Leonid Kogan

Publication Activity (10 Years)

Years Active: 2001-2019
Publications (10 Years): 3

Top Topics

Risk Management

Top Venues

Financial Cryptography

J. Econ. Theory

Publications

Giulia C. Fanti, Leonid Kogan, Sewoong Oh, Kathleen Ruan, Pramod Viswanath, Gerui Wang
Compounding of Wealth in Proof-of-Stake Cryptocurrencies. Financial Cryptography (2019)
Giulia C. Fanti, Leonid Kogan, Sewoong Oh, Kathleen Ruan, Pramod Viswanath, Gerui Wang
Compounding of Wealth in Proof-of-Stake Cryptocurrencies. CoRR (2018)
Leonid Kogan, Stephen A. Ross, Jiang Wang, Mark M. Westerfield
Market selection. J. Econ. Theory 168 (2017)
Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli
A martingale approach and time-consistent sampling-based algorithms for risk management in stochastic optimal control. CDC (2014)
Vu Anh Huynh, Leonid Kogan, Emilio Frazzoli
A Martingale Approach and Time-Consistent Sampling-based Algorithms for Risk Management in Stochastic Optimal Control. CoRR (2013)
Martin B. Haugh, Leonid Kogan, Jiang Wang
Evaluating Portfolio Policies: A Duality Approach. Oper. Res. 54 (3) (2006)
Martin B. Haugh, Leonid Kogan
Pricing American Options: A Duality Approach. Oper. Res. 52 (2) (2004)
Dimitris Bertsimas, Leonid Kogan, Andrew W. Lo
Hedging Derivative Securities and Incomplete Markets: An Formula-Arbitrage Approach. Oper. Res. 49 (3) (2001)