ProfessorsProfessors of University of California, BerkeleyMartin Lettau

Martin Lettau

University of California, Berkeley

H-index: 33

North America-United States

About Martin Lettau

Martin Lettau, With an exceptional h-index of 33 and a recent h-index of 24 (since 2020), a distinguished researcher at University of California, Berkeley, specializes in the field of Finance, Asset Pricing, Economics.

His recent articles reflect a diverse array of research interests and contributions to the field:

3D-PCA: Factor Models with Restrictions

Idiosyncratic Equity Risk Two Decades Later

Internet Appendix for Missing Financial Data

High-dimensional factor models and the factor zoo

Missing financial data

Monetary policy and asset valuation

High dimensional factor models with an application to mutual fund characteristics

Estimating latent asset-pricing factors

Martin Lettau Information

University	University of California, Berkeley
Position	Professor of Finance Haas School of Business
Citations(all)	16379
Citations(since 2020)	4556
Cited By	13770
hIndex(all)	33
hIndex(since 2020)	24
i10Index(all)	45
i10Index(since 2020)	30
Email	Access Email
University Profile Page	University of California, Berkeley
Google Scholar	View Google Scholar Profile

Martin Lettau Skills & Research Interests

Finance

Asset Pricing

Economics

Top articles of Martin Lettau

Title	Journal	Author(s)	Publication Date
3D-PCA: Factor Models with Restrictions		Martin Lettau	2024/3/25
Idiosyncratic Equity Risk Two Decades Later	Critical Finance Review	John Y Campbell Martin Lettau Burton G Malkiel Yexiao Xu	2023
Internet Appendix for Missing Financial Data	Available at SSRN 4384755	Svetlana Bryzgalova Sven Lerner Martin Lettau Markus Pelger	2023/3/10
High-dimensional factor models and the factor zoo		Martin Lettau	2023/9/25
Missing financial data	Available at SSRN	Svetlana Bryzgalova Sven Lerner Martin Lettau Markus Pelger	2022/5/11
Monetary policy and asset valuation		Martin Lettau Sydney Ludvigson Francesco Bianchi	2018/1
High dimensional factor models with an application to mutual fund characteristics		Martin Lettau	2022/3/2
Estimating latent asset-pricing factors	Journal of Econometrics	Martin Lettau Markus Pelger	2020/9/1
Factors that fit the time series and cross-section of stock returns	The Review of Financial Studies	Martin Lettau Markus Pelger	2020/5/1