Luis M. Viceira
Names
| first: |
Luis |
| middle: |
M. |
| last: |
Viceira |
Identifer
Contact
| homepage: |
http://www.people.hbs.edu/lviceira |
|
| postal address: |
Luis M. Viceira
Graduate School of Business Administration
Harvard University
Baker Library 367
Boston, MA 02163 |
Affiliations
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Harvard University
/ Harvard Business School
/ Finance Unit (weight: 34%)
-
Harvard University
/ Harvard Business School (weight: 33%)
-
National Bureau of Economic Research (NBER) (weight: 33%)
Research profile
author of:
- Who Should Buy Long-Term Bonds? (RePEc:aea:aecrev:v:91:y:2001:i:1:p:99-127)
by LuisM. Viceira & John Y. Campbell - Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds (RePEc:aea:aecrev:v:98:y:2008:i:2:p:297-303)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira - Inflation-Indexed Bonds and the Expectations Hypothesis (RePEc:anr:refeco:v:3:y:2011:p:139-158)
by Carolin E. Pflueger & Luis M. Viceira - The euro as a reserve currency for global investors (RePEc:bde:wpaper:1014)
by Luis M. Viceira & Ricardo Gimeno - Understanding Inflation-Indexed Bond Markets (RePEc:bin:bpeajo:v:40:y:2009:i:2009-01:p:79-138)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (RePEc:bla:jfinan:v:56:y:2001:i:2:p:433-470)
by Luis M. Viceira - Global Currency Hedging (RePEc:bla:jfinan:v:65:y:2010:i:1:p:87-121)
by John Y. Campbell & Karine Serfaty‐De Medeiros & Luis M. Viceira - The Excess Burden Of Government Indecision (RePEc:bos:wpaper:wp2007-004)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira - Putty-Clay Technology And Stock Market Volatility (RePEc:bos:wpaper:wp2007-005)
by Francois Gourio - The Excess Burden of Government Indecision (RePEc:bos:wpaper:wp2010-014)
by Laurence J. Kotlikoff & Francisco J. Gomes & Luis M. Viceira - A Multivariate Model of Strategic Asset Allocation (RePEc:cpr:ceprdp:3070)
by Campbell, John Y & Viceira, Luis & Chan, Yeung Lewis - Foreign Currency for Long-Term Investors (RePEc:cpr:ceprdp:3463)
by Campbell, John Y & Viceira, Luis & White, Josh S. - Strategic Asset Allocation in a Continuous Time VAR Model (RePEc:cpr:ceprdp:4160)
by Campbell, John Y & Viceira, Luis & Rodriguez, Jorge & Chacko, George - Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (RePEc:cpr:ceprdp:4913)
by Viceira, Luis & Chacko, George - The Term Structure of the Risk-Return Tradeoff (RePEc:cpr:ceprdp:4914)
by Campbell, John Y & Viceira, Luis - Optimal Value and Growth Tilts in Long-Horizon Portfolios (RePEc:cpr:ceprdp:5773)
by Viceira, Luis & Jurek, Jakub W - Understanding Inflation-Indexed Bond Markets (RePEc:cwl:cwldpp:1696)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - Foreign Currency for Long-Term Investors (RePEc:ecj:econjl:v:113:y:2003:i:486:p:c1-c25)
by John Y. Campbell & Luis M. Viceira & Joshua S. White - Strategic asset allocation in a continuous-time VAR model (RePEc:eee:dyncon:v:28:y:2004:i:11:p:2195-2214)
by Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M. - Spectral GMM estimation of continuous-time processes (RePEc:eee:econom:v:116:y:2003:i:1-2:p:259-292)
by Chacko, George & Viceira, Luis M. - Bond risk, bond return volatility, and the term structure of interest rates (RePEc:eee:intfor:v:28:y:2012:i:1:p:97-117)
by Viceira, Luis M. - A multivariate model of strategic asset allocation (RePEc:eee:jfinec:v:67:y:2003:i:1:p:41-80)
by Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M. - Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (RePEc:fam:rpseri:rp11)
by George CHACKO & Luis M. VICEIRA - Who Should Buy Long-Term Bonds? (RePEc:fam:rpseri:rp5)
by John Y. CAMPBELL & Luis VICEIRA - Consumption and Portfolio Decisions When Expected Returns Are Time Varying (RePEc:fth:harver:1835)
by John Y. Campbell & Luis M. Viceira - Who Should Buy Long-Term Bonds? (RePEc:fth:harver:1895)
by John Y. Campbell & Luis M. Viceira - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:fth:harver:1899)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira - Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (RePEc:hbs:wpaper:11-094)
by Carolin E. Pflueger & Luis M. Viceira - Macroeconomic Drivers of Bond and Equity Risks (RePEc:hbs:wpaper:14-031)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - Understanding Inflation-Indexed Bond Markets (RePEc:hrv:faseco:10885503)
by Shiller, Robert J. & Campbell, John Y. & Viceira, Luis Manuel - Foreign Currency for Long-Term Investors (RePEc:hrv:faseco:3128708)
by Viceira, Luis & Campbell, John & White, Joshua - Global Currency Hedging (RePEc:hrv:faseco:3153308)
by Viceira, Luis & Serfaty-de Medeiros, Karine & Campbell, John - A Multivariate Model of Strategic Asset Allocation (RePEc:hrv:faseco:3163263)
by Chan, Yeung Lewis & Viceira, Luis & Campbell, John - Consumption and Portfolio Decisions When Expected Returns are Time Varying (RePEc:hrv:faseco:3163266)
by Campbell, John & Viceira, Luis - Strategic Asset Allocation in a Continuous-Time VAR Model (RePEc:hrv:faseco:3294738)
by Viceira, Luis & Rodriguez, Jorge & Chacko, George & Campbell, John - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:hrv:faseco:3353758)
by Cocco, Joao & Gomes, Francisco & Maenhout, Pascal J. & Campbell, John Y. & Viceira, Luis Manuel - The Excess Burden of Government Indecision (RePEc:mrr:papers:wp123)
by Francisco Gomes & Laurence Kotlikoff & Luis Viceira - The Excess Burden of Government Indecision (RePEc:nbr:nberch:12562)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira - The Term Structure of the Risk-Return Tradeoff (RePEc:nbr:nberwo:11119)
by John Y. Campbell & Luis Viceira - Optimal Value and Growth Tilts in Long-Horizon Portfolios (RePEc:nbr:nberwo:12017)
by Jakub W. Jurek & Luis M. Viceira - The Excess Burden of Government Indecision (RePEc:nbr:nberwo:12859)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira - Global Currency Hedging (RePEc:nbr:nberwo:13088)
by John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira - Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds (RePEc:nbr:nberwo:13966)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:nbr:nberwo:14701)
by John Y. Campbell & Adi Sunderam & Luis M. Viceira - Understanding Inflation-Indexed Bond Markets (RePEc:nbr:nberwo:15014)
by John Y. Campbell & Robert J. Shiller & Luis M. Viceira - Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (RePEc:nbr:nberwo:16892)
by Carolin E. Pflueger & Luis M. Viceira - Inflation-Indexed Bonds and the Expectations Hypothesis (RePEc:nbr:nberwo:16903)
by Carolin E. Pflueger & Luis M. Viceira - Macroeconomic Drivers of Bond and Equity Risks (RePEc:nbr:nberwo:20070)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - Global Portfolio Diversification for Long-Horizon Investors (RePEc:nbr:nberwo:24646)
by Luis M. Viceira & Zixuan (Kevin) Wang - Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect (RePEc:nbr:nberwo:34086)
by Patrick Luo & Enrichetta Ravina & Marco C. Sammon & Luis M. Viceira - Bond-Stock Comovements (RePEc:nbr:nberwo:34323)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - Consumption and Portfolio Decisions When Expected Returns are Time Varying (RePEc:nbr:nberwo:5857)
by John Y. Campbell & Luis M. Viceira - Who Should Buy Long-Term Bonds? (RePEc:nbr:nberwo:6801)
by John Y. Campbell & Luis M. Viceira - Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (RePEc:nbr:nberwo:7377)
by George Chacko & Luis M. Viceira - Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income (RePEc:nbr:nberwo:7409)
by Luis M. Viceira - A Multivariate Model of Strategic Asset Allocation (RePEc:nbr:nberwo:8566)
by John Y. Campbell & Yeung Lewis Chan & Luis M. Viceira - Foreign Currency for Long-Term Investors (RePEc:nbr:nberwo:9075)
by John Y. Campbell & Luis M. Viceira & Joshua S. White - Strategic Asset Allocation in a Continuous-Time VAR Model (RePEc:nbr:nberwo:9547)
by John Y. Campbell & George Chacko & Jorge Rodriguez & Luis M. Viciera - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:now:jnlcfr:104.00000043)
by Campbell, John Y. & Sunderam, Adi & Viceira, Luis M. - Consumption and Portfolio Decisions when Expected Returns are Time Varying (RePEc:oup:qjecon:v:114:y:1999:i:2:p:433-495.)
by John Y. Campbell & Luis M. Viceira - Optimal Value and Growth Tilts in Long-Horizon Portfolios (RePEc:oup:revfin:v:15:y:2011:i:1:p:29-74)
by Jakub W. Jurek & Luis M. Viceira - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:oup:revfin:v:5:y:2001:i:3:p:269-292.)
by John Y. Campbell & João Cocco & Francisco Gomes & Pascal J. Maenhout & Luis M. Viceira - Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (RePEc:oup:rfinst:v:18:y:2005:i:4:p:1369-1402)
by George Chacko & Luis M. Viceira - Strategic Asset Allocation: Portfolio Choice for Long-Term Investors (RePEc:oxp:obooks:9780198296942)
by Campbell, John Y. & Viceira, Luis M. - Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (RePEc:red:sed008:355)
by Luis M. Viceira & Adi Sunderam & John Y. Campbell - Monetary Policy Drivers of Bond and Equity Risks (RePEc:red:sed014:137)
by Luis Viceira & Carolin Pflueger & John Campbell - Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (RePEc:sce:scecf9:1344)
by John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis M. Viceira - Macroeconomic Drivers of Bond and Equity Risks (RePEc:ucp:jpolec:doi:10.1086/707766)
by John Y. Campbell & Carolin Pflueger & Luis M. Viceira - The Excess Burden of Government Indecision (RePEc:ucp:tpolec:doi:10.1086/665505)
by Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira