Working Papers

  1. Gurdip Bakshi and Fousseni Chabi-Yo, `` New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models.”

2. Gurdip Bakshi, Xiaohui Gao, and Alberto Rossi, `` A Better Specified  Asset Pricing Model to Explain the Cross-Section and Time-Series of Commodity Returns.

3. Gurdip Bakshi, Xiaohui Gao, and Fousseni Chabi-Yo, ``Riskier Times and Asset Returns.”

4. Gurdip Bakshi, and Charles Cao, ``Individual Equity Option Pricing  Models.” Revise and resubmit, Management Science.

5. Gurdip Bakshi, George Panayotov, and Georgios Skoulakis , ``The Baltic Dry  Index as a Predictor of Global Stock Returns, Commodity Returns,

and Global Economic Activity.

6. Vikas Agarwal, Gurdip Bakshi, and Joop Huij, `` Do Higher-Moment Equity Risks Explain Hedge Fund Returns.”

 7. Gurdip Bakshi, and Dilip Madan, ``Investor Heterogeneity and the Non-Monotonicity of  the Aggregate Marginal Rate of Substitution in Market Index.”

8. Gurdip Bakshi, and Nengjiu Ju, ``Is the Present-Value Relation Destined for Empirical Failures.”

9. Gurdip Bakshi, Dilip Madan, and Frank Zhang, ``The Role of Recovery in  Default Risk Models: Empirical Comparisons and Implied Recovery Rates."

10. Gurdip Bakshi and Zhiwu Chen, ``Asset Pricing Without Consumption or Market Portfolio Data.”

11. Gurdip Bakshi and Zhiwu Chen, ``Preferred Habitat Theory of the Term Structure of Interest Rates.”


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