Download This PaperEquilibrium Asset Pricing with Leverage and Default
The Wharton School Research Paper No. 92
Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
59 Pages Posted: 10 May 2016 Last revised: 3 Dec 2020
Date Written: August 1, 2019
Abstract
No abstract available.
Suggested Citation: Suggested Citation
Gomes, João F. and Schmid, Lukas, Equilibrium Asset Pricing with Leverage and Default (August 1, 2019). The Wharton School Research Paper No. 92, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, Journal of Finance, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2777819 or http://dx.doi.org/10.2139/ssrn.2777819
João F. Gomes (Contact Author)
The Wharton School ( email )
2329 SH-DH
3620 Locust Walk
Philadelphia, PA 19104
United States
215-898-3666 (Phone)
215-898-6200 (Fax)
Lukas Schmid
University of Southern California - Marshall School of Business ( email )
701 Exposition Blvd
Los Angeles, CA California 90089
United States
Do you have negative results from your research you’d like to share?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.