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~isPartOf:"Journal of financial economics"
~language:"eng"
~language:"nld"
~person:"Bakshi, Gurdip S."
~person:"Bollerslev, Tim"
~subject:"Optionsgeschäft"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Optionsgeschäft
Risikomaß
CAPM
7
Capital income
7
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7
Risikoprämie
7
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7
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7
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7
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6
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5
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Bakshi, Gurdip S.
Bollerslev, Tim
Subrahmanyam, Avanidhar
4
Pearson, Neil D.
3
Bai, Jennie
2
Newton, David P.
2
Roll, Richard
2
Schwartz, Eduardo S.
2
Weigert, Florian
2
Agarwal, Vikas
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Byun, Suk Joon
1
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1
Chabi-Yo, Fousseni
1
Chen, Ding
1
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1
Cremers, Martijn
1
Crosby, John
1
Da, Zhi
1
Dew-Becker, Ian
1
Duck, Peter W.
1
Erel, Isil
1
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1
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1
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1
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1
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Journal of financial economics
Journal of econometrics
1
Operations research
1
The review of financial studies
1
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ECONIS (ZBW)
5
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1
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
2
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:
3
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
4
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:
5
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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