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Luis M. Viceira
Luis M. Viceira
Harvard Business School
Verified email at hbs.edu - Homepage
Title
Cited by
Cited by
Year
Strategic asset allocation: portfolio choice for long-term investors
JY Campbell, LM Viceira
Clarendon Lectures in Economic, 2002
26882002
Consumption and portfolio decisions when expected returns are time varying
JY Campbell, LM Viceira
The Quarterly Journal of Economics 114 (2), 433-495, 1999
12881999
Optimal portfolio choice for long‐horizon investors with nontradable labor income
LM Viceira
The Journal of Finance 56 (2), 433-470, 2001
10852001
Who should buy long-term bonds?
JY Campbell, LM Viceira
American Economic Review 91 (1), 99-127, 2001
8582001
A multivariate model of strategic asset allocation
JY Campbell, YL Chan, LM Viceira
Journal of financial economics 67 (1), 41-80, 2003
7292003
Dynamic consumption and portfolio choice with stochastic volatility in incomplete markets
G Chacko, LM Viceira
The Review of Financial Studies 18 (4), 1369-1402, 2005
6782005
Inflation bets or deflation hedges? The changing risks of nominal bonds
JY Campbell, A Sunderam, LM Viceira
National Bureau of Economic Research, 2009
4662009
The term structure of the risk–return trade-off
JY Campbell, LM Viceira
Financial Analysts Journal 61 (1), 34-44, 2005
3962005
Global currency hedging
JY Campbell, K Serfaty‐De Medeiros, LM Viceira
The Journal of Finance 65 (1), 87-121, 2010
3812010
Spectral GMM estimation of continuous-time processes
G Chacko, LM Viceira
Journal of Econometrics 116 (1-2), 259-292, 2003
3782003
Understanding inflation-indexed bond markets
JY Campbell, RJ Shiller, LM Viceira
National Bureau of Economic Research, 2009
2932009
Optimal life-cycle investing with flexible labor supply: A welfare analysis of life-cycle funds
FJ Gomes, LJ Kotlikoff, LM Viceira
American Economic Review 98 (2), 297-303, 2008
2662008
Do executive stock options encourage risk-taking
RB Cohen, BJ Hall, LM Viceira
Unpublished manuscript, Harvard University, 2000
2582000
Monetary policy drivers of bond and equity risks
JY Campbell, C Pflueger, LM Viceira
National Bureau of Economic Research, 2014
1832014
Strategic asset allocation in a continuous-time VAR model
JY Campbell, G Chacko, J Rodriguez, LM Viceira
Journal of Economic Dynamics and Control 28 (11), 2195-2214, 2004
1722004
Macroeconomic drivers of bond and equity risks
JY Campbell, C Pflueger, LM Viceira
Journal of Political Economy 128 (8), 3148-3185, 2020
1712020
Bond risk, bond return volatility, and the term structure of interest rates
LM Viceira
International Journal of Forecasting 28 (1), 97-117, 2012
1632012
Life-cycle funds
LM Viceira
Overcoming the saving slump: How to increase the effectiveness of financial …, 2009
1612009
Stock market mean reversion and the optimal equity allocation of a long-lived investor
JY Campbell, J Cocco, F Gomes, PJ Maenhout, LM Viceira
Review of Finance 5 (3), 269-292, 2001
1422001
Optimal value and growth tilts in long-horizon portfolios
JW Jurek, LM Viceira
Review of Finance 15 (1), 29-74, 2011
992011
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