Discussion paper DP17091 High Dimensional Factor Models with an Application to Mutual Fund Characteristics Martin Lettau 7 Mar 2022 Financial Economics G12 G38
Discussion paper DP14266 Taming the Factor Zoo: A Test of New Factors Stefano Giglio Guanhao Feng Dacheng Xiu 2 Jan 2020 Financial Economics
Discussion paper DP13049 Factors that Fit the Time Series and Cross-Section of Stock Returns Martin Lettau Markus Pelger 14 Jul 2018 Financial Economics C14 C52 C58 G12
Discussion paper DP12926 Estimating Latent Asset-Pricing Factors Martin Lettau Markus Pelger 10 May 2018 Financial Economics C14 C38 C52 C58 G12