Quantitative Finance

Readings

• Merton, R. C., 1974, “On the pricing of corporate debt: the risk structure of interest rates”, Journal of Finance, 29, 449—470
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• Leland, H. E., 1995, “Risky debt, bond covenants, and optimal capital structure”, Journal of Finance, 49, 1213—1252
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• Gomes, J., L. Kogan, and L. Zhang, 2003, “Equilibrium cross section of returns”, Journal of Political Economy, 693—732
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• Wachter, J., 2013, “Can time-varying disaster risk of rare disasters explain aggregate stock market volatility?”, Journal of Finance, 987--1035
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• Kogan, L. and D. Papanikolaou, 2014, “Growth opportunities, technology shocks, and asset prices”, Journal of Finance, 675—718
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• Hall, R. E, 2001, “The stock market and capital accumulation”, American Economic Review, 1185—1202
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• Atkeson, A. and P. J. Kehoe, 2005, “Modeling and measuring organization capital”, Journal of Political Economy, 1026—1053
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• Lustig, H., C. Syverson, and S. V. Nieuwerburgh, 2011, “Technological change and the growing inequality in managerial compensation”, Journal of Financial Economics, 601—627
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• Eisfeldt, A. and D. Papanikolaou, 2013, “Organizational capital and the cross-section of stock returns”, Journal of Finance, 1365—1406
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• Kogan, L., D. Papanikolaou, A. Seru, and N. Stoffman, 2017, “Technological innovation,
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