Access Statistics for Luis M. Viceira

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multivariate Model of Strategic Asset Allocation 6 18 90 1,324 9 33 171 3,727
A Multivariate Model of Strategic Asset Allocation 1 6 49 333 3 16 122 843
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 13 34 129 1,156
Consumption and Portfolio Decisions When Expected Returns are Time Varying 4 11 52 415 7 17 83 1,017
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 2 6 34 144 6 14 74 346
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 4 9 37 77 7 19 68 188
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 5 19 287 4 15 56 830
Foreign Currency for Long-Term Investors 0 4 22 221 1 18 62 562
Foreign Currency for Long-Term Investors 2 5 16 123 2 9 44 349
Global Currency Hedging 6 12 65 121 14 49 212 326
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 5 18 42 42 13 54 107 107
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 8 14 73 425 13 36 160 1,107
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 1 9 30 3 8 34 98
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 2 16 42 7 19 56 146
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 2 4 15 41 9 30 74 78
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 4 10 56 569 5 15 91 1,261
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 24 64 307 1,657
Strategic Asset Allocation in a Continuous Time VAR Model 2 8 32 133 5 19 84 338
Strategic Asset Allocation in a Continuous-Time VAR Model 7 14 64 359 9 22 126 838
THE EXCESS BURDEN OF GOVERNMENT INDECISION 1 3 18 33 3 7 82 91
The Excess Burden of Government Indecision 0 1 6 20 2 7 31 46
The Excess Burden of Government Indecision 0 6 15 38 0 13 69 148
The Term Structure of the Risk-Return Tradeoff 4 10 46 315 6 18 105 537
The Term Structure of the Risk-Return Tradeoff 1 8 35 168 6 25 141 429
Who Should Buy Long-Term Bonds? 2 5 22 69 25 51 321 604
Who Should Buy Long-Term Bonds? 1 4 19 408 6 19 85 2,096
Who Should Buy Long-Term Bonds? 2 8 35 529 2 13 79 1,968
Total Working Papers 64 192 887 6,513 204 644 2,973 20,893


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multivariate model of strategic asset allocation 7 20 68 390 22 57 192 986
Consumption And Portfolio Decisions When Expected Returns Are Time Varying 6 19 66 482 8 29 109 970
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 3 12 46 95 5 27 121 266
Foreign Currency for Long-Term Investors 3 6 16 102 5 14 40 327
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 2 6 24 83 3 17 73 224
Spectral GMM estimation of continuous-time processes 4 4 22 109 7 10 35 216
Strategic asset allocation in a continuous-time VAR model 4 10 23 89 5 13 46 212
Who Should Buy Long-Term Bonds? 6 16 41 350 25 48 133 1,244
Total Journal Articles 35 93 306 1,700 80 215 749 4,445


Statistics updated 2008-10-02