Leonid Kogan

Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices

Year: 2001
Journal: Journal of Political Economy
Authors: Yeung Lewis Chan; Leonid Kogan

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Year: 2001
Journal: No Journal Matched
Authors: Leonid Kogan; Raman Uppal

Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies

Year: 2002
Journal: No Journal Matched
Authors: Leonid Kogan; Raman Uppal

Equilibrium Cross-Section of Returns

Year: 2002
Journal: Journal of Political Economy
Authors: Joao Gomes; Leonid Kogan; Lu Zhang

Evaluating Portfolio Policies: A Duality Approach

Year: 2003
Journal: No Journal Matched
Authors: Martin B. Haugh; Leonid Kogan; Jiang Wang

The Price Impact and Survival of Irrational Traders

Year: 2003
Journal: Journal of Finance
Authors: Leonid Kogan; Stephen Ross; Jiang Wang; Mark Westerfield

Futures Prices in a Production Economy with Investment Constraints

Year: 2005
Journal: Journal of Finance
Authors: Leonid Kogan; Dmitry Livdan; Amir Yaron

Durability of Output and Expected Stock Returns

Year: 2007
Journal: Journal of Political Economy
Authors: Joao F. Gomes; Leonid Kogan; Motohiro Yogo

Market Selection

Year: 2009
Journal: Journal of Economic Theory
Authors: Leonid Kogan; Stephen Ross; Jiang Wang; Mark M. Westerfield

The Demographics of Innovation and Asset Returns

Year: 2009
Journal: Journal of Financial Economics
Authors: Nicolae Grleanu; Leonid Kogan; Stavros Panageas

Technological Innovation, Resource Allocation, and Growth

Year: 2012
Journal: Quarterly Journal of Economics
Authors: Leonid Kogan; Dimitris Papanikolaou; Amit Seru; Noah Stoffman

A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks

Year: 2012
Journal: Review of Financial Studies
Authors: Leonid Kogan; Dimitris Papanikolaou

Growth Opportunities, Technology Shocks, and Asset Prices

Year: 2012
Journal: Journal of Finance
Authors: Leonid Kogan; Dimitris Papanikolaou

Winners and Losers: Creative Destruction and the Stock Market

Year: 2013
Journal: No Journal Matched
Authors: Leonid Kogan; Dimitris Papanikolaou; Noah Stoffman

Measuring Dark Matter in Asset Pricing Models

Year: 2019
Journal: Journal of Finance
Authors: Hui Chen; Winston Wei Dou; Leonid Kogan

Technological Innovation and Labor Income Risk

Year: 2020
Journal: No Journal Matched
Authors: Leonid Kogan; Dimitris Papanikolaou; Lawrence D. W. Schmidt; Jae Song

Technology Vintagespecific Human Capital and Labor Displacement: Evidence from Linking Patents with Occupations

Year: 2021
Journal: No Journal Matched
Authors: Leonid Kogan; Dimitris Papanikolaou; Lawrence D. W. Schmidt; Bryan Seegmiller

Common Fund Flows, Flow Hedging, and Factor Pricing

Year: 2022
Journal: No Journal Matched
Authors: Winston Wei Dou; Leonid Kogan; Wei Wu

Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method

Year: 2022
Journal: No Journal Matched
Authors: Leonid Kogan; Indrajit Mitra

Operating Hedge and Gross Profitability Premium

Year: 2022
Journal: Journal of Finance
Authors: Leonid Kogan; Jun Li; Harold Zhang

Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data

Year: 2023
Journal: No Journal Matched
Authors: Leonid Kogan; Dimitris Papanikolaou; Lawrence DW Schmidt; Bryan Seegmiller

Fund Flows and Income Risk of Fund Managers

Year: 2023
Journal: No Journal Matched
Authors: Xiao Cen; Winston Wei Dou; Leonid Kogan; Wei Wu