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Luis M. Viceira

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This is information that was supplied by Luis Viceira in registering through RePEc. If you are Luis M. Viceira , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Luis
Middle Name: M.
Last Name: Viceira
Suffix:

RePEc Short-ID: pvi31

Email:
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
Phone:

Affiliation

(in no particular order)

Works

as in new window

Working papers

  1. John Y. Campbell & Carolin Pflueger & Luis M. Viceira, 2013. "Monetary Policy Drivers of Bond and Equity Risks," Harvard Business School Working Papers, Harvard Business School 14-031, Harvard Business School, revised Apr 2014.
  2. Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," NBER Working Papers 16903, National Bureau of Economic Research, Inc.
  3. Carolin E. Pflueger & Luis M. Viceira, 2011. "Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity," NBER Working Papers 16892, National Bureau of Economic Research, Inc.
  4. Luis M. Viceira & Ricardo Gimeno, 2010. "The euro as a reserve currency for global investors," Banco de Espa�a Working Papers, Banco de Espa�a 1014, Banco de Espa�a.
  5. John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," NBER Working Papers 15014, National Bureau of Economic Research, Inc.
  6. John Y. Campbell & Adi Sunderam & Luis M. Viceira, 2009. "Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds," NBER Working Papers 14701, National Bureau of Economic Research, Inc.
  7. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," NBER Working Papers 13966, National Bureau of Economic Research, Inc.
  8. Francois Gourio, 2007. "Putty-Clay Technology And Stock Market Volatility," Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics WP2007-005, Boston University - Department of Economics.
  9. John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc.
  10. Jakub W. Jurek & Luis M. Viceira, 2006. "Optimal Value and Growth Tilts in Long-Horizon Portfolios," NBER Working Papers 12017, National Bureau of Economic Research, Inc.
  11. Francisco Gomes & Laurence Kotlikoff & Luis Viceira, 2006. "The Excess Burden of Government Indecision," Working Papers, University of Michigan, Michigan Retirement Research Center wp123, University of Michigan, Michigan Retirement Research Center.
  12. John Y. Campbell & Luis Viceira, 2005. "The Term Structure of the Risk-Return Tradeoff," NBER Working Papers 11119, National Bureau of Economic Research, Inc.
  13. John Y. Campbell & George Chacko & Jorge Rodriguez & Luis M. Viciera, 2003. "Strategic Asset Allocation in a Continuous-Time VAR Model," NBER Working Papers 9547, National Bureau of Economic Research, Inc.
  14. John Y. Campbell & Luis M. Viceira & Joshua S. White, 2002. "Foreign Currency for Long-Term Investors," NBER Working Papers 9075, National Bureau of Economic Research, Inc.
  15. John Y. Campbell & Yeung Lewis Chan & Luis M. Viceira, 2001. "A Multivariate Model of Strategic Asset Allocation," NBER Working Papers 8566, National Bureau of Economic Research, Inc.
  16. John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1895, Harvard - Institute of Economic Research.
  17. John Y. Campbell & Joao Cocco & Francisco Gomes & Pascal Maenhout & Luis Viceira, 2000. "Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1899, Harvard - Institute of Economic Research.
  18. George Chacko & Luis M. Viceira, 1999. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," NBER Working Papers 7377, National Bureau of Economic Research, Inc.
  19. Luis M. Viceira, 1999. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," NBER Working Papers 7409, National Bureau of Economic Research, Inc.
  20. John Y. Campbell & Luis M. Viceira, 1998. "Consumption and Portfolio Decisions When Expected Returns Are Time Varying," Harvard Institute of Economic Research Working Papers, Harvard - Institute of Economic Research 1835, Harvard - Institute of Economic Research.

Articles

  1. Viceira, Luis M., 2012. "Bond risk, bond return volatility, and the term structure of interest rates," International Journal of Forecasting, Elsevier, Elsevier, vol. 28(1), pages 97-117.
  2. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," Tax Policy and the Economy, University of Chicago Press, University of Chicago Press, vol. 26(1), pages 125 - 164.
  3. Jakub W. Jurek & Luis M. Viceira, 2011. "Optimal Value and Growth Tilts in Long-Horizon Portfolios," Review of Finance, European Finance Association, European Finance Association, vol. 15(1), pages 29-74.
  4. Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," Annual Review of Financial Economics, Annual Reviews, Annual Reviews, vol. 3(1), pages 139-158, December.
  5. John Y. Campbell & Karine Serfaty-De Medeiros & Luis M. Viceira, 2010. "Global Currency Hedging," Journal of Finance, American Finance Association, American Finance Association, vol. 65(1), pages 87-121, 02.
  6. John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138.
  7. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," American Economic Review, American Economic Association, American Economic Association, vol. 98(2), pages 297-303, May.
  8. George Chacko & Luis M. Viceira, 2005. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 18(4), pages 1369-1402.
  9. Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M., 2004. "Strategic asset allocation in a continuous-time VAR model," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(11), pages 2195-2214, October.
  10. Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M., 2003. "A multivariate model of strategic asset allocation," Journal of Financial Economics, Elsevier, Elsevier, vol. 67(1), pages 41-80, January.
  11. Chacko, George & Viceira, Luis M., 2003. "Spectral GMM estimation of continuous-time processes," Journal of Econometrics, Elsevier, Elsevier, vol. 116(1-2), pages 259-292.
  12. John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003. "Foreign Currency for Long-Term Investors," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 113(486), pages C1-C25, March.
  13. Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, American Finance Association, vol. 56(2), pages 433-470, 04.
  14. LuisM. Viceira & John Y. Campbell, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, American Economic Association, vol. 91(1), pages 99-127, March.
  15. John Y. Campbell & Luis M. Viceira, 1999. "Consumption And Portfolio Decisions When Expected Returns Are Time Varying," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 114(2), pages 433-495, May.

Chapters

  1. Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2012. "The Excess Burden of Government Indecision," NBER Chapters, National Bureau of Economic Research, Inc, in: Tax Policy and the Economy, Volume 26, pages 125-163 National Bureau of Economic Research, Inc.

Books

  1. Campbell, John Y. & Viceira, Luis M., 2002. "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors," OUP Catalogue, Oxford University Press, Oxford University Press, number 9780198296942, October.

NEP Fields

29 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (6) 2009-02-07 2009-05-30 2009-05-30 2010-06-04 2011-04-09 2013-10-02. Author is listed
  2. NEP-CFN: Corporate Finance (5) 2003-03-10 2003-03-14 2004-02-29 2005-06-14 2006-10-28. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (3) 2000-11-29 2007-08-14 2008-04-29
  4. NEP-FMK: Financial Markets (4) 2000-11-29 2005-06-14 2006-02-26 2009-05-30
  5. NEP-HEA: Health Economics (1) 2007-08-14
  6. NEP-HIS: Business, Economic & Financial History (2) 2009-05-30 2009-05-30
  7. NEP-IFN: International Finance (3) 2002-07-21 2003-03-14 2010-06-04
  8. NEP-MAC: Macroeconomics (6) 2008-04-29 2009-02-07 2009-05-30 2009-05-30 2014-05-17 2014-08-25. Author is listed
  9. NEP-MON: Monetary Economics (7) 2005-02-20 2007-05-12 2009-05-30 2010-06-04 2013-10-02 2014-05-17 2014-08-25. Author is listed
  10. NEP-PBE: Public Economics (3) 2007-02-10 2007-03-03 2007-08-14
  11. NEP-PUB: Public Finance (3) 2007-02-10 2007-03-03 2007-08-14
  12. NEP-RMG: Risk Management (5) 2003-03-14 2005-02-20 2005-06-14 2007-05-12 2010-06-04. Author is listed
  13. NEP-UPT: Utility Models & Prospect Theory (2) 2006-02-26 2011-04-09

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Distinct Works, Weighted by Simple Impact Factor
  3. Number of Distinct Works, Weighted by Recursive Impact Factor
  4. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Citations
  7. Number of Citations, Discounted by Citation Age
  8. Number of Citations, Weighted by Simple Impact Factor
  9. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  10. Number of Citations, Weighted by Recursive Impact Factor
  11. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  12. Number of Citations, Weighted by Number of Authors
  13. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  14. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  15. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  16. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  17. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  18. h-index
  19. Number of Registered Citing Authors
  20. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  21. Number of Journal Pages, Weighted by Simple Impact Factor
  22. Number of Journal Pages, Weighted by Recursive Impact Factor
  23. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  24. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  25. Wu-Index
  26. Strength of students

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