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The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.; Wu, Liuren - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
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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
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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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A Theory of Volatility Spreads
Bakshi, Gurdip; Madan, Dilip - In: Management science : journal of the Institute for … 52 (2006) 12, pp. 1945-1956
Persistent link: https://www.econbiz.de/10007396016
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The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period
Bakshi, Gurdip; Wu, Liuren - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2251-2265
Persistent link: https://www.econbiz.de/10008760779