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Leonid Kogan

Personal Details

First Name:Leonid
Middle Name:
Last Name:Kogan
Suffix:
RePEc Short-ID:pko698
http://web.mit.edu/lkogan2/www/
Terminal Degree:1999 Economics Department; Massachusetts Institute of Technology (MIT) (from RePEc Genealogy)

Affiliation

(50%) Sloan School of Management
Massachusetts Institute of Technology (MIT)

Cambridge, Massachusetts (United States)
http://mitsloan.mit.edu/
RePEc:edi:ssmitus (more details at EDIRC)

(50%) National Bureau of Economic Research (NBER)

Cambridge, Massachusetts (United States)
http://www.nber.org/
RePEc:edi:nberrus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Leonid Kogan & Indrajit Mitra, 2022. "Near-Rational Equilibria in Heterogeneous-Agent Models: A Verification Method," NBER Working Papers 30111, National Bureau of Economic Research, Inc.
  2. Leonid Kogan & Jun Li & Harold Zhang, 2022. "Operating Hedge and Gross Profitability Premium," NBER Working Papers 30241, National Bureau of Economic Research, Inc.
  3. Winston Wei Dou & Leonid Kogan & Wei Wu, 2022. "Common Fund Flows: Flow Hedging and Factor Pricing," NBER Working Papers 30234, National Bureau of Economic Research, Inc.
  4. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Bryan Seegmiller, 2021. "Technology, Vintage-Specific Human Capital, and Labor Displacement: Evidence from Linking Patents with Occupations," NBER Working Papers 29552, National Bureau of Economic Research, Inc.
  5. Leonid Kogan & Dimitris Papanikolaou & Lawrence D. W. Schmidt & Jae Song, 2020. "Technological Innovation and Labor Income Risk," NBER Working Papers 26964, National Bureau of Economic Research, Inc.
  6. Hui Chen & Winston Wei Dou & Leonid Kogan, 2019. "Measuring “Dark Matter” in Asset Pricing Models," NBER Working Papers 26418, National Bureau of Economic Research, Inc.
  7. Indrajit Mitra & Leonid Kogan, 2014. "Accuracy Verification for Numerical Solutions of Equilibrium Models," 2014 Meeting Papers 423, Society for Economic Dynamics.
  8. Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2013. "Winners and Losers: Creative Destruction and the Stock Market," NBER Working Papers 18671, National Bureau of Economic Research, Inc.
  9. Leonid Kogan & Dimitris Papanikolaou, 2012. "A Theory of Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," NBER Working Papers 17975, National Bureau of Economic Research, Inc.
  10. Leonid Kogan & Mary Tian, 2012. "Firm characteristics and empirical factor models: a data-mining experiment," International Finance Discussion Papers 1070, Board of Governors of the Federal Reserve System (U.S.).
  11. Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012. "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers 17769, National Bureau of Economic Research, Inc.
  12. Leonid Kogan & Dimitris Papanikolaou, 2012. "Growth Opportunities, Technology Shocks, and Asset Prices," NBER Working Papers 17795, National Bureau of Economic Research, Inc.
  13. Nicolae Gârleanu & Leonid Kogan & Stavros Panageas, 2009. "The Demographics of Innovation and Asset Returns," NBER Working Papers 15457, National Bureau of Economic Research, Inc.
  14. Dimitris Papanikolaou & Leonid Kogan, 2009. "Growth opportunities and Investment-Specific Technology Shocks," 2009 Meeting Papers 122, Society for Economic Dynamics.
  15. Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
  16. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2008. "Oil Futures Prices in a Production Economy With Investment Constraints," Working Papers 0803, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
  17. Joao F. Gomes & Leonid Kogan & Motohiro Yogo, 2007. "Durability of Output and Expected Stock Returns," NBER Working Papers 12986, National Bureau of Economic Research, Inc.
  18. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2005. "Futures Prices in a Production Economy with Investment Constraints," NBER Working Papers 11509, National Bureau of Economic Research, Inc.
  19. Martin B. Haugh & Leonid Kogan & Jiang Wang, 2003. "Evaluating Portfolio Policies: A Duality Approach," NBER Working Papers 9861, National Bureau of Economic Research, Inc.
  20. Kogan, Leonid & Ross, Stephen & Wang, Jiang & Westerfield, Mark, 2003. "The Price Impact and Survival of Irrational Traders," Working papers 4293-03, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  21. Gomes, Joao F & Kogan, Leonid & Zhang, Lu, 2002. "Equilibrium Cross-Section of Returns," CEPR Discussion Papers 3482, C.E.P.R. Discussion Papers.
  22. Kogan, Leonid & Uppal, Raman, 2002. "Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies," CEPR Discussion Papers 3306, C.E.P.R. Discussion Papers.
  23. Yeung Lewis Chan & Leonid Kogan, 2001. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," NBER Working Papers 8607, National Bureau of Economic Research, Inc.
  24. Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 1997. "Pricing and Hedging Derivative Securities in Incomplete Markets: An E-Aritrage Model," NBER Working Papers 6250, National Bureau of Economic Research, Inc.

Articles

  1. Leonid Kogan & Dimitris Papanikolaou & Noah Stoffman, 2020. "Left Behind: Creative Destruction, Inequality, and the Stock Market," Journal of Political Economy, University of Chicago Press, vol. 128(3), pages 855-906.
  2. Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017. "Technological Innovation, Resource Allocation, and Growth," The Quarterly Journal of Economics, Oxford University Press, vol. 132(2), pages 665-712.
  3. Kogan, Leonid & Ross, Stephen A. & Wang, Jiang & Westerfield, Mark M., 2017. "Market selection," Journal of Economic Theory, Elsevier, vol. 168(C), pages 209-236.
  4. Leonid Kogan & Dimitris Papanikolaou, 2014. "Growth Opportunities, Technology Shocks, and Asset Prices," Journal of Finance, American Finance Association, vol. 69(2), pages 675-718, April.
  5. Leonid Kogan & Dimitris Papanikolaou, 2013. "Firm Characteristics and Stock Returns: The Role of Investment-Specific Shocks," Review of Financial Studies, Society for Financial Studies, vol. 26(11), pages 2718-2759.
  6. Gârleanu, Nicolae & Kogan, Leonid & Panageas, Stavros, 2012. "Displacement risk and asset returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 491-510.
  7. Leonid Kogan & Dimitris Papanikolaou, 2012. "Economic Activity of Firms and Asset Prices," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 361-384, October.
  8. Mozaffar Khan & Leonid Kogan & George Serafeim, 2012. "Mutual Fund Trading Pressure: Firm-Level Stock Price Impact and Timing of SEOs," Journal of Finance, American Finance Association, vol. 67(4), pages 1371-1395, August.
  9. Leonid Kogan & Dimitris Papanikolaou, 2010. "Growth Opportunities and Technology Shocks," American Economic Review, American Economic Association, vol. 100(2), pages 532-536, May.
  10. João F. Gomes & Leonid Kogan & Motohiro Yogo, 2009. "Durability of Output and Expected Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 117(5), pages 941-986.
  11. Leonid Kogan & Dmitry Livdan & Amir Yaron, 2009. "Oil Futures Prices in a Production Economy with Investment Constraints," Journal of Finance, American Finance Association, vol. 64(3), pages 1345-1375, June.
  12. Martin B. Haugh & Leonid Kogan & Jiang Wang, 2006. "Evaluating Portfolio Policies: A Duality Approach," Operations Research, INFORMS, vol. 54(3), pages 405-418, June.
  13. Leonid Kogan & Stephen A. Ross & Jiang Wang & Mark M. Westerfield, 2006. "The Price Impact and Survival of Irrational Traders," Journal of Finance, American Finance Association, vol. 61(1), pages 195-229, February.
  14. Kogan, Leonid, 2004. "Asset prices and real investment," Journal of Financial Economics, Elsevier, vol. 73(3), pages 411-431, September.
  15. Joao Gomes & Leonid Kogan & Lu Zhang, 2004. "Erratum: "Equilibrium Cross Section of Returns"," Journal of Political Economy, University of Chicago Press, vol. 112(3), pages 724-753, June.
  16. Martin B. Haugh & Leonid Kogan, 2004. "Pricing American Options: A Duality Approach," Operations Research, INFORMS, vol. 52(2), pages 258-270, April.
  17. Joao Gomes & Leonid Kogan & Lu Zhang, 2003. "Equilibrium Cross Section of Returns," Journal of Political Economy, University of Chicago Press, vol. 111(4), pages 693-732, August.
  18. Yeung Lewis Chan & Leonid Kogan, 2002. "Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices," Journal of Political Economy, University of Chicago Press, vol. 110(6), pages 1255-1285, December.
  19. Kogan, Leonid, 2001. "An equilibrium model of irreversible investment," Journal of Financial Economics, Elsevier, vol. 62(2), pages 201-245, November.
  20. Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 2001. "Hedging Derivative Securities and Incomplete Markets: An (epsilon)-Arbitrage Approach," Operations Research, INFORMS, vol. 49(3), pages 372-397, June.
  21. Bertsimas, Dimitris & Kogan, Leonid & Lo, Andrew W., 2000. "When is time continuous?," Journal of Financial Economics, Elsevier, vol. 55(2), pages 173-204, February.

Chapters

  1. Dimitris Bertsimas & Leonid Kogan & Andrew W. Lo, 2001. "When Is Time Continuous?," World Scientific Book Chapters, in: Marco Avellaneda (ed.), Quantitative Analysis In Financial Markets Collected Papers of the New York University Mathematical Finance Seminar(Volume II), chapter 3, pages 71-102, World Scientific Publishing Co. Pte. Ltd..

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  20. Number of Journal Pages, Weighted by Simple Impact Factor
  21. Number of Journal Pages, Weighted by Recursive Impact Factor
  22. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  23. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  24. Euclidian citation score
  25. Breadth of citations across fields
  26. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-DGE: Dynamic General Equilibrium (11) 2000-10-23 2000-10-23 2001-11-21 2001-11-21 2004-08-02 2004-08-02 2008-07-30 2009-10-31 2013-01-12 2014-11-22 2022-07-18. Author is listed
  2. NEP-FMK: Financial Markets (7) 2000-10-23 2000-10-23 2003-02-18 2005-08-13 2012-04-17 2022-08-15 2022-09-12. Author is listed
  3. NEP-INO: Innovation (6) 2009-10-31 2012-02-01 2013-01-12 2020-04-27 2020-08-17 2022-01-10. Author is listed
  4. NEP-CFN: Corporate Finance (4) 2003-01-12 2003-02-18 2003-03-14 2003-07-21
  5. NEP-RMG: Risk Management (3) 2003-02-18 2007-03-31 2019-12-23
  6. NEP-CMP: Computational Economics (2) 2014-11-22 2022-07-18
  7. NEP-CSE: Economics of Strategic Management (2) 2012-02-01 2013-01-12
  8. NEP-IPR: Intellectual Property Rights (2) 2012-02-01 2022-01-10
  9. NEP-MIC: Microeconomics (2) 2001-11-21 2003-01-13
  10. NEP-BEC: Business Economics (1) 2008-07-30
  11. NEP-DEM: Demographic Economics (1) 2022-07-18
  12. NEP-ECM: Econometrics (1) 2019-12-23
  13. NEP-ENE: Energy Economics (1) 2008-07-30
  14. NEP-HIS: Business, Economic & Financial History (1) 2022-01-10
  15. NEP-IFN: International Finance (1) 2022-08-15
  16. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2013-01-12
  17. NEP-LAB: Labour Economics (1) 2020-04-27
  18. NEP-LMA: Labor Markets - Supply, Demand, & Wages (1) 2022-01-10
  19. NEP-ORE: Operations Research (1) 2019-12-23
  20. NEP-SBM: Small Business Management (1) 2012-02-01
  21. NEP-TID: Technology & Industrial Dynamics (1) 2022-01-10
  22. NEP-UPT: Utility Models & Prospect Theory (1) 2009-08-02

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