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M

Martin Lettau

University of California at Berkeley

41H指数
133论文数
1.7W被引数
收录论文 20
发表时间
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Glass box machine learning and corporate bond returns玻璃盒机器学习与公司债券收益
errJournal of Financial Economics
IF12
err2026-04-25
err0
PREAI
errSebastian Bell; Ali Kakhbod; Martin Lettau; Abdolreza Nazemi
err分享
err收藏
How the Wealth Was Won: Factor Shares as Market Fundamentals《财富是如何获得的：要素份额作为市场基本面》
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err2025-01-29
err1
PREAI
errGreenwald, Daniel L.; Lettau, Martin; Ludvigson, Sydney C.
err分享
err收藏
Missing Financial Data
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2024-07-02
err3
PREAI
errBryzgalova, Svetlana; Lerner, Sven; Lettau, Martin; Pelger, Markus
err分享
err收藏
Monetary Policy and Asset Valuation
errJOURNAL OF FINANCE
IF9.5
err2022-01-31
err31
errOAAI
errBianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C.
err分享
err收藏
Estimating latent asset-pricing factors
errJOURNAL OF ECONOMETRICS
IF4
err2020-09-01
err71
PREAI
errLettau, Martin; Pelger, Markus
err分享
err收藏
Factors That Fit the Time Series and Cross-Section of Stock Returns
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2020-03-17
err98
errOAAI
errLettau, Martin; Pelger, Markus
err分享
err收藏
Capital Share Risk in US Asset Pricing
errJOURNAL OF FINANCE
IF9.5
err2019-05-01
err32
PREAI
errLettau, Martin; Ludvigson, Sydney C.; Ma, Sai
err分享
err收藏
Exchange-Traded Funds 101 for Economists
errJOURNAL OF ECONOMIC PERSPECTIVES
IF8.8
err2018-02-01
err81
errOAAI
errLettau, Martin; Madhavan, Ananth
err分享
err收藏
Investor Information, Long-Run Risk, and the Term Structure of Equity
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2014-11-14
err60
PREAI
errCroce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C.
err分享
err收藏
Conditional risk premia in currency markets and other asset classes
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2014-11-01
err224
errOAAI
errLettau, Martin; Maggiori, Matteo; Weber, Michael
err分享
err收藏
The term structures of equity and interest rates
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2011-07-01
err90
errOAAI
errLettau, Martin; Wachter, Jessica A.
err分享
err收藏
Reconciling the return predictability evidence
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-12-10
err353
errOAAI
errLettau, Martin; Van Nieuwerburgh, Stijn
err分享
err收藏
The declining equity premium: What role does macroeconomic risk play?
errREVIEW OF FINANCIAL STUDIES
IF5.4
err2007-04-12
err195
errOAAI
errLettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica A.
err分享
err收藏
Why is long-horizon equity less risky? A duration-based explanation of the value premium
errJOURNAL OF FINANCE
IF9.5
err2007-01-11
err199
errOAAI
errLettau, Martin; Wachter, Jessica A.
err分享
err收藏
Inspecting the mechanism: Closed-form solutions for asset prices in real business cycle models
errECONOMIC JOURNAL
IF3.6
err2003-07-10
err49
PREAI
errLettau, M
err分享
err收藏
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err1.4K
errOAAI
errCampbell, JY; Lettau, M; Malkiel, BG; Xu, YX
err分享
err收藏
Consumption, aggregate wealth, and expected stock returns
errJOURNAL OF FINANCE
IF9.5
err2002-12-17
err1.1K
errOAAI
errLettau, M; Ludvigson, S
err分享
err收藏
Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2002-05-01
err18
errOAAI
errLettau, M
err分享
err收藏
Time-varying risk premia and the cost of capital:: An alternative implication of the Q theory of investment
errJOURNAL OF MONETARY ECONOMICS
IF4.1
err2002-01-01
err70
PREAI
errLettau, M; Ludvigson, S
err分享
err收藏
Resurrecting the (C)CAPM: A cross-sectional test when risk premia are time-varying
errJOURNAL OF POLITICAL ECONOMY
IF6.3
err2001-12-01
err690
errOAAI
errLettau, M; Ludvigson, S
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
J
John Y. Campbell
H 指数: 92 · 论文数: 693
S
Stijn Van Nieuwerburgh
H 指数: 61 · 论文数: 258
S
Sydney C. Ludvigson
H 指数: 52 · 论文数: 136
B
Burton G. Malkiel
H 指数: 45 · 论文数: 198
A
Ananth Madhavan
H 指数: 45 · 论文数: 153
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