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Average Rate Claims with Emphasis on Catastrophe Loss Options
Bakshi, Gurdip; Madan, Dilip - In: Journal of financial and quantitative analysis : JFQA 37 (2002) 1, pp. 93-116
Persistent link: https://www.econbiz.de/10006695845
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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
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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
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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
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Recovery with applications to forecasting equity disaster probability and testing the spanning hypothesis in the treasury market
Bakshi, Gurdip S.; Gao, Xiaohui; Xue, Jinming - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1808-1842
Persistent link: https://www.econbiz.de/10014309628
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Multi-Period Performance Persistence Analysis of Hedge Funds
Agarwal, Vikas; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 327-342
Persistent link: https://www.econbiz.de/10006697722
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Multi-period performance persistence analysis of hedge funds
Agarwal, Vikas; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 327-342
Persistent link: https://www.econbiz.de/10001522462
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Hedge Funds for Retail Investors? An Examination of Hedged Mutual Funds
Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 273-306
Persistent link: https://www.econbiz.de/10008282408
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Hedge funds for retail investors? : an examination of hedged mutual funds
Agarwal, Vikas; Boyson, Nicole M.; Naik, Narayan Y. - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 2, pp. 273-305
Persistent link: https://www.econbiz.de/10003865565
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Liquidity transformation and financial fragility : evidence from funds of hedge funds
Agarwal, Vikas; Aragon, George O.; Shi, Zhen - In: Journal of financial and quantitative analysis : JFQA 54 (2019) 6, pp. 2355-2381
Persistent link: https://www.econbiz.de/10012165911