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Faculty Profile
Professor Bakshi's research
interests include asset pricing,
international finance, term
structure of interest rates,
default risk, and pricing of
derivative securities. His works
have been published in the
American Economic Review,
Journal of Business, Journal of
Finance, Journal of Financial
Economics, Management Science,
Journal of Financial and
Quantitative Analysis, and
Review of Financial Studies.
His recent work focuses on
studying the valuation
structures of technology stocks,
risk premiums, investor
irrationality, probability of
stock market crashes, and credit
risks. He was appointed
FDIC Fellow in 2005, and
won research grants from FDIC
and BSI Gamma Foundation.
Professor Bakshi also serves on
the editorial boards of
Review of Financial Studies,
Journal of Financial and
Quantitative Analysis,
Review of Derivatives Research
and Journal of Financial
Econometrics. He was ranked
as a
top 15% teacher in 2003, 2004
and 2007.
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