Leonid Kogan
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Identifer
Contact
Affiliations
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Massachusetts Institute of Technology (MIT)
/ Sloan School of Management (weight: 50%)
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National Bureau of Economic Research (NBER) (weight: 50%)
Research profile
author of:
- Growth Opportunities and Technology Shocks
American Economic Review, American Economic Association (2010)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-article, aea:aecrev:v:100:y:2010:i:2:p:532-36) - Economic Activity of Firms and Asset Prices
Annual Review of Financial Economics, Annual Reviews (2012)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-article, anr:refeco:v:4:y:2012:p:361-384) - The Price Impact and Survival of Irrational Traders
Journal of Finance, American Finance Association (2006)
by Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield
(ReDIF-article, bla:jfinan:v:61:y:2006:i:1:p:195-229) - Oil Futures Prices in a Production Economy with Investment Constraints
Journal of Finance, American Finance Association (2009)
by Leonid Kogan & Dmitry Livdan & Amir Yaron
(ReDIF-article, bla:jfinan:v:64:y:2009:i:3:p:1345-1375) - Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs
Journal of Finance, American Finance Association (2012)
by Mozaffar Khan & Leonid Kogan & George Serafeim
(ReDIF-article, bla:jfinan:v:67:y:2012:i:4:p:1371-1395) - Growth Opportunities, Technology Shocks, and Asset Prices
Journal of Finance, American Finance Association (2014)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-article, bla:jfinan:v:69:y:2014:i:2:p:675-718) - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Uppal, Raman & Kogan, Leonid
(ReDIF-paper, cpr:ceprdp:3306) - Equilibrium Cross-Section of Returns
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
by Gomes, Joao & Kogan, Leonid & Zhang, Lu
(ReDIF-paper, cpr:ceprdp:3482) - Technological Innovation and Labor Income Risk
Working Papers, Center for Retirement Research at Boston College, Center for Retirement Research (2020)
by Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song
(ReDIF-paper, crr:crrwps:wp2020-10) - Market selection
Journal of Economic Theory, Elsevier (2017)
by Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M.
(ReDIF-article, eee:jetheo:v:168:y:2017:i:c:p:209-236) - Displacement risk and asset returns
Journal of Financial Economics, Elsevier (2012)
by Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros
(ReDIF-article, eee:jfinec:v:105:y:2012:i:3:p:491-510) - When is time continuous?
Journal of Financial Economics, Elsevier (2000)
by Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W.
(ReDIF-article, eee:jfinec:v:55:y:2000:i:2:p:173-204) - An equilibrium model of irreversible investment
Journal of Financial Economics, Elsevier (2001)
by Kogan, Leonid
(ReDIF-article, eee:jfinec:v:62:y:2001:i:2:p:201-245) - Asset prices and real investment
Journal of Financial Economics, Elsevier (2004)
by Kogan, Leonid
(ReDIF-article, eee:jfinec:v:73:y:2004:i:3:p:411-431) - Price Impact and Survival of Irrational Traders
FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2004)
by Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield
(ReDIF-paper, fam:rpseri:rp116) - Firm characteristics and empirical factor models: a data-mining experiment
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Leonid Kogan & Mary Tian
(ReDIF-paper, fip:fedgif:1070) - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
by Leonid Kogan & Raman Uppal
(ReDIF-paper, fth:pennfi:13-00) - Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Rodney L. White Center for Financial Research Working Papers, Wharton School Rodney L. White Center for Financial Research ()
by Yeung Lewis Chan & Leonid Kogan
(ReDIF-paper, fth:pennfi:14-00) - Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach
Operations Research, INFORMS (2001)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo
(ReDIF-article, inm:oropre:v:49:y:2001:i:3:p:372-397) - Pricing American Options: A Duality Approach
Operations Research, INFORMS (2004)
by Martin B. Haugh & Leonid Kogan
(ReDIF-article, inm:oropre:v:52:y:2004:i:2:p:258-270) - Evaluating Portfolio Policies: A Duality Approach
Operations Research, INFORMS (2006)
by Martin B. Haugh & Leonid Kogan & Jiang Wang
(ReDIF-article, inm:oropre:v:54:y:2006:i:3:p:405-418) - Oil Futures Prices in a Production Economy With Investment Constraints
Working Papers, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research (2008)
by Leonid Kogan & Dmitry Livdan & Amir Yaron
(ReDIF-paper, mee:wpaper:0803) - The Price Impact and Survival of Irrational Traders
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003)
by Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark
(ReDIF-paper, mit:sloanp:1841) - Evaluating Portfolio Policies: A Duality Approach
Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (2003)
by Kogan, Leonid & Haugh, Martin & Wang, Jiang
(ReDIF-paper, mit:sloanp:3540) - Futures Prices in a Production Economy with Investment Constraints
NBER Working Papers, National Bureau of Economic Research, Inc (2005)
by Leonid Kogan & Dmitry Livdan & Amir Yaron
(ReDIF-paper, nbr:nberwo:11509) - Durability of Output and Expected Stock Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2007)
by Joao F. Gomes & Leonid Kogan & Motohiro Yogo
(ReDIF-paper, nbr:nberwo:12986) - Market Selection
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Leonid Kogan & Stephen Ross & Jiang Wang & Mark M. Westerfield
(ReDIF-paper, nbr:nberwo:15189) - The Demographics of Innovation and Asset Returns
NBER Working Papers, National Bureau of Economic Research, Inc (2009)
by Nicolae Gârleanu & Leonid Kogan & Stavros Panageas
(ReDIF-paper, nbr:nberwo:15457) - Technological Innovation, Resource Allocation, and Growth
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman
(ReDIF-paper, nbr:nberwo:17769) - Growth Opportunities, Technology Shocks, and Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-paper, nbr:nberwo:17795) - A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
NBER Working Papers, National Bureau of Economic Research, Inc (2012)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-paper, nbr:nberwo:17975) - Winners and Losers: Creative Destruction and the Stock Market
NBER Working Papers, National Bureau of Economic Research, Inc (2013)
by Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman
(ReDIF-paper, nbr:nberwo:18671) - Measuring “Dark Matter” in Asset Pricing Models
NBER Working Papers, National Bureau of Economic Research, Inc (2019)
by Hui Chen & Winston Wei Dou & Leonid Kogan
(ReDIF-paper, nbr:nberwo:26418) - Technological Innovation and Labor Income Risk
NBER Working Papers, National Bureau of Economic Research, Inc (2020)
by Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song
(ReDIF-paper, nbr:nberwo:26964) - Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations
NBER Working Papers, National Bureau of Economic Research, Inc (2021)
by Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Bryan Seegmiller
(ReDIF-paper, nbr:nberwo:29552) - Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Leonid Kogan & Indrajit Mitra
(ReDIF-paper, nbr:nberwo:30111) - Common Fund Flows: Flow Hedging and Factor Pricing
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Winston Wei Dou & Leonid Kogan & Wei Wu
(ReDIF-paper, nbr:nberwo:30234) - Operating Hedge and Gross Profitability Premium
NBER Working Papers, National Bureau of Economic Research, Inc (2022)
by Leonid Kogan & Jun Li & Harold Zhang
(ReDIF-paper, nbr:nberwo:30241) - Technology and Labor Displacement: Evidence from Linking Patents with Worker-Level Data
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Leonid Kogan & Dimitris Papanikolaou & Lawrence D.W. Schmidt & Bryan Seegmiller
(ReDIF-paper, nbr:nberwo:31846) - Fund Flows and Income Risk of Fund Managers
NBER Working Papers, National Bureau of Economic Research, Inc (2023)
by Xiao Cen & Winston Wei Dou & Leonid Kogan & Wei Wu
(ReDIF-paper, nbr:nberwo:31986) - Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
NBER Working Papers, National Bureau of Economic Research, Inc (1997)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo
(ReDIF-paper, nbr:nberwo:6250) - Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Yeung Lewis Chan & Leonid Kogan
(ReDIF-paper, nbr:nberwo:8607) - Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
NBER Working Papers, National Bureau of Economic Research, Inc (2001)
by Leonid Kogan & Raman Uppal
(ReDIF-paper, nbr:nberwo:8609) - The Price Impact and Survival of Irrational Traders
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by Leonid Kogan & Stephen Ross & Jiang Wang & Mark Westerfield
(ReDIF-paper, nbr:nberwo:9434) - Evaluating Portfolio Policies: A Duality Approach
NBER Working Papers, National Bureau of Economic Research, Inc (2003)
by Martin B. Haugh & Leonid Kogan & Jiang Wang
(ReDIF-paper, nbr:nberwo:9861) - Technological Innovation, Resource Allocation, and Growth
The Quarterly Journal of Economics, Oxford University Press (2017)
by Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman
(ReDIF-article, oup:qjecon:v:132:y:2017:i:2:p:665-712.) - Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks
Review of Financial Studies, Society for Financial Studies (2013)
by Leonid Kogan & Dimitris Papanikolaou
(ReDIF-article, oup:rfinst:v:26:y:2013:i:11:p:2718-2759) - Futures Prices in a Production Economy with Investment Constraints
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Amir Yaron & Leonid Kogan & Dmitry Livdan
(ReDIF-paper, red:sed004:128) - The Price Impact and Survival of Irrational Traders
2004 Meeting Papers, Society for Economic Dynamics (2004)
by Leonid Kogan & Stephen Ross
(ReDIF-paper, red:sed004:35) - Durability of Output and Expected Stock Returns
2007 Meeting Papers, Society for Economic Dynamics (2007)
by Motohiro Yogo & Leonid Kogan & Joao Gomes
(ReDIF-paper, red:sed007:432) - Growth opportunities and Investment-Specific Technology Shocks
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Dimitris Papanikolaou & Leonid Kogan
(ReDIF-paper, red:sed009:122) - The Demographics of Innovation and Asset Returns
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Stavros Panageas & Leonid Kogan & Nicolae Garleanu
(ReDIF-paper, red:sed009:140) - Market Selection
2009 Meeting Papers, Society for Economic Dynamics (2009)
by Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan
(ReDIF-paper, red:sed009:274) - Accuracy Verification for Numerical Solutions of Equilibrium Models
2014 Meeting Papers, Society for Economic Dynamics (2014)
by Indrajit Mitra & Leonid Kogan
(ReDIF-paper, red:sed014:423) - Durability of Output and Expected Stock Returns
Journal of Political Economy, University of Chicago Press (2009)
by João F. Gomes & Leonid Kogan & Motohiro Yogo
(ReDIF-article, ucp:jpolec:doi:10.1086/648882) - Left Behind: Creative Destruction, Inequality, and the Stock Market
Journal of Political Economy, University of Chicago Press (2020)
by Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman
(ReDIF-article, ucp:jpolec:doi:10.1086/704619) - Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
Journal of Political Economy, University of Chicago Press (2002)
by Yeung Lewis Chan & Leonid Kogan
(ReDIF-article, ucp:jpolec:v:110:y:2002:i:6:p:1255-1285) - Equilibrium Cross Section of Returns
Journal of Political Economy, University of Chicago Press (2003)
by Joao Gomes & Leonid Kogan & Lu Zhang
(ReDIF-article, ucp:jpolec:v:111:y:2003:i:4:p:693-732) - Erratum: "Equilibrium Cross Section of Returns"
Journal of Political Economy, University of Chicago Press (2004)
by Joao Gomes & Leonid Kogan & Lu Zhang
(ReDIF-article, ucp:jpolec:v:112:y:2004:i:3:p:724-753) - When Is Time Continuous?
World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2001)
by Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo
(ReDIF-chapter, wsi:wschap:9789812810663_0003)