Equilibrium analysis of asset prices: Lessons from CIR and APT

Leonid Kogan, Dimitris Papanikolaou

Research output: Contribution to journalArticlepeer-review

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

ASJC Scopus subject areas

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

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