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Martin Lettau
Martin Lettau
Professor of Finance, Haas School of Business, UC Berkeley
Geverifieerd e-mailadres voor berkeley.edu - Homepage
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Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
JY Campbell, M Lettau, BG Malkiel, Y Xu
Journal of Finance 56 (1), 2001
32992001
Consumption, aggregate wealth, and expected stock returns
M Lettau, S Ludvigson
the Journal of Finance 56 (3), 815-849, 2001
26802001
Resurrecting the (C) CAPM: A cross-sectional test when risk premia are time-varying
M Lettau, S Ludvigson
Journal of political economy 109 (6), 1238-1287, 2001
17192001
Reconciling the return predictability evidence: The review of financial studies: Reconciling the return predictability evidence
M Lettau, S Van Nieuwerburgh
The Review of Financial Studies 21 (4), 1607-1652, 2008
7752008
Understanding trend and cycle in asset values: Reevaluating the wealth effect on consumption
M Lettau, S Ludvigson
American Economic Review 94 (1), 2004
7682004
Why is long‐horizon equity less risky? A duration‐based explanation of the value premium
M Lettau, JA Wachter
The Journal of Finance 62 (1), 55-92, 2007
6722007
The declining equity premium: What role does macroeconomic risk play?
M Lettau, SC Ludvigson, JA Wachter
The Review of Financial Studies 21 (4), 1653-1687, 2008
5672008
Measuring and modeling variation in the risk-return trade-off
M Lettau, SC Ludvigson
Handbook of financial econometrics: Tools and techniques, 617-690, 2010
4792010
Expected returns and expected dividend growth
M Lettau, SC Ludvigson
Journal of Financial Economics 76 (3), 583-626, 2005
4752005
Conditional risk premia in currency markets and other asset classes
M Lettau, M Maggiori, M Weber
Journal of Financial Economics 114 (2), 197-225, 2014
4052014
Can habit formation be reconciled with business cycle facts?
M Lettau, H Uhlig
Review of Economic Dynamics 3 (1), 79-99, 2000
3722000
The term structures of equity and interest rates
M Lettau, JA Wachter
Journal of Financial Economics 101 (1), 90-113, 2011
2612011
Explaining the facts with adaptive agents: The case of mutual fund flows
M Lettau
Journal of Economic Dynamics and Control 21 (7), 1117-1147, 1997
2531997
Investor information, long-run risk, and the term structure of equity
MM Croce, M Lettau, SC Ludvigson
The Review of Financial Studies 28 (3), 706-742, 2015
252*2015
Monetary policy transmission through the consumption-wealth channel
M Lettau, S Ludvigson, C Steindel
FRBNY Economic Policy Review 5, 117-133, 2002
2322002
Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
M Lettau, S Ludvigson
Journal of Monetary Economics 49 (1), 31-66, 2002
1882002
Exchange-Traded Funds 101 for Economists
M Lettau, A Madhavan
Journal of Economic Perspectives 32 (1), 135-154, 2018
1782018
Rules of thumb versus dynamic programming
M Lettau, H Uhlig
American Economic Review 89 (1), 148-174, 1999
1691999
Factors that fit the time series and cross-section of stock returns
M Lettau, M Pelger
The Review of Financial Studies 33 (5), 2274-2325, 2020
1252020
Inspecting the mechanism: Closed‐form solutions for asset prices in real business cycle models
M Lettau
The Economic Journal 113 (489), 550-575, 2003
1042003
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Artikelen 1–20