|Office:||Alter Hall 415|
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.
Bakshi’s research interests include stock valuation, option valuation, term structure of interest rates, asset pricing, capital, commodity, and currency markets, crashes, and international finance. His recent work focuses on studying risk premiums, incomplete markets, opaqueness of hedge fund investments, recovery theorem, and probability of stock market crashes.
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 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.