Equilibrium Asset Pricing with Leverage and Default
João Ferreira Gomes, Lukas Schmid
Journal of Finance, vol. 76, 2021, p. 977-1018.

Sticky Leverage
João Ferreira Gomes, Urban Jermann, Lukas Schmid
American Economic Review, vol. 106, 2016, p. 3800-3828.

Levered Returns
João Ferreira Gomes, Lukas Schmid
Journal of Finance, vol. 65, 2010, p. 467-494.