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The term structures of equity and interest rates
Lettau, Martin; Wachter, Jessica - 2009
Persistent link: https://www.econbiz.de/10003804273
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Why is long-horizon less risky? : A duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - 2005
Persistent link: https://www.econbiz.de/10002626301
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Investor information, long-run risk, and the duration of risky cash-flows
Croce, Mariano M.; Lettau, Martin; Ludvigson, Sydney C. - 2007
Persistent link: https://www.econbiz.de/10003427571
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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/10009727630
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Estimating latent asset-pricing factors
Lettau, Martin; Pelger, Markus - In: Journal of econometrics 218 (2020) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10012482858