.
Viceira, Luis M.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 12,085
Total Citations 1,159
1.
Viceira, Luis M. Harvard Business School - Finance Unit
1,976(2,889)
21
Mutual funds, lifecyce funds, lifestyle funds, risk-based investing, age-based investing, long-term asset allocation, asset allocation, portfolio choice,investing, human capital, pension funds, defined-contribution pension funds, retirement, Social Security, TIPS, inflation, mean-reversion, risk
2.
Global Currency Hedging
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Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 07
Last Revised:
29 Jan 09
1,345(5,657)
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
405
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
52
32
Campbell, John Y. Harvard University - Department of Economics
Serfaty-de Medeiros, Karine OC&C Strategy Consultants
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 07
Last Revised:
29 Jan 09
888
32
Foreign exchange, Siegel's paradox, risk management
3.
Optimal Value and Growth Tilts in Long-Horizon Portfolios
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Jurek, Jakub W. Princeton University - Bendheim Center for Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
12 Sep 05
Last Revised:
18 Nov 08
1,179(7,048)
16
Viceira, Luis M. Harvard Business School - Finance Unit
Jurek, Jakub W. Princeton University - Bendheim Center for Finance
31
16
Intertemporal hedging, portfolio choice, risk and value, growth investing
Jurek, Jakub W. Princeton University - Bendheim Center for Finance
Viceira, Luis M. Harvard Business School - Finance Unit
25
16
Jurek, Jakub W. Princeton University - Bendheim Center for Finance
Viceira, Luis M. Harvard Business School - Finance Unit
1,123
16
portfolio choice, value premium
4.
Understanding Inflation-Indexed Bond Markets
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Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
22 May 09
Last Revised:
12 Jul 10
1,150(7,339)
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
64
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
809
22
Campbell, John Y. Harvard University - Department of Economics
Shiller, Robert J. Yale University - Cowles Foundation
Viceira, Luis M. Harvard Business School - Finance Unit
277
22
Expectations hypothesis, Liquidity, Term premia, TIPS
5.
Who Should Buy Long-Term Bonds?
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
01 Dec 98
Last Revised:
11 Oct 10
1,094(8,010)
156
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
41
156
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
1,053
156
6.
Stock Market Mean Reversion And The Optimal Equity Allocation Of A Long-Lived Investor
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Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
01 Aug 00
Last Revised:
18 Nov 08
933(10,319)
20
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
0
Campbell, John Y. Harvard University - Department of Economics
Cocco, Joao F. London Business School
Gomes, Francisco London Business School
Maenhout, Pascal J. INSEAD - Finance
Viceira, Luis M. Harvard Business School - Finance Unit
933
20
Hedging Demand, Intertemporal Portfolio Choice, And Mean Reversion
7.
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
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Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 08
Last Revised:
15 Jan 13
802(13,118)
43
Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
59
43
Campbell, John Y. Harvard University - Department of Economics
Sunderam, Adi Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
20 Mar 08
Last Revised:
15 Jan 13
743
42
Term structure of interest rates, inflation risk, time varying expected returns, bond return predictability, expectations hypothesis, macro asset pricing
8.
Strategic Asset Allocation in a Continuous-Time VAR Model
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Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
24 Oct 02
Last Revised:
01 Nov 10
791(13,375)
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
23
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
35
59
Campbell, John Y. Harvard University - Department of Economics
Chacko, George Harvard Business School
Rodriguez, Jorge F. Merrill Lynch
Viceira, Luis M. Harvard Business School - Finance Unit
733
59
9.
Foreign Currency for Long-Term Investors
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
Posted:
20 Jul 02
Last Revised:
18 Nov 08
696(16,130)
8
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
28
8
Home bias, portfolio choice, foreign exchange rates, intertemporal hedging demand, uncovered interest parity
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
623
8
Foreign Exchange Rates, Home Bias, Intertemporal Hedging Demand, Portfolio Choice, Uncovered Interest Parity
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
White, Joshua S. University of Illinois at Urbana-Champaign - Department of Finance
45
8
10.
Viceira, Luis M. Harvard Business School - Finance Unit
554(22,222)
14
11.
Chacko, George Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
486(26,468)
64
Continuous-time, Estimation, Stochastic Volatility, Characteristic Function
12.
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
273(53,943)
12
13.
A Multivariate Model of Strategic Asset Allocation
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Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
25 Oct 01
Last Revised:
06 Dec 01
157(94,027)
165
Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
37
165
Intertemporal hedging demand, portfolio choice, predictability, strategic asset allocation
Campbell, John Y. Harvard University - Department of Economics
Chan, Yeung Lewis Hong Kong University of Science & Technology (HKUST) - Department of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
120
165
14.
The Term Structure of the Risk-Return Tradeoff
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Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
09 Mar 05
Last Revised:
10 Aug 09
127(112,772)
65
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
32
65
Risk-return tradeoff, mean-variance analysis, long-horizon investing, vector autoregression
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
95
65
15.
Viceira, Luis M. Harvard Business School - Finance Unit
Gimeno, Ricardo Bank of Spain
108(128,048)
Euro, Reserve Currency, Currency hedging, Market Integration, Beta decomposition
16.
An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds
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Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
15 Mar 11
Last Revised:
27 Apr 13
104(131,633)
9
Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
19
9
Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
15 Mar 11
Last Revised:
27 Apr 13
85
9
Expectations Hypothesis, Term structure, Real interest rate risk, Inflation risk, Inflation-Indexed Bonds
17.
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
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Chacko, George Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
29 Mar 00
Last Revised:
14 Oct 10
73(165,314)
83
Chacko, George Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
40
83
Long-horizon investing, dynamic portfolio choice, intertemporal hedging, stochastic volatility, spectral GMM, recursive utility
Chacko, George Harvard Business School
Viceira, Luis M. Harvard Business School - Finance Unit
33
83
18.
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
64(177,820)
202
19.
The Excess Burden of Government Indecision
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Gomes, Francisco London Business School
Kotlikoff, Laurence J. Boston University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
26 Jan 07
Last Revised:
22 Aug 10
63(179,328)
9
Gomes, Francisco London Business School
Kotlikoff, Laurence J. Boston University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
40
9
Gomes, Francisco London Business School
Kotlikoff, Laurence J. Boston University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
23
9
20.
Viceira, Luis M. Harvard Business School - Finance Unit
55(191,929)
134
21.
Gomes, Francisco London Business School
Kotlikoff, Laurence J. Boston University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
28(248,979)
18
22.
Inflation-Indexed Bonds and the Expectations Hypothesis
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Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
Posted:
28 Mar 11
Last Revised:
10 Jan 12
27(251,969)
7
Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
0
Pflueger, Carolin E. University of British Columbia (UBC) - Division of Finance
Viceira, Luis M. Harvard Business School - Finance Unit
27
7
23.
Viceira, Luis M. Harvard Business School - Finance Unit
Parry, Brendon C. Harvard Business School
24.
Viceira, Luis M. Harvard Business School - Finance Unit
Corsi, Elena Harvard Business School, Europe Research Center
Dittrich, Ruth Harvard Business School
25.
Viceira, Luis M. Harvard Business School - Finance Unit
De Armas, Ricardo affiliation not provided to SSRN
26.
Viceira, Luis M. Harvard Business School - Finance Unit
Light, Jay Harvard Business School - Finance Unit
Mitsui, Akiko M. affiliation not provided to SSRN
27.
Viceira, Luis M. Harvard Business School - Finance Unit
Mitsui, Akiko M. affiliation not provided to SSRN
28.
Viceira, Luis M. Harvard Business School - Finance Unit
29.
Viceira, Luis M. Harvard Business School - Finance Unit
30.
Viceira, Luis M. Harvard Business School - Finance Unit
Tung, Helen H. affiliation not provided to SSRN
31.
Viceira, Luis M. Harvard Business School - Finance Unit
32.
Campbell, John Y. Harvard University - Department of Economics
Viceira, Luis M. Harvard Business School - Finance Unit
Portfolio Management, Asset Allocation, Investment Theory, Portfolio Theory
33.
Viceira, Luis M. Harvard Business School - Finance Unit
