Narrow search
Showing 121 - 130 of 372
Cover Image
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
Cover Image
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
Cover Image
Delta-hedged gains and the negative market volatility risk premium
Bakshi, Gurdip S.; Kapadia, Nikunj - In: The review of financial studies 16 (2003) 2, pp. 527-566
Persistent link: https://www.econbiz.de/10001764238
Cover Image
Pricing and hedging long-term options
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: Journal of econometrics 94 (2000) 1/2, pp. 277-318
Persistent link: https://www.econbiz.de/10001437760
Cover Image
Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios
Bakshi, Gurdip S.; Panayotov, George; Skoulakis, Georgios - In: Journal of financial economics 100 (2011) 3, pp. 475-495
Persistent link: https://www.econbiz.de/10009242197
Cover Image
Estimation of continuous-time models with an application to equity volatility dynamics
Bakshi, Gurdip S.; Ju, Nengjiu; Ou-Yang, Hui - In: Journal of financial economics 82 (2006) 1, pp. 227-249
Persistent link: https://www.econbiz.de/10003376065
Cover Image
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
Cover Image
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
Cover Image
Cash flow risk, discounting risk, and the equity premium puzzle
Bakshi, Gurdip S.; Chen, Zhiwu - In: Handbook of the equity risk premium, (pp. 377-402). 2008
Persistent link: https://www.econbiz.de/10003598683
Cover Image
Cash flow risk, discounting risk, and the equity premium puzzle : discussion
Gala, Vito D. - In: Handbook of the equity risk premium, (pp. 403-408). 2008
Persistent link: https://www.econbiz.de/10003598686