Martin Lettau

18 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4049-4706

University of California, Berkeley

Publications

• Glass box machine learning and corporate bond returns — Journal of Financial Economics 2026
• Missing Financial Data — The Review of Financial Studies 2025
• How the Wealth Was Won: Factor Shares as Market Fundamentals — Journal of Political Economy 2025
• Monetary Policy and Asset Valuation — The Journal of Finance 2022
• Factors That Fit the Time Series and Cross-Section of Stock Returns — The Review of Financial Studies 2020
• Capital Share Risk in U.S. Asset Pricing — The Journal of Finance 2019
• Investor Information, Long-Run Risk, and the Term Structure of Equity — The Review of Financial Studies 2015
• Conditional risk premia in currency markets and other asset classes — Journal of Financial Economics 2014
• The term structures of equity and interest rates — Journal of Financial Economics 2011
• Reconciling the Return Predictability Evidence: The Review of Financial Studies: Reconciling the Return Predictability Evidence — The Review of Financial Studies 2008
• The Declining Equity Premium: What Role Does Macroeconomic Risk Play? — The Review of Financial Studies 2008
• Why Is Long-Horizon Equity Less Risky? A Duration-Based Explanation of the Value Premium — The Journal of Finance 2007
• Expected returns and expected dividend growth — Journal of Financial Economics 2005
• Understanding Trend and Cycle in Asset Values: Reevaluating the Wealth Effect on Consumption — American Economic Review 2004
• Consumption, Aggregate Wealth, and Expected Stock Returns — The Journal of Finance 2001
• Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk — The Journal of Finance 2001
• Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying — Journal of Political Economy 2001
• Rules of Thumb versus Dynamic Programming — American Economic Review 1999