
3
Mele, Antonio
3
Obayashi, Yoshiki
3
Schularick, Moritz
3
Schweinitz, Gregor von
3
Taylor, Alan M.
3
Torró, Hipòlit
3
Xu, Yahua
3
Ang, Andrew
2
Bechtel, Alexander
2
Benavides, Guillermo
2
Bin, Okmyung
2
Chen, Hung-ju
2
Chorlian, Jack
2
more ...
less ...
Published in...
All
Journal of financial economics
1
Operations research
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
2
Dark matter in (volatility and) equity option
risk
premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->