Gurdip S. Bakshi
Affiliations: | University of Maryland, College Park, College Park, MD |
Area:
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"Gurdip Bakshi"
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Publications
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| Bakshi G, Chabi-Yo F. (2019) New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models Journal of Financial and Quantitative Analysis. 54: 2517-2541 |
| Bakshi G, Chabi-Yo F, Gao X. (2018) A Recovery that We Can Trust? Deducing and Testing the Restrictions of the Recovery Theorem Review of Financial Studies. 31: 532-555 |
| Bakshi G, Gao X, Rossi AG. (2017) Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns Management Science. 65: 619-641 |
| Bakshi G, Madan D, Panayotov G. (2016) Heterogeneity in Beliefs and Volatility Tail Behavior Journal of Financial and Quantitative Analysis. 50: 1389-1414 |
| Cao C, Bakshi GS, Chen Z. (2015) Option pricing and hedging performance under stochastic volatility and stochastic interest rates Handbook of Financial Econometrics and Statistics. 2653-2700 |
| Bakshi G, Panayotov G. (2013) Predictability of currency carry trades and asset pricing implications Journal of Financial Economics. 110: 139-163 |
| Bakshi G, Chabi-Yo F. (2012) Variance Bounds on the Permanent and Transitory Components of Stochastic Discount Factors Journal of Financial Economics. 105: 191-208 |
| Bakshi G, Panayotov G, Skoulakis G. (2011) Improving the predictability of real economic activity and asset returns with forward variances inferred from option portfolios Journal of Financial Economics. 100: 475-495 |
| Bakshi G, Madan D, Panayotov G. (2010) Returns of claims on the upside and the viability of U-shaped pricing kernels Journal of Financial Economics. 97: 130-154 |
| Bakshi G, Skoulakis G. (2010) Do subjective expectations explain asset pricing puzzles? Journal of Financial Economics. 98: 462-477 |