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Information about:
Luis M. Viceira

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Recursive Impact Factor
  2. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  5. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  6. Number of Journal Pages, Weighted by Simple Impact Factor
  7. Number of Journal Pages, Weighted by Recursive Impact Factor
  8. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. 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. [Downloadable!] (restricted)

  2. John Y. Campbell & Karine Serfaty-de Medeiros & Luis M. Viceira, 2007. "Global Currency Hedging," NBER Working Papers 13088, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

  3. Francisco Gomes & Laurence Kotlikoff & Luis Viceira, 2006. "The Excess Burden of Government Indecision," Working Papers wp123, University of Michigan, Michigan Retirement Research Center. [Downloadable!]
    Other versions:

  4. 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. [Downloadable!] (restricted)
    Other versions:

  5. John Y. Campbell & Luis Viceira, 2005. "The Term Structure of the Risk-Return Tradeoff," NBER Working Papers 11119, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:

  6. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  7. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  8. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  9. 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 1899, Harvard - Institute of Economic Research. [Downloadable!]
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  10. John Y. Campbell & Luis M. Viceira, 2000. "Who Should Buy Long-Term Bonds?," Harvard Institute of Economic Research Working Papers 1895, Harvard - Institute of Economic Research. [Downloadable!]
    Other versions:
    Published as:

  11. 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. [Downloadable!] (restricted)
    Other versions:
    Published as:

  12. 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. [Downloadable!] (restricted)
    Published as:

  13. John Y. Campbell & Luis M. Viceira, 1998. "Consumption and Portfolio Decisions When Expected Returns Are Time Varying," Harvard Institute of Economic Research Working Papers 1835, Harvard - Institute of Economic Research.
    Other versions:
    Published as:

Articles

  1. George Chacko & Luis M. Viceira, 2005. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(4), pages 1369-1402. [Downloadable!] (restricted)
    Other versions:

  2. 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, vol. 28(11), pages 2195-2214, October. [Downloadable!] (restricted)
    Other versions:

  3. Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M., 2003. "A multivariate model of strategic asset allocation," Journal of Financial Economics, Elsevier, vol. 67(1), pages 41-80, January. [Downloadable!] (restricted)
    Other versions:

  4. John Y. Campbell & Luis M. Viceira & Joshua S. White, 2003. "Foreign Currency for Long-Term Investors," Economic Journal, Royal Economic Society, vol. 113(486), pages C1-C25, March. [Downloadable!] (restricted)
    Other versions:

  5. Chacko, George & Viceira, Luis M., 2003. "Spectral GMM estimation of continuous-time processes," Journal of Econometrics, Elsevier, vol. 116(1-2), pages 259-292. [Downloadable!] (restricted)

  6. Luis M. Viceira, 2001. "Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income," Journal of Finance, American Finance Association, vol. 56(2), pages 433-470, 04. [Downloadable!] (restricted)
    Other versions:

  7. John Y. Campbell & Luis M. Viceira, 2001. "Who Should Buy Long-Term Bonds?," American Economic Review, American Economic Association, vol. 91(1), pages 99-127, March. [Downloadable!] (restricted)
    Other versions:

  8. John Y. Campbell & Luis M. Viceira, 1999. "Consumption And Portfolio Decisions When Expected Returns Are Time Varying," The Quarterly Journal of Economics, MIT Press, vol. 114(2), pages 433-495, May. [Downloadable!] (restricted)
    Other versions:

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (5) 2003-03-10 2003-03-14 2004-02-29 2005-06-14 2006-10-28 Author is listed
  2. NEP-DGE: Dynamic General Equilibrium (3) 2000-11-29 2007-08-14 2008-04-29
  3. NEP-FIN: Finance (13) 1999-07-12 1999-11-08 1999-11-08 2000-11-29 2000-11-29 2001-10-29 2002-07-21 2004-02-29 2005-02-20 2005-06-14 2005-06-14 2006-02-26 2006-10-28 Author is listed
  4. NEP-FMK: Financial Markets (3) 2000-11-29 2005-06-14 2006-02-26
  5. NEP-HEA: Health Economics (1) 2007-08-14
  6. NEP-IFN: International Finance (2) 2002-07-21 2003-03-14
  7. NEP-MAC: Macroeconomics (1) 2008-04-29
  8. NEP-MON: Monetary Economics (2) 2005-02-20 2007-05-12
  9. NEP-PBE: Public Economics (3) 2007-02-10 2007-03-03 2007-08-14
  10. NEP-PUB: Public Finance (3) 2007-02-10 2007-03-03 2007-08-14
  11. NEP-RMG: Risk Management (4) 2003-03-14 2005-02-20 2005-06-14 2007-05-12
  12. NEP-UPT: Utility Models & Prospect Theory (1) 2006-02-26
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This page was last updated on 2008-7-22.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.