Journal Article

Equilibrium Analysis of Asset Prices: Lessons from CIR and APT

Journal of Portfolio Management
Author(s)

Dimitris Papanikolaou

Leonid Kogan

Date Published: 2020
Citations: Papanikolaou, Dimitris, Leonid Kogan. 2020. Equilibrium Analysis of Asset Prices: Lessons from CIR and APT. Journal of Portfolio Management.