Equilibrium 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
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