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.