"Durability of Output and the Cross-Section of Stock Returns."

Gomes, João F., Leonid Kogan and Motohiro Yogo. Journal of Political Economy Vol. 117, No. 5 (2009): 941-986.

"Oil Futures Prices in a Production Economy with Investment Constraints."

Kogan, Leonid, Dmitry Livdan and Amir Yaron. Journal of Finance Vol. 64, No. 3 (2008): 1345-1375.

"A Dynamic Default Correlation Model."

Leonid Kogan. In Lehman Brothers Quantitative Credit Research Quarterly Q2/Q3, New York, NY: January 2008.

"Commodity Futures and Inflation."

Leonid Kogan and Vadim Konstantinovsky. In Global Relative Value: Quantitative Portfolio Strategy, Lehman Brothers, 2008.

"Duality Theory and Approximate Dynamic Programming for Pricing American Options and Portfolio Optimization."

Haugh, Martin B. and Leonid Kogan. In Handbooks in Operations Research and Management Science: Financial Engineering, 925-947. Amsterdam, The Netherlands: North-Holland, 2007.

"The Equity Risk Premium and the Riskfree Rate in an Economy with Borrowing Constraints."

Kogan, Leonid, Igor Makarov and Raman Uppal. Mathematics and Financial Economics Vol. 1, No. 1 (2007): 1-19.