Take Action

Home | Faculty & Research Overview | Research

Research Details

Equilibrium Analysis of Asset Prices: Lessons from CIR and APT, Journal of Portfolio Management

Type

Article

Author(s)

Dimitris Papanikolaou, Leonid Kogan

Date Published

2020

Citations

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

KELLOGG INSIGHT

Explore leading research and ideas

Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
learn more

COURSE CATALOG

Review Courses & Schedules

Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
LEARN MORE

DEGREE PROGRAMS

Discover the path to your goals

Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.
learn more

Take Action