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1.
The term structures of equity and interest rates by
Material type: Text Text
Publication details: Cambridge NBER 2009
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2.
Shocks and crashes / Martin Lettau and Sydney C. Ludvigson by Series: NBER Working Paper ; 16996
Material type: Text Text
Publication details: Cambridge NBER 2011
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Exchange traded funds 101 for economists / Martin Lettau and Ananth Madhavan by Series: NBER Working Paper ; 2018
Material type: Text Text
Publication details: Cambridge NBER 2018
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8.
Rules of thumb and dynamic programming by Series:
Material type: Text Text
Publication details: 1993
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9.
Dispersion and volatility in stock returns: an empirical investigation by Series: NBER Working Paper series
Material type: Text Text
Publication details: Cambridge, MA NBER 1999
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10.
Expected returns and expected dividend growth by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2003
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Why is long-horizon less risky?: A duration-based explanation of the value premium by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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14.
Euler equation errors by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2005
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15.
Reconciling the return predictability evidence by Series: NBER working papers
Material type: Text Text
Publication details: Cambridge, MA NBER 2006
Availability: Items available for loan: IGIDR (1).

16.
Factors that fit the time series and cross-section of stock returns / Martin Lettau and Markus Pelger by Series: NBER Working Paper ; 24858
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
Online resources:
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17.
Characteristics of mutual fund portfolios : Where are the value funds? / Martin Lettau, Sydney Ludvigson and Paulo Mandel by Series: NBER Working Paper ; 25381
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2018
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18.
How the wealth was won: Factors shares as market fundamentals / Daniel L. Greenwald, Martin Lettau and Sydney C. Ludvigson by Series: NBER Working Paper ; 25769
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
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19.
High dimensional factor models with an application to mutual fund characteristics / Martin Lettau by Series: NBER Working Papers ; 29833
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2022
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20.
High-dimensional factor models and the factor zoo / Martin Lettau by Series: NBER Working Papers ; 31719
Material type: Text Text
Publication details: Cambridge NBER 2023
Online resources:
Availability: Items available for loan: IGIDR (1).


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