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~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"mul"
~language:"srp"
~language:"swe"
~person:"Bakshi, Gurdip S."
~type_genre:"Article in journal"
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CAPM
5
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Option pricing theory
4
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4
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3
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3
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2
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Bakshi, Gurdip S.
Stulz, René M.
37
Harvey, Campbell R.
22
Shleifer, Andrei
19
Subrahmanyam, Avanidhar
18
Acharya, Viral V.
17
Chen, Lin
17
Stambaugh, Robert F.
17
Fama, Eugene F.
16
French, Kenneth Ronald
16
Hong, Harrison G.
16
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15
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15
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15
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15
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15
Chordia, Tarun
14
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14
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14
Lerner, Joshua
14
Longstaff, Francis A.
14
Zhou, Guofu
14
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13
Roll, Richard
13
Weisbach, Michael S.
13
Harford, Jarrad V. T.
12
Kaplan, Steven N.
12
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11
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11
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11
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11
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11
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10
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10
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10
Lo, Andrew W.
10
Morellec, Erwan
10
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10
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Journal of financial economics
The review of financial studies
5
Journal of financial and quantitative analysis : JFQA
4
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of business : B
3
The journal of finance : the journal of the American Finance Association
2
Advances in investment analysis and portfolio management : a research annual
1
Annual review of financial economics
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1
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The American economic review
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ECONIS (ZBW)
11
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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
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
First-passage probability, jump models, and intra-horizon risk
Bakshi, Gurdip S.
;
Panayotov, George
- In:
Journal of financial economics
95
(
2010
)
1
,
pp. 20-40
Persistent link: https://www.econbiz.de/10003929879
Saved in:
7
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:
8
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
Saved in:
9
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
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:
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