Martin Lettau
Kruttschnitt Chair of Financial Institutions
Haas School of Business, UC Berkeley
NBER and CEPR
New:
New:
"Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?" with Sydney Ludvigson and Paulo Manoel
"Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?" with Sydney Ludvigson and Paulo Manoel
"Factors that Fit the Time Series and Cross-Section of Stock Returns," with Markus Pelger
"Factors that Fit the Time Series and Cross-Section of Stock Returns," with Markus Pelger
"Estimating Latent Asset-Pricing Factors," with Markus Pelger
"Estimating Latent Asset-Pricing Factors," with Markus Pelger
Revised:
Revised:
“Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing,” with Sydney Ludvigson and Sai Ma
“Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing,” with Sydney Ludvigson and Sai Ma
"Monetary Policy and Asset Valuation," with Francesco Bianchi and Sydney Ludvigson
"Monetary Policy and Asset Valuation," with Francesco Bianchi and Sydney Ludvigson
Where are the Value Funds?
Where are the Value Funds?
Book-to-Market Distribution of Active Mutual Funds
Book-to-Market Distribution of Active Mutual Funds
("Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?" with Sydney Ludvigson and Paulo Manoel)
Contact Information:
Haas School of Business
545 Student Services Bldg., #1900
Berkeley, CA 94720-1900
Phone: (510) 643-6349, Fax: (510) 643-1420