نتائج البحث - "Martin Lettau"

1

دورية أكاديمية

Idiosyncratic Equity Risk Two Decades Later

المؤلفون: John Y. Campbell, Martin Lettau, Burton Malkiel, Yexiao Xu

المصدر: now publishers, Critical Finance Review. 12(1-4):203-223

الإتاحة: https://ideas.repec.org/a/now/jnlcfr/104.00000128.html

2

Internet Appendix for Missing Financial Data

المؤلفون: Svetlana Bryzgalova, Sven Lerner, Martin Lettau, Markus Pelger

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::fc58b4e84f5588a914a0edea274cd4fb
https://doi.org/10.2139/ssrn.4384755

3

Monetary Policy and Asset Valuation

المؤلفون: FRANCESCO BIANCHI, MARTIN LETTAU, SYDNEY C. LUDVIGSON

المصدر: The Journal of Finance. 77:967-1017

مصطلحات موضوعية: Economics and Econometrics, Accounting, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::0e8ef6829116f3d1a27a85d7d6f9d827
https://doi.org/10.1111/jofi.13107

View record at Wiley

4

Idiosyncratic Equity Risk Two Decades Later

المؤلفون: John Campbell, Martin Lettau, Burton Malkiel, Yexiao Xu

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::b4971f97848486b0e7d9d583450cea8f
https://doi.org/10.3386/w29916

5

High-Dimensional Factor Models with an Application to Mutual Fund Characteristics

المؤلفون: Martin Lettau

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::ca3ec9bbef6dd7c8e1e16e750ad6dbb7
https://doi.org/10.3386/w29833

6

Estimating latent asset-pricing factors

المؤلفون: Martin Lettau, Markus Pelger

المصدر: Journal of Econometrics. 218:1-31

مصطلحات موضوعية: Clustering high-dimensional data, Economics and Econometrics, Applied Mathematics, 05 social sciences, Estimator, Variance (accounting), Covariance, 01 natural sciences, 010104 statistics & probability, 0502 economics and business, Principal component analysis, Econometrics, Expected return, Capital asset pricing model, Portfolio, 0101 mathematics, 050205 econometrics, Mathematics

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::cdd5e50161b1dc2ee3d0c817760609f0
https://doi.org/10.1016/j.jeconom.2019.08.012

View record from ScienceDirect

7

Missing Financial Data

المؤلفون: Svetlana Bryzgalova, Sven Lerner, Martin Lettau, Markus Pelger

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::8fb3977b153ba4afe6625a69b938a336
https://doi.org/10.2139/ssrn.4106794

8

Idiosyncratic Equity Risk Two Decades Later

المؤلفون: John Y. Campbell, Martin Lettau, Burton G. Malkiel, Yexiao Xu

المصدر: SSRN Electronic Journal.

مصطلحات موضوعية: History, Polymers and Plastics, Business and International Management, Industrial and Manufacturing Engineering

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::9be976fe0188513b4c0fb51ef1873917
https://doi.org/10.2139/ssrn.4066023

9

Factors That Fit the Time Series and Cross-Section of Stock Returns

المؤلفون: Markus Pelger, Martin Lettau

المصدر: The Review of Financial Studies. 33:2274-2325

مصطلحات موضوعية: Economics and Econometrics, 050208 finance, Accounting, 0502 economics and business, 05 social sciences, 050207 economics, Finance

URL الوصول: https://explore.openaire.eu/search/publication?articleId=doi_________::2403dfe482269ae6bfb81790f5c27d08
https://doi.org/10.1093/rfs/hhaa020

10

دورية أكاديمية

Factors That Fit the Time Series and Cross-Section of Stock Returns

المؤلفون: Martin Lettau, Markus Pelger, Stijn Van Nieuwerburgh

المصدر: Society for Financial Studies, Review of Financial Studies. 33(5):2274-2325

الإتاحة: https://ideas.repec.org/a/oup/rfinst/v33y2020i5p2274-2325..html

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