Martin Lettau

Kruttschnitt Chair of Financial Institutions

Haas School of Business, UC Berkeley


Working Papers         Publications         Research Data         CV

New and Updated Papers 

with Svetlana Bryzgalova, Sven Lerner, and Markus Pelger

Critical Finance Review, 2023(12), with John Campbell, Burton Malkiel, and Yexiao Xu

SoFie 2021 Presentation

The Journal of Finance, 2022(2), with Francesco Bianchi and Sydney Ludvigson

with Sydney Ludvigson and Paulo Manoel

WSJ 2019/02/04, Retirement Income Journal 2019/2/7

with Dan Greenwald and Sydney Ludvigson

Review of Financial Studies, 2020, with Markus Pelger

IQAM Research Award, First Prize, 2022

Roger F. Murray Prize, Q-Group, 2019

Journal of Econometrics, 2020, with Markus Pelger

Dennis Aigner Prize, Journal of Econometrics 2019-2020

Where are the Value 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

lettau at

Phone: (510) 643-6349, Fax: (510) 643-1420