Martin Lettau

Discussion Papers

DP13395 14 December 2018 Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
Author(s): Martin Lettau, Sydney Ludvigson, Paulo Manoel
DP13049 14 July 2018 Factors that Fit the Time Series and Cross-Section of Stock Returns
Author(s): Martin Lettau, Markus Pelger
DP12926 10 May 2018 Estimating Latent Asset-Pricing Factors
Author(s): Martin Lettau, Markus Pelger
DP12671 31 January 2018 Monetary Policy and Asset Valuation
Author(s): Martin Lettau, Sydney Ludvigson, Francesco Bianchi
DP12628 21 January 2018 Capital Share Risk in U.S. Asset Pricing
Author(s): Martin Lettau, Sydney Ludvigson, Sai Ma

Pages