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Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.; Carr, Peter; Wu, Liuren - In: Journal of financial economics 87 (2008) 1, pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
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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
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Predictability of currency carry trades and asset pricing implications
Bakshi, Gurdip S.; Panayotov, George - In: Journal of financial economics 110 (2013) 1, pp. 139-163
Persistent link: https://www.econbiz.de/10010207758
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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
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An alternative valuation model for contingent claims
Bakshi, Gurdip S. - In: Journal of financial economics 44 (1997) 1, pp. 123-165
Persistent link: https://www.econbiz.de/10001219691
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Spanning and derivative-security valuation
Bakshi, Gurdip S.; Madan, Dilip B. - In: Journal of financial economics 55 (2000) 2, pp. 205-238
Persistent link: https://www.econbiz.de/10001448505
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Variance bounds on the permanent and transitory components of stochastic discount factors
Bakshi, Gurdip S.; Chabi-Yo, Fousseni - In: Journal of financial economics 105 (2012) 1, pp. 191-208
Persistent link: https://www.econbiz.de/10009622426
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Do subjective expectations explain asset pricing puzzles?
Bakshi, Gurdip S.; Skoulakis, Georgios - In: Journal of financial economics 98 (2010) 3, pp. 462-477
Persistent link: https://www.econbiz.de/10008827020
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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