Martin Lettau
Kruttschnitt Chair of Financial Institutions
Haas School of Business, UC Berkeley
NBER and CEPR
New:
New:
"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
Transitory Component of Wealth
Transitory Component of Wealth
(Lettau and Ludvigson, "Understanding Trend and Cycle in Asset Values," American Economic Review 2004, pdf)
Contact Information:
Haas School of Business
545 Student Services Bldg., #1900
Berkeley, CA 94720-1900
Phone: (510) 643-6349, Fax: (510) 643-1420