Gurdip Bakshi

According to our database, Gurdip Bakshi authored at least 5 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2022

Dark Matter in (Volatility and) Equity Option Risk Premiums.

Gurdip Bakshi, John Crosby, Xiaohui Gao

Oper. Res., November, 2022

2021

A Theory of Dissimilarity Between Stochastic Discount Factors.

Gurdip Bakshi, Xiaohui Gao, George Panayotov

Manag. Sci., 2021

2019

Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns.

Gurdip Bakshi, Xiaohui Gao, Alberto G. Rossi

Manag. Sci., 2019

2010

The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period.

Gurdip Bakshi, Liuren Wu

Manag. Sci., 2010

2006

A Theory of Volatility Spreads.

Gurdip Bakshi, Dilip B. Madan

Manag. Sci., 2006