"The Price Impact and Survival of Irrational Traders."

Kogan, Leonid, Stephen A. Ross, Jiang Wang, and Mark M. Westerfield. Journal of Finance Vol. 61, No. 1 (2006): 195-229.

"Asset Prices and Real Investment."

Kogan, Leonid. Journal of Financial Economics Vol. 73, No. 3 (2004): 411-432.

"Evaluating Portfolio Policies: A Duality Approach."

Haugh, Martin B., Leonid Kogan and Jiang Wang. Operations Research Vol. 54, No. 3 (2004): 405-418.

"Pricing American Options: A Duality Approach."

Haugh, Martin B. and Leonid Kogan. Operations Research Vol. 52, No. 2 (2004): 258-270.

"Equilibrium Cross-Section of Returns."

​Gomes, João F., Leonid Kogan and Lu Zhang. Journal of Political Economy Vol. 111, No. 4 (2003): 693-732. Erratum.

"Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices."

Chan, Yeung Lewis and Leonid Kogan. Journal of Political Economy Vol. 110, No. 6 (2002): 1255-1285.