Gurdip Bakshi

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 3

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Top Venues

Publications

Gurdip Bakshi, John Crosby, Xiaohui Gao
Dark Matter in (Volatility and) Equity Option Risk Premiums. Oper. Res. 70 (6) (2022)
Gurdip Bakshi, Xiaohui Gao, George Panayotov
A Theory of Dissimilarity Between Stochastic Discount Factors. Manag. Sci. 67 (7) (2021)
Gurdip Bakshi, Xiaohui Gao, Alberto G. Rossi
Understanding the Sources of Risk Underlying the Cross Section of Commodity Returns. Manag. Sci. 65 (2) (2019)
Gurdip Bakshi, Liuren Wu
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period. Manag. Sci. 56 (12) (2010)
Gurdip Bakshi, Dilip B. Madan
A Theory of Volatility Spreads. Manag. Sci. 52 (12) (2006)