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~person:"Bakshi, Gurdip S."
~person:"Kruschwitz, Lutz"
~person:"Tucek, David G."
~type_genre:"Aufsatz in Zeitschrift"
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Bakshi, Gurdip S.
Kruschwitz, Lutz
Tucek, David G.
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ECONIS (ZBW)
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1
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
Saved in:
2
Historical net discount rates-an update through 2017
Lockley, Richard
;
Paige, Jerome S.
;
Tucek, David G.
- In:
Journal of legal economics
25
(
2019
)
1/2
,
pp. 159-172
Persistent link: https://www.econbiz.de/10012487712
Saved in:
3
New entropy restrictions and the quest for better-specified asset-pricing models
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
- In:
Journal of financial and quantitative analysis : JFQA
54
(
2019
)
6
,
pp. 2517-2541
Persistent link: https://www.econbiz.de/10012165919
Saved in:
4
A recovery that we can trust? : deducing and testing the restrictions of the recovery theorem
Bakshi, Gurdip S.
;
Chabi-Yo, Fousseni
;
Gao, Xiaohui
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 532-555
Persistent link: https://www.econbiz.de/10011925241
Saved in:
5
Implications of incomplete markets for international economies
Bakshi, Gurdip S.
;
Cerrato, Mario
;
Crosby, John
- In:
The review of financial studies
31
(
2018
)
10
,
pp. 4017-4062
Persistent link: https://www.econbiz.de/10011927903
Saved in:
6
Historical net discount rates : an update through 2015
Tucek, David G.
- In:
Journal of legal economics
23
(
2016
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10011690816
Saved in:
7
Historical net discount rates : an update through 2013
Tucek, David G.
- In:
Journal of legal economics
21
(
2014
)
1
,
pp. 119-131
Persistent link: https://www.econbiz.de/10011400757
Saved in:
8
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:
9
Historical net discount rates : an update through 2011
Tucek, David G.
- In:
Journal of legal economics
19
(
2012
)
1
,
pp. 89-111
Persistent link: https://www.econbiz.de/10009721140
Saved in:
10
Historical net discount rates : an update through 2010
Ireland, Thomas R.
;
Tucek, David G.
- In:
Journal of legal economics
18
(
2011/12
)
1
,
pp. 109-122
Persistent link: https://www.econbiz.de/10009314077
Saved in:
1
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