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Preferences, consumption smoothing, and risk premia
Lettau, Martin; Uhlig, Harald - 1997
Persistent link: https://www.econbiz.de/10000965295
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Can habit formation be reconciled with business cycle facts?
Lettau, Martin; Uhlig, Harald - In: Review of economic dynamics 3 (2000) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10001655771
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The Sharpe ratio and preferences : a parametric approach
Lettau, Martin; Uhlig, Harald - In: Macroeconomic dynamics 6 (2002) 2, pp. 242-265
Persistent link: https://www.econbiz.de/10001659490
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Rules of thumb versus dynamic programming
Lettau, Martin; Uhlig, Harald - In: The American economic review 89 (1999) 1, pp. 148-174
Persistent link: https://www.econbiz.de/10001408195
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Rules of thumb and dynamic programming
Lettau, Martin; Uhlig, Harald - 1994
Persistent link: https://www.econbiz.de/10000904153
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Rule of thumb and dynamic programming
Lettau, Martin; Uhlig, Harald - 1995
Persistent link: https://www.econbiz.de/10000907475
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Can habit formation be reconciled with business cycle facts?
Lettau, Martin; Uhlig, Harald - 1995
Persistent link: https://www.econbiz.de/10000912931
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Preferences, consumption smoothing, and risk premia
Lettau, Martin - 1997
Persistent link: https://www.econbiz.de/10013422350
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Explaining the facts with adaptive agents : the case of mutual fund flows
Lettau, Martin - In: Journal of economic dynamics & control 21 (1997) 7, pp. 1117-1147
Persistent link: https://www.econbiz.de/10001222311
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Idiosyncratic risk and volatility bounds, or can models with idiosyncratic risk solve the equity premium puzzle?
Lettau, Martin (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590071