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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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Measuring and modeling variation in the risk-return trade-off
Lettau, Martin; Ludvigson, Sydney C. - 2010
Persistent link: https://www.econbiz.de/10003900691
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The term structure of equity and interest rates
Lettau, Martin; Wachter, Jessica - 2010
Persistent link: https://www.econbiz.de/10008906825
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The term structures of equity and interest rates
Lettau, Martin; Wachter, Jessica - In: Journal of financial economics 101 (2011) 1, pp. 90-113
Persistent link: https://www.econbiz.de/10009242970
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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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Capital share risk and shareholder heterogeneity in US stock pricing
Lettau, Martin; Ludvigson, Sydney C.; Ma, Sai - 2014
Persistent link: https://www.econbiz.de/10010467583
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Reconciling the return predictability evidence
Lettau, Martin; Nieuwerburgh, Stijn van - 2006
Persistent link: https://www.econbiz.de/10003302423
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The declining equity premium : what role does macroeconomic risk play?
Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006
Persistent link: https://www.econbiz.de/10003310560
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Why is long-horizon equity less risky? : a duration-based explanation of the value premium
Lettau, Martin; Wachter, Jessica - In: The journal of finance : the journal of the American … 62 (2007) 1, pp. 55-92
Persistent link: https://www.econbiz.de/10003425750
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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