All Stories

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

    Article • Management Science, October 2017, INFORMS

    Gurdip Bakshi

  2. Volatility tails and behavior of VIX option returns

    Article • Journal of Financial and Quantitative Analysis, December 2015, Cambridge University Press

    Gurdip Bakshi

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

    Article • Management Science, December 2010, INFORMS

    Gurdip Bakshi