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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of financial economics"
~person:"Kogan, Leonid"
~subject:"Allgemeines Gleichgewicht"
~subject:"Anlageverhalten"
~subject:"Derivative"
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Capital income
Zeitreihenanalyse
Allgemeines Gleichgewicht
Anlageverhalten
Derivative
Theorie
4
Theory
4
CAPM
2
General equilibrium
2
Investition
2
Investment
2
Beta risk
1
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1
Consumption-based asset pricing
1
Derivat
1
Displacement risk
1
Equity premium
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Estimation
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1
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1
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1
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Kogan, Leonid
Fama, Eugene F.
4
Hong, Harrison G.
4
Pedersen, Lasse Heje
4
Harvey, Campbell R.
3
Liu, Yan
3
Moskowitz, Tobias J.
3
Stambaugh, Robert F.
3
Subrahmanyam, Avanidhar
3
Aït-Sahalia, Yacine
2
Bae, Kee-hong
2
Bakshi, Gurdip S.
2
Banerjee, Snehal
2
Barroso, Pedro
2
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2
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2
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2
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2
Da, Zhi
2
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2
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2
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2
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2
Herskovic, Bernard
2
Jin, Lawrence J.
2
Kelly, Bryan T.
2
Kothari, S. P.
2
Kung, Howard
2
Linnainmaa, Juhani
2
Lo, Andrew W.
2
Longstaff, Francis A.
2
Novy-Marx, Robert
2
Pan, Jun
2
Paye, Bradley S.
2
Pontiff, Jeffrey
2
Pástor, Ľuboš
2
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2
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2
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2
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Journal of financial economics
Working paper / National Bureau of Economic Research, Inc.
7
Working papers / Rodney L. White Center for Financial Research
5
NBER Working Paper
4
NBER working paper series
4
Discussion paper / Centre for Economic Policy Research
2
Journal of political economy
2
Annual review of financial economics
1
FAME research paper series
1
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1
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1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Displacement risk and asset returns
Garleanu, Nicolae
;
Kogan, Leonid
;
Panageas, Stauros
- In:
Journal of financial economics
105
(
2012
)
3
,
pp. 511-522
Persistent link: https://www.econbiz.de/10009666812
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2
Asset prices and real investment
Kogan, Leonid
- In:
Journal of financial economics
73
(
2004
)
3
,
pp. 411-431
Persistent link: https://www.econbiz.de/10002204193
Saved in:
3
An equilibrium model of irreversible investment
Kogan, Leonid
- In:
Journal of financial economics
62
(
2001
)
2
,
pp. 201-245
Persistent link: https://www.econbiz.de/10001621738
Saved in:
4
When is time continuous?
Bertsimas, Dimitris
;
Kogan, Leonid
;
Lo, Andrew W.
- In:
Journal of financial economics
55
(
2000
)
2
,
pp. 173-204
Persistent link: https://www.econbiz.de/10001448502
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