A Theory of Volatility Spreads. - Gurdip Bakshi; Dilip B. Madan (Manag. Sci., 2006)

The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period. - Gurdip Bakshi; Liuren Wu (Manag. Sci., 2010)

Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns. - Gurdip Bakshi; Xiaohui Gao; Alberto G. Rossi (Manag. Sci., 2019)

A Theory of Dissimilarity Between Stochastic Discount Factors. - Gurdip Bakshi; Xiaohui Gao; George Panayotov (Manag. Sci., 2021)

Dark Matter in (Volatility and) Equity Option Risk Premiums. - Gurdip Bakshi; John Crosby; Xiaohui Gao (Oper. Res., 2022)