Leonid Kogan

Nippon Telegraph & Telephone Professor of Management

Professor of Finance

Leonid Kogan

Leonid Kogan is the Nippon Telegraph and Telephone Professor of Management and a Professor of Finance at the MIT Sloan School of Management.

Prior to MIT Sloan, Kogan taught at the Wharton School of the University of Pennsylvania. During 2007–08, he was a senior researcher at Lehman Brothers. His research interests include asset pricing theory, macro-finance, empirical asset pricing, and financial engineering. Kogan’s recent research has focused on the links between economic activity of firms and their stock price behavior, the effects of investor heterogeneity on aggregate asset prices, and the computational aspects of option pricing and portfolio choice.

Kogan has published extensively in leading academic journals, including the Journal of Finance, the Journal of Financial Economics, the Journal of Political Economy, and Operations Research. He has won numerous professional awards, including the 1998 Lehman Brothers Fellowship for Research Excellence in Finance for his work on the asset pricing implications of investment irreversibility; the 2004 FAME Research Prize and the 2006 Smith-Breeden Prize for his work on the price impact and survival of irrational traders; and the 2007 Crowell Memorial Prize for his work on output durability and stock returns. He is currently a Research Associate at the National Bureau of Economic Research.

Kogan holds an MSc in mechanics and applied mathematics from Moscow State University, a PhD in mechanics from Cornell University, and a PhD in finance from MIT.

General Expertise: Arbitrage pricing theory; Asset management and pricing; Derivatives; Finance; Financial engineering; Financial markets; Financial services; Options pricing, valuation; Portfolio choice; Stock market

 

For more background on this faculty member's research and academic initiatives, please visit the MIT Sloan faculty directory.

Contact Information

Office: E62-636

Tel: (617) 253-2289

Fax: (617) 258-6855

E-mail: lkogan@mit.edu

http://web.mit.edu/~lkogan2/www/

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