Equilibrium analysis of asset prices

Lessons from CIR and APT

Leonid Kogan, Dimitris Papanikolaou

Research output: Contribution to journalArticle

Original languageEnglish (US)
Pages (from-to)59-69
Number of pages11
JournalJournal of Portfolio Management
Volume44
Issue number6
DOIs
StatePublished - Jun 30 2018

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Asset prices
Equilibrium analysis

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

Cite this

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Equilibrium analysis of asset prices : Lessons from CIR and APT. / Kogan, Leonid; Papanikolaou, Dimitris.

In: Journal of Portfolio Management, Vol. 44, No. 6, 30.06.2018, p. 59-69.

Research output: Contribution to journalArticle

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