Zobrazeno 1 - 10
of 142
pro vyhledávání: '"Bakshi, Gurdip"'
Emphasizing the statistics of jumps crossing the strike and local time, we develop a decomposition of equity option risk premiums. Operationalizing this theoretical treatment, we equip the pricing kernel process with unspanned risks, embed (unspanned
Externí odkaz:
http://arxiv.org/abs/2303.16371
Autor:
Bakshi, Gurdip1 (AUTHOR) gurdip.bakshi@temple.edu, Gao, Xiaohui1 (AUTHOR) xiaohui.gao.bakshi@temple.edu, Xue, Jinming2 (AUTHOR) jinmingx@mail.smu.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Jun2023, Vol. 58 Issue 4, p1808-1842. 35p.
Publikováno v:
Commodities (2813-2432). Jun2024, Vol. 3 Issue 2, p225-247. 23p.
Publikováno v:
In Journal of Financial Economics December 2023 150(3)
Autor:
Bakshi, Gurdip, Chabi-Yo, Fousseni
Publikováno v:
The Journal of Financial and Quantitative Analysis, 2019 Dec 01. 54(6), 2517-2541.
Externí odkaz:
https://www.jstor.org/stable/26844414
Publikováno v:
The Review of Financial Studies, 2018 Oct 01. 31(10), 4017-4062.
Externí odkaz:
https://www.jstor.org/stable/48616783
Publikováno v:
The Review of Financial Studies, 2018 Feb 01. 31(2), 532-555.
Externí odkaz:
https://www.jstor.org/stable/48615687
Autor:
Bakshi, Gurdip Singh.
Thesis (Ph. D.)--University of Wisconsin--Madison, 1992.
Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.
Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references.
Externí odkaz:
http://catalog.hathitrust.org/api/volumes/oclc/28467469.html
Autor:
Bakshi, Gurdip, Kapadia, Nikunj
Publikováno v:
The Review of Financial Studies, 2003 Jul 01. 16(2), 527-566.
Externí odkaz:
https://www.jstor.org/stable/1262684
Publikováno v:
The Review of Financial Studies, 2003 Apr 01. 16(1), 101-143.
Externí odkaz:
https://www.jstor.org/stable/1262727