//--> //--> //--> //-->
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
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: person:"Bakshi, Gurdip S."
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
28
Theory
28
CAPM
14
Option pricing theory
13
Optionspreistheorie
13
Estimation
12
Schätzung
12
Volatility
12
Volatilität
12
Discounting
11
Diskontierung
11
Capital income
10
Kapitaleinkommen
10
Risikoprämie
10
Risk premium
10
USA
9
United States
9
Stochastic process
8
Stochastischer Prozess
8
Portfolio selection
6
Portfolio-Management
6
Credit risk
5
Insolvency
5
Insolvenz
5
Kreditrisiko
5
Börsenkurs
4
Equity premium puzzle
4
Equity-Premium-Puzzle
4
Index futures
4
Index-Futures
4
Option trading
4
Optionsgeschäft
4
Risiko
4
Risk
4
Share price
4
Aktienmarkt
3
Aktienoption
3
Corporate bond
3
Estimation theory
3
Exchange rate
3
more ...
less ...
Online availability
All
Undetermined
20
Free
17
Type of publication
All
Article
56
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
38
Aufsatz in Zeitschrift
38
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Aufsatz im Buch
4
Book section
4
more ...
less ...
Language
All
English
51
Undetermined
24
Author
All
Bakshi, Gurdip S.
70
Chen, Zhiwu
34
Madan, Dilip B.
10
Gao, Xiaohui
7
Panayotov, George
7
Bakshi, Gurdip S
5
Crosby, John
5
Cao, Charles Q.
4
Cao, Charles Quanwei
4
Chabi-Yo, Fousseni
4
Naka, Atsuyuki
4
Cerrato, Mario
3
Kapadia, Nikunj
3
Ju, Nengjiu
2
Skoulakis, Georgios
2
Wu, Liuren
2
Zhang, Frank Xiaoling
2
Zhong, Zhaodong
2
Agarwal, Vikas
1
Aït-Sahalia, Yacine
1
Cao, Charles
1
Carr, Peter
1
Fousseni, Chabi-Yo
1
Gala, Vito D.
1
Hansen, Jorge W.
1
Hartley, Michael J.
1
Hjalmarsson, Erik
1
Huij, Joop
1
Menzly, Lior
1
Ou-Yang, Hui
1
Rossi, Alberto
1
Xue, Jinming
1
Zhang, Frank
1
Zhang, Frank X.
1
Zhiwu, Chen
1
more ...
less ...
Institution
All
School of Management, Yale University
8
Department of Finance, Fisher College of Business
2
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Nationalekonomiska Institutionen <Göteborg>
1
Published in...
All
Journal of financial economics
12
Yale School of Management Working Papers
8
The review of financial studies
7
Journal of financial and quantitative analysis : JFQA
4
The journal of business : B
4
Handbook of the equity risk premium
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of finance : the journal of the American Finance Association
3
Discussion papers / Adam Smith Business School, University of Glasgow
2
Finance and economics discussion series
2
Fisher College of Business working paper series
2
Research in Financial Economics
2
The American economic review
2
Advances in investment analysis and portfolio management : a research annual
1
American Economic Review
1
Annual review of financial economics
1
CEMA Working Papers
1
Charles A. Dice Center Working Paper
1
Credit risk : models, derivatives, and management
1
Journal of Finance
1
Journal of Financial Economics
1
Journal of International Money and Finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial markets
1
Journal of international money and finance
1
Operations research
1
Pacific-Basin Finance Journal
1
Review of Financial Studies
1
Review of quantitative finance and accounting
1
The Financial Review
1
The Journal of Business
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
Working paper / Centre for Financial Research
1
Working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
RePEc
19
OLC EcoSci
6
Showing
1
-
10
of
75
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
Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Xue, Jinming
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
Saved in:
3
Decoding default risk : a review of modeling approaches, findings, and estimation methods
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Zhong, Zhaodong
- In:
Annual review of financial economics
14
(
2022
),
pp. 391-413
Persistent link: https://www.econbiz.de/10013461162
Saved in:
4
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:
5
Assessing models of individual equity option prices
Bakshi, Gurdip S.
;
Cao, Charles Q.
;
Zhong, Zhaodong
- In:
Review of quantitative finance and accounting
57
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012549885
Saved in:
6
A theory of dissimilarity between stochastic discount factors
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Panayotov, George
- In:
Management science : journal of the Institute for …
67
(
2021
)
7
,
pp. 4602-4622
Persistent link: https://www.econbiz.de/10012624646
Saved in:
7
Studying the implications of consumption and asset return data for stochastic discount factors in incomplete international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
-
2017
Persistent link: https://www.econbiz.de/10011583440
Saved in:
8
Risk sharing in international economies and market incompleteness
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
-
2015
Persistent link: https://www.econbiz.de/10011374651
Saved in:
9
Understanding the sources of risk underlying the cross section of commodity returns
Bakshi, Gurdip S.
;
Gao, Xiaohui
;
Rossi, Alberto
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 619-641
Persistent link: https://www.econbiz.de/10012000721
Saved in:
10
New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->