Gurdip Bakshi is the Marvin Wachman Professor of Finance. He joins the Fox School from the University of Maryland, where he was the Dean’s Professor of Finance at the Smith School of Business.
His research is known for contributions to option pricing, volatility risk premia, stochastic discount factors, asset-pricing restrictions, recovery-theorem applications, currency and commodity return predictability, Treasury option markets, and models of market crashes and jump risk. His work connects derivative-security valuation with empirical asset pricing and uses option-market information to study risk premia, tail risk, disaster probabilities, and market incompleteness.
His works have been published in the American Economic Review, the Journal of Finance, the Journal of Financial Economics, Review of Financial Studies, Management Science, and Journal of Financial and Quantitative Analysis, among others. He serves as co-editor for the Review of Derivatives Research, and editorial board roles with the Review of Financial Studies (term completed), the Journal of Financial and Quantitative Analysis, and the Journal of Financial Econometrics (term completed), Journal of Banking and Finance, among others.
Research profiles:
Google Scholar: Gurdip Bakshi
ORCID: https://orcid.org/0000-0003-0838-4128
RePEc / IDEAS: Gurdip Bakshi
SSRN author page: Gurdip Bakshi