Martin Lettau

Names

Identifer

Contact

Affiliations

• University of California-Berkeley / Walter A. Haas School of Business / Finance Group
  • EDIRC entry
  • location:

Research profile

author of:

• Rules of Thumb versus Dynamic Programming
  American Economic Review, American Economic Association (1999)
  by Harald Uhlig & Martin Lettau
  (ReDIF-article, aea:aecrev:v:89:y:1999:i:1:p:148-174)
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
  American Economic Review, American Economic Association (2004)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, aea:aecrev:v:94:y:2004:i:1:p:276-299)
• Exchange-Traded Funds 101 for Economists
  Journal of Economic Perspectives, American Economic Association (2018)
  by Martin Lettau & Ananth Madhavan
  (ReDIF-article, aea:jecper:v:32:y:2018:i:1:p:135-54)
• Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
  Journal of Finance, American Finance Association (2001)
  by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:1:p:1-43)
• Consumption, Aggregate Wealth, and Expected Stock Returns
  Journal of Finance, American Finance Association (2001)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-article, bla:jfinan:v:56:y:2001:i:3:p:815-849)
• Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
  Journal of Finance, American Finance Association (2007)
  by Martin Lettau & Jessica A. Wachter
  (ReDIF-article, bla:jfinan:v:62:y:2007:i:1:p:55-92)
• Capital Share Risk in U.S. Asset Pricing
  Journal of Finance, American Finance Association (2019)
  by Martin Lettau & Sydney C. Ludvigson & Sai Ma
  (ReDIF-article, bla:jfinan:v:74:y:2019:i:4:p:1753-1792)
• Capital Share Risk and Shareholder Heterogeneity in U.S. Stock Pricing
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Lettau, Martin & Ludvigson, Sydney & Ma, Sai
  (ReDIF-paper, cpr:ceprdp:10335)
• Origins of Stock Market Fluctuations
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015)
  by Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan
  (ReDIF-paper, cpr:ceprdp:10336)
• Monetary Policy and Asset Valuation
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2017)
  by Bianchi, Francesco & Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:12275)
• Capital Share Risk in U.S. Asset Pricing
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Ludvigson, Sydney & Ma, Sai
  (ReDIF-paper, cpr:ceprdp:12628)
• Exchange Traded Funds 101 For Economists
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Madhavan, Ananth
  (ReDIF-paper, cpr:ceprdp:12629)
• Monetary Policy and Asset Valuation
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Ludvigson, Sydney & Bianchi, Francesco
  (ReDIF-paper, cpr:ceprdp:12671)
• Estimating Latent Asset-Pricing Factors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Pelger, Markus
  (ReDIF-paper, cpr:ceprdp:12926)
• Factors that Fit the Time Series and Cross-Section of Stock Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Pelger, Markus
  (ReDIF-paper, cpr:ceprdp:13049)
• Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)
  by Lettau, Martin & Ludvigson, Sydney & Manoel, Paulo
  (ReDIF-paper, cpr:ceprdp:13395)
• How the Wealth Was Won: Factor Shares as Market Fundamentals
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2019)
  by Lettau, Martin & Ludvigson, Sydney & Greenwald, Dan
  (ReDIF-paper, cpr:ceprdp:14200)
• Preferences, Consumption Smoothing, and Risk Premia
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1997)
  by Lettau, Martin & Uhlig, Harald
  (ReDIF-paper, cpr:ceprdp:1678)
• Idiosyncratic Risk and Volatility Bounds, or, Can Models with Idiosyncratic Risk Solve the Equity Premium Puzzle?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
  by Lettau, Martin
  (ReDIF-paper, cpr:ceprdp:1795)
• Inspecting the Mechanism: The Determination of Asset Prices in the Real Business Cycle Model
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
  by Lettau, Martin
  (ReDIF-paper, cpr:ceprdp:1884)
• Dispersion and Volatility in Stock Returns: An Empirical Investigation
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1998)
  by Campbell, John Y & Kim, Sangjoon & Lettau, Martin
  (ReDIF-paper, cpr:ceprdp:1923)
• Consumption, Aggregate Wealth and Expected Stock Returns
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (1999)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:2223)
• Robustness of Adaptive Expectations as an Equilibrium Selection Device
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Van Zandt, Timothy & Lettau, Martin
  (ReDIF-paper, cpr:ceprdp:2882)
• Time-Varying Risk Premia and the Cost of Capital: An Alternative Implication of the Q Theory of Investment
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3103)
• Understanding Trend and Cycle in Asset Values: Bulls, Bears and the Wealth Effect on Consumption
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3104)
• Measuring and Modelling Variation in the Risk-Return Trade-off
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2001)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3105)
• Expected Returns and Expected Dividend Growth
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2002)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:3507)
• Why is Long-Horizon Equity Less Risky? A Duration-based Explanation of the Value Premium
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Wachter, Jessica
  (ReDIF-paper, cpr:ceprdp:4921)
• Euler Equation Errors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:4922)
• Euler Equation Errors
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-paper, cpr:ceprdp:5245)
• Reconciling the Return Predictability Evidenc: In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005)
  by Lettau, Martin & Van Nieuwerburgh, Stijn
  (ReDIF-paper, cpr:ceprdp:5355)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006)
  by Lettau, Martin & Ludvigson, Sydney & Wachter, Jessica
  (ReDIF-paper, cpr:ceprdp:5519)
• Conditional Risk Premia in Currency Markets and Other Asset Classes
  CEPR Discussion Papers, C.E.P.R. Discussion Papers (2013)
  by Lettau, Martin & Maggiori, Matteo & Weber, Michael
  (ReDIF-paper, cpr:ceprdp:9484)
• The Sharpe Ratio And Preferences: A Parametric Approach
  Macroeconomic Dynamics, Cambridge University Press (2002)
  by Lettau, Martin & Uhlig, Harald
  (ReDIF-article, cup:macdyn:v:6:y:2002:i:02:p:242-265_03)
• Robustness Of Adaptive Expectations As An Equilibrium Selection Device
  Macroeconomic Dynamics, Cambridge University Press (2003)
  by Van Zandt, Timothy & Lettau, Martin
  (ReDIF-article, cup:macdyn:v:7:y:2003:i:01:p:89-118_01)
• Inspecting The Mechanism: Closed-Form Solutions For Asset Prices In Real Business Cycle Models
  Economic Journal, Royal Economic Society (2003)
  by Martin Lettau
  (ReDIF-article, ecj:econjl:v:113:y:2003:i:489:p:550-575)
• Explaining the facts with adaptive agents: The case of mutual fund flows
  Journal of Economic Dynamics and Control, Elsevier (1997)
  by Lettau, Martin
  (ReDIF-article, eee:dyncon:v:21:y:1997:i:7:p:1117-1147)
• Estimating latent asset-pricing factors
  Journal of Econometrics, Elsevier (2020)
  by Lettau, Martin & Pelger, Markus
  (ReDIF-article, eee:econom:v:218:y:2020:i:1:p:1-31)
• tay's as good as cay: Reply
  Finance Research Letters, Elsevier (2005)
  by Lettau, Martin & Ludvigson, Sydney C.
  (ReDIF-article, eee:finlet:v:2:y:2005:i:1:p:15-22)
• Statistical estimation and moment evaluation of a stochastic growth model with asset market restrictions
  Journal of Economic Behavior & Organization, Elsevier (2001)
  by Lettau, Martin & Gong, Gang & Semmler, Willi
  (ReDIF-article, eee:jeborg:v:44:y:2001:i:1:p:85-103)
• The term structures of equity and interest rates
  Journal of Financial Economics, Elsevier (2011)
  by Lettau, Martin & Wachter, Jessica A.
  (ReDIF-article, eee:jfinec:v:101:y:2011:i:1:p:90-113)
• Conditional risk premia in currency markets and other asset classes
  Journal of Financial Economics, Elsevier (2014)
  by Lettau, Martin & Maggiori, Matteo & Weber, Michael
  (ReDIF-article, eee:jfinec:v:114:y:2014:i:2:p:197-225)
• Expected returns and expected dividend growth
  Journal of Financial Economics, Elsevier (2005)
  by Lettau, Martin & Ludvigson, Sydney C.
  (ReDIF-article, eee:jfinec:v:76:y:2005:i:3:p:583-626)
• Time-varying risk premia and the cost of capital: An alternative implication of the Q theory of investment
  Journal of Monetary Economics, Elsevier (2002)
  by Lettau, Martin & Ludvigson, Sydney
  (ReDIF-article, eee:moneco:v:49:y:2002:i:1:p:31-66)
• The declining equity premium: what role does macroeconomic risk play?
  Proceedings, Board of Governors of the Federal Reserve System (U.S.) (2005)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-article, fip:fedgpr:y:2005:x:27)
• Monetary policy transmission through the consumption-wealth channel
  Economic Policy Review, Federal Reserve Bank of New York (2002)
  by Martin Lettau & Sydney C. Ludvigson & Charles Steindel
  (ReDIF-article, fip:fednep:y:2002:i:may:p:117-133:n:v.8no.1)
• Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
  Staff Reports, Federal Reserve Bank of New York (2001)
  by Martin Lettau
  (ReDIF-paper, fip:fednsr:130)
• A primer on the economics and time series econometrics of wealth effects: a comment
  Staff Reports, Federal Reserve Bank of New York (2001)
  by Nathan Barczi & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:131)
• Consumption, aggregate wealth and expected stock returns
  Staff Reports, Federal Reserve Bank of New York (1999)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:77)
• Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying
  Staff Reports, Federal Reserve Bank of New York (1999)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, fip:fednsr:93)
• Robustness of Adaptive Expections as an Equilibrium Selection Device
  Papers, Tilburg - Center for Economic Research (1995)
  by Lettau, M. & Van Zandt, T.
  (ReDIF-paper, fth:tilbur:9598)
• Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
  Scholarly Articles, Harvard University Department of Economics (2001)
  by Malkiel, Burton & Campbell, John & Lettau, Martin & Xu, Yexiao
  (ReDIF-paper, hrv:faseco:3128707)
• Shocks and Crashes
  NBER Chapters, National Bureau of Economic Research, Inc (2013)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-chapter, nbr:nberch:12932)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  NBER Working Papers, National Bureau of Economic Research, Inc (2004)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-paper, nbr:nberwo:10270)
• Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Martin Lettau & Jessica Wachter
  (ReDIF-paper, nbr:nberwo:11144)
• Euler Equation Errors
  NBER Working Papers, National Bureau of Economic Research, Inc (2005)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:11606)
• Reconciling the Return Predictability Evidence
  NBER Working Papers, National Bureau of Economic Research, Inc (2006)
  by Martin Lettau & Stijn Van Nieuwerburgh
  (ReDIF-paper, nbr:nberwo:12109)
• Investor Information, Long-Run Risk, and the Term Structure of Equity
  NBER Working Papers, National Bureau of Economic Research, Inc (2007)
  by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:12912)
• The Term Structures of Equity and Interest Rates
  NBER Working Papers, National Bureau of Economic Research, Inc (2009)
  by Martin Lettau & Jessica A. Wachter
  (ReDIF-paper, nbr:nberwo:14698)
• Shocks and Crashes
  NBER Working Papers, National Bureau of Economic Research, Inc (2011)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:16996)
• Conditional Risk Premia in Currency Markets and Other Asset Classes
  NBER Working Papers, National Bureau of Economic Research, Inc (2013)
  by Martin Lettau & Matteo Maggiori & Michael Weber
  (ReDIF-paper, nbr:nberwo:18844)
• Origins of Stock Market Fluctuations
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:19818)
• Capital Share Risk in U.S. Asset Pricing
  NBER Working Papers, National Bureau of Economic Research, Inc (2014)
  by Martin Lettau & Sydney C. Ludvigson & Sai Ma
  (ReDIF-paper, nbr:nberwo:20744)
• Monetary Policy and Asset Valuation
  NBER Working Papers, National Bureau of Economic Research, Inc (2016)
  by Francesco Bianchi & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:22572)
• Exchange Traded Funds 101 For Economists
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Martin Lettau & Ananth Madhavan
  (ReDIF-paper, nbr:nberwo:24250)
• Estimating Latent Asset-Pricing Factors
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Martin Lettau & Markus Pelger
  (ReDIF-paper, nbr:nberwo:24618)
• Factors that Fit the Time Series and Cross-Section of Stock Returns
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Martin Lettau & Markus Pelger
  (ReDIF-paper, nbr:nberwo:24858)
• Characteristics of Mutual Fund Portfolios: Where Are the Value Funds?
  NBER Working Papers, National Bureau of Economic Research, Inc (2018)
  by Martin Lettau & Sydney C. Ludvigson & Paulo Manoel
  (ReDIF-paper, nbr:nberwo:25381)
• How the Wealth Was Won: Factors Shares as Market Fundamentals
  NBER Working Papers, National Bureau of Economic Research, Inc (2019)
  by Daniel L. Greenwald & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, nbr:nberwo:25769)
• High-Dimensional Factor Models with an Application to Mutual Fund Characteristics
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by Martin Lettau
  (ReDIF-paper, nbr:nberwo:29833)
• Idiosyncratic Equity Risk Two Decades Later
  NBER Working Papers, National Bureau of Economic Research, Inc (2022)
  by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
  (ReDIF-paper, nbr:nberwo:29916)
• High-Dimensional Factor Models and the Factor Zoo
  NBER Working Papers, National Bureau of Economic Research, Inc (2023)
  by Martin Lettau
  (ReDIF-paper, nbr:nberwo:31719)
• 3D-PCA: Factor Models with Restrictions
  NBER Working Papers, National Bureau of Economic Research, Inc (2024)
  by Martin Lettau
  (ReDIF-paper, nbr:nberwo:32261)
• Dispersion and Volatility in Stock Returns: An Empirical Investigation
  NBER Working Papers, National Bureau of Economic Research, Inc (1999)
  by John Y. Campbell & Martin Lettau
  (ReDIF-paper, nbr:nberwo:7144)
• Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
  NBER Working Papers, National Bureau of Economic Research, Inc (2000)
  by John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu
  (ReDIF-paper, nbr:nberwo:7590)
• Expected Returns and Expected Dividend Growth
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, nbr:nberwo:9605)
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption
  NBER Working Papers, National Bureau of Economic Research, Inc (2003)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, nbr:nberwo:9848)
• Reconciling the Return Predictability Evidence
  Review of Financial Studies, Society for Financial Studies (2008)
  by Martin Lettau & Stijn Van Nieuwerburgh
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:4:p:1607-1652)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  Review of Financial Studies, Society for Financial Studies (2008)
  by Martin Lettau & Sydney C. Ludvigson & Jessica A. Wachter
  (ReDIF-article, oup:rfinst:v:21:y:2008:i:4:p:1653-1687)
• Investor Information, Long-Run Risk, and the Term Structure of Equity
  Review of Financial Studies, Society for Financial Studies (2015)
  by Mariano M. Croce & Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, oup:rfinst:v:28:y:2015:i:3:p:706-742.)
• Factors That Fit the Time Series and Cross-Section of Stock Returns
  Review of Financial Studies, Society for Financial Studies (2020)
  by Martin Lettau & Markus Pelger & Stijn Van Nieuwerburgh
  (ReDIF-article, oup:rfinst:v:33:y:2020:i:5:p:2274-2325.)
• High Dimensional Factor Models with an Application to Mutual Fund Characteristics
  MPRA Paper, University Library of Munich, Germany (2021)
  by Lettau, Martin
  (ReDIF-paper, pra:mprapa:112192)
• Code and data files for "Euler Equation Errors"
  Computer Codes, Review of Economic Dynamics (2008)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-software, red:ccodes:08-106)
• Euler Equation Errors
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2009)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-article, red:issued:08-106)
• Can Habit Formation be Reconciled with Business Cycle Facts?
  Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2000)
  by Martin Lettau & Harald Uhlig
  (ReDIF-article, red:issued:v:3:y:2000:i:1:p:79-99)
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play?
  2004 Meeting Papers, Society for Economic Dynamics (2004)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-paper, red:sed004:644)
• Why is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium
  2005 Meeting Papers, Society for Economic Dynamics (2005)
  by Jessica Wachter & Martin Lettau
  (ReDIF-paper, red:sed005:302)
• Euler Equation Errors
  2005 Meeting Papers, Society for Economic Dynamics (2005)
  by Sydney C. Ludvigson & Martin Lettau
  (ReDIF-paper, red:sed005:487)
• Reconciling the Return Predictability Evidence
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Martin Lettau & Stijn Van Nieuwerburgh
  (ReDIF-paper, red:sed006:29)
• Investor Information, Long-Run Risk, and the Duration fo Risky Assets
  2006 Meeting Papers, Society for Economic Dynamics (2006)
  by Mariano M. Croce & Martin Lettau & Sydney Ludvigson
  (ReDIF-paper, red:sed006:628)
• The Origins of Stock Market Fluctuations
  2014 Meeting Papers, Society for Economic Dynamics (2014)
  by Sydney Ludvigson & Martin Lettau & Daniel Greenwald
  (ReDIF-paper, red:sed014:542)
• Large Nonparametric Estimation Of Time Varying Characteristics Of Intertemporal Asset Pricing Models
  Computing in Economics and Finance 2000, Society for Computational Economics (2000)
  by Peter Woehrmann & Willi Semmler & Martin Lettau
  (ReDIF-paper, sce:scecf0:8)
• Statistical Estimation and Moment Evaluation of a Stochastic Growth Model with Asset Market
  Computing in Economics and Finance 1997, Society for Computational Economics ()
  by Martin Lettau & Willi Semmler & University of Bielefeld
  (ReDIF-paper, sce:scecf7:36)
• Cross-variable restrictions in Euler equations and risk premia
  Applied Economics Letters, Taylor & Francis Journals (2000)
  by Martin Lettau
  (ReDIF-article, taf:apeclt:v:7:y:2000:i:2:p:99-101)
• Preferences, Consumption Smoothing and Risk Premia
  Discussion Paper, Tilburg University, Center for Economic Research (1997)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiucen:129a8e4c-f593-4f03-b35b-2846f24d7311)
• Rule of Thumb and Dynamic Programming
  Discussion Paper, Tilburg University, Center for Economic Research (1995)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiucen:30ad8072-6a3b-4e5b-8227-985bcc71bbbd)
• Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)
  Discussion Paper, Tilburg University, Center for Economic Research (1997)
  by Lettau, M.
  (ReDIF-paper, tiu:tiucen:4e353018-6c52-453c-8d89-4a20eff036c4)
• Can Habit Formation be Reconciled with Business Cycle Facts?
  Discussion Paper, Tilburg University, Center for Economic Research (1995)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiucen:b152dad0-97de-48c9-bde6-6864e691a913)
• Robustness of adaptive expectations as an equilibrium selection device
  Discussion Paper, Tilburg University, Center for Economic Research (1995)
  by Lettau, M. & Van Zandt, T.
  (ReDIF-paper, tiu:tiucen:df555a8d-4472-4491-b65e-70b67d74b739)
• Preferences, Consumption Smoothing and Risk Premia
  Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiutis:129a8e4c-f593-4f03-b35b-2846f24d7311)
• Rule of Thumb and Dynamic Programming
  Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiutis:30ad8072-6a3b-4e5b-8227-985bcc71bbbd)
• Comment on "The Spirit of Capitalism and Stock Market Prices" By G.S. Bakshi and Z. Chen (AER, 1996)
  Other publications TiSEM, Tilburg University, School of Economics and Management (1997)
  by Lettau, M.
  (ReDIF-paper, tiu:tiutis:4e353018-6c52-453c-8d89-4a20eff036c4)
• Can Habit Formation be Reconciled with Business Cycle Facts?
  Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
  by Lettau, M. & Uhlig, H.F.H.V.S.
  (ReDIF-paper, tiu:tiutis:b152dad0-97de-48c9-bde6-6864e691a913)
• Robustness of adaptive expectations as an equilibrium selection device
  Other publications TiSEM, Tilburg University, School of Economics and Management (1995)
  by Lettau, M. & Van Zandt, T.
  (ReDIF-paper, tiu:tiutis:df555a8d-4472-4491-b65e-70b67d74b739)
• Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
  Journal of Political Economy, University of Chicago Press (2001)
  by Martin Lettau & Sydney Ludvigson
  (ReDIF-article, ucp:jpolec:v:109:y:2001:i:6:p:1238-1287)
• Shocks and Crashes
  NBER Macroeconomics Annual, University of Chicago Press (2014)
  by Martin Lettau & Sydney C. Ludvigson
  (ReDIF-article, ucp:macann:doi:10.1086/674605)
• Nonparametric Estimation of the Time-varying Sharpe Ratio in Dynamic Asset Pricing Models
  IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich ()
  by Peter Woehrmann & Willi Semmler & Martin Lettau
  (ReDIF-paper, zur:iewwpx:225)