//--> //--> //--> //-->
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:"Madan, Dilip B."
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
Do Higher-Moment Equity RisksE...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
8
Theory
8
Anlageverhalten
5
Behavioural finance
5
Börsenkurs
5
Option pricing theory
5
Optionspreistheorie
5
Share price
5
Volatility
5
Volatilität
5
CAPM
4
Capital market returns
4
Credit risk
4
Insolvency
4
Insolvenz
4
Kapitalmarktrendite
4
Kreditrisiko
4
Capital income
3
Corporate bond
3
Kapitaleinkommen
3
USA
3
United States
3
Unternehmensanleihe
3
Welt
3
World
3
Estimation
2
Hedging
2
Schätzung
2
1989-1998
1
1991-1995
1
2006-2013
1
Aktienmarkt
1
Aktienoption
1
Anleihe
1
Betriebliche Kennzahl
1
Bond
1
Catastrophe insurance option
1
Derivat
1
Derivative
1
Elementarschadenversicherung
1
more ...
less ...
Online availability
All
Free
17
Undetermined
1
Type of publication
All
Book / Working Paper
19
Article
8
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
15
Undetermined
12
Author
All
Madan, Dilip B.
Agarwal, Vikas
229
Bakshi, Gurdip
124
Huij, Joop
79
Naik, Narayan Y.
67
Bakshi, Gurdip S.
50
Panayotov, George
30
Chen, Zhiwu
28
Crosby, John
22
Blitz, David
21
Daniel, Naveen D.
21
Jiang, Wei
21
Ray, Sugata
18
Verbeek, Marno
17
Derwall, Jeroen
16
Madan, Dilip
16
Tang, Yuehua
15
Yang, Baozhong
15
Gao Bakshi, Xiaohui
14
Kapadia, Nikunj
13
Ren, Honglin
13
Skoulakis, Georgios
13
Gao, Xiaohui
12
Gay, Gerald D.
12
Ling, Leng
12
Ruenzi, Stefan
12
Loon, Yee Cheng
11
Fos, Vyacheslav
10
Ju, Nengjiu
10
Boyson, Nicole M.
9
Cao, Charles
9
Chabi-Yo, Fousseni
9
Fung, William H.
9
Lansdorp, Simon
9
Lu, Yan
9
Priestley, Richard
9
Zhao, Haibei
9
Gómez, Juan-Pedro
8
Mullally, Kevin
8
Weigert, Florian
8
more ...
less ...
Published in...
All
Finance and economics discussion series
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial economics
2
Robert H. Smith School Research Paper
2
Credit risk : models, derivatives, and management
1
FDIC CFR Working Paper
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The journal of business : B
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
Credit risk : models, derivatives, and management
,
(pp. 155-180)
.
2008
Persistent link: https://www.econbiz.de/10003718458
Saved in:
2
Investigating the role of systematic and firm-specific factors in default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank Xiaoling
- In:
The journal of business : B
79
(
2006
)
4
,
pp. 1955-1987
Persistent link: https://www.econbiz.de/10003378503
Saved in:
3
Returns of claims on the upside and the viability of U-shaped pricing kernels
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial economics
97
(
2010
)
1
,
pp. 130-154
Persistent link: https://www.econbiz.de/10003991462
Saved in:
4
Deducing the implications of jump models for the structure of stock market crashes, rallies, jump arrival rates, and extremes
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 380-396
Persistent link: https://www.econbiz.de/10008736201
Saved in:
5
Heterogeneity in beliefs and volatility tail behavior
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Panayotov, George
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1389-1414
Persistent link: https://www.econbiz.de/10011479441
Saved in:
6
Average rate claims with emphasis on catastrophe loss options
Bakshi, Gurdip S.
;
Madan, Dilip B.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
1
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001661620
Saved in:
7
Recovery in default risk modeling : theoretical foundations and empirical applications
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank
-
2001
Persistent link: https://www.econbiz.de/10001613473
Saved in:
8
Stock return characteristics, skew laws, and the differential pricing of individual equity options
Bakshi, Gurdip S.
;
Kapadia, Nikunj
;
Madan, Dilip B.
- In:
The review of financial studies
16
(
2003
)
1
,
pp. 101-143
Persistent link: https://www.econbiz.de/10001764187
Saved in:
9
Investigating the sources of default risk : lessons from empirically evaluating credit risk models
Bakshi, Gurdip S.
;
Madan, Dilip B.
;
Zhang, Frank X.
-
2001
Persistent link: https://www.econbiz.de/10001573166
Saved in:
10
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
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->