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Why is long-horizon equity less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002647325
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Preferences, consumption smoothing, and risk premia
Lettau, Martin - 1997
Persistent link: https://www.econbiz.de/10013422350
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Idiosyncratic risk and volatility bounds, or, can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin - 1998
Persistent link: https://www.econbiz.de/10013422421
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Conditional risk premia in currency markets and other asset classes
Lettau, Martin; Maggiori, Matteo; Weber, Michael - 2013
Persistent link: https://www.econbiz.de/10009760737
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Comment on: Time-varying risk premia and the cost of capital : an alternative implication of the Q theory of investment
Eberly, Janice C. - In: Journal of monetary economics 49 (2002) 1, pp. 67-74
Persistent link: https://www.econbiz.de/10001641088
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Inspecting the mechanism : the determination of asset prices in the real business cycle model
Lettau, Martin - 1998
Persistent link: https://www.econbiz.de/10013422541
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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2015
Persistent link: https://www.econbiz.de/10010482973
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Capital share risk in U.S. asset pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2018
Persistent link: https://www.econbiz.de/10011861000