Equilibrium Asset Pricing with Leverage and Default

57 Pages Posted: 10 May 2016

Date Written: March 1, 2016

Abstract

No abstract available.

Suggested Citation

Gomes, João F., Equilibrium Asset Pricing with Leverage and Default (March 1, 2016). The Wharton School Research Paper No. 92, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper, 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 )

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HOME PAGE: http://fnce.wharton.upenn.edu/profile/gomesj/

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