NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Leonid Kogan

Working Papers and Chapters

October 2009The Demographics of Innovation and Asset Returns
with Nicolae Gârleanu, Stavros Panageas: w15457
July 2009Market Selection
with Stephen Ross, Jiang Wang, Mark M. Westerfield: w15189
March 2007Durability of Output and Expected Stock Returns
with Joao F. Gomes, Motohiro Yogo: w12986
August 2005Futures Prices in a Production Economy with Investment Constraints
with Dmitry Livdan, Amir Yaron: w11509
July 2003Evaluating Portfolio Policies: A Duality Approach
with Martin B. Haugh, Jiang Wang: w9861
January 2003The Price Impact and Survival of Irrational Traders
with Stephen Ross, Jiang Wang, Mark Westerfield: w9434
November 2001Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
with Yeung Lewis Chan: w8607
Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies
with Raman Uppal: w8609
November 1997Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model
with Dimitris Bertsimas, Andrew W. Lo: w6250

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