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 4 12 53 1,382 11 33 124 3,860
A Multivariate Model of Strategic Asset Allocation 1 6 26 361 10 24 83 931
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 15 41 186 1,355
Consumption and Portfolio Decisions When Expected Returns are Time Varying 4 13 59 475 7 19 81 1,100
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 2 4 17 161 5 10 47 394
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 1 6 35 114 5 11 73 265
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 1 2 16 303 3 7 42 876
Foreign Currency for Long-Term Investors 1 4 22 244 5 11 62 627
Foreign Currency for Long-Term Investors 2 2 14 138 2 4 36 386
Global Currency Hedging 6 10 65 192 13 30 165 507
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 4 37 37 5 19 101 101
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 5 9 45 90 10 28 120 235
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 6 14 81 510 15 46 181 1,298
Optimal Value and Growth Tilts in Long-Horizon Portfolios 1 2 7 37 3 5 22 123
Optimal Value and Growth Tilts in Long-Horizon Portfolios 1 2 12 54 2 6 42 191
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 13 55 2 3 54 139
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 4 12 47 621 12 25 92 1,361
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 30 96 352 2,038
Strategic Asset Allocation in a Continuous Time VAR Model 3 6 24 157 12 25 96 435
Strategic Asset Allocation in a Continuous-Time VAR Model 6 19 63 432 16 38 146 1,003
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 1 3 37 1 3 22 115
The Excess Burden of Government Indecision 1 1 4 24 2 5 23 69
The Excess Burden of Government Indecision 0 0 2 40 3 6 27 175
The Term Structure of the Risk-Return Tradeoff 3 11 42 361 11 22 99 643
The Term Structure of the Risk-Return Tradeoff 6 9 28 197 10 29 100 532
Understanding Inflation-Indexed Bond Markets 1 11 61 61 3 27 75 75
Understanding Inflation-Indexed Bond Markets 5 24 140 140 13 38 104 104
Who Should Buy Long-Term Bonds? 0 2 19 89 18 44 218 843
Who Should Buy Long-Term Bonds? 4 8 23 433 12 31 106 2,207
Who Should Buy Long-Term Bonds? 5 10 46 580 13 26 96 2,073
Total Working Papers 73 204 1,004 7,572 269 712 2,975 24,061


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 6 12 77 473 13 29 153 1,152
Consumption And Portfolio Decisions When Expected Returns Are Time Varying 6 16 88 576 9 23 125 1,101
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 3 5 36 132 5 14 88 363
Foreign Currency for Long-Term Investors 0 0 12 114 0 1 40 367
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 2 3 17 17 3 7 46 52
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 4 6 30 115 5 9 65 295
Spectral GMM estimation of continuous-time processes 3 6 27 139 5 13 45 267
Strategic asset allocation in a continuous-time VAR model 0 1 19 110 5 9 52 269
Who Should Buy Long-Term Bonds? 7 8 53 406 11 30 158 1,420
Total Journal Articles 31 57 359 2,082 56 135 772 5,286


Statistics updated 2009-11-04