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 0 0 0 418 1 8 18 1,305
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,550 3 13 21 4,435
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 1 4 7 194
Bond-Stock Comovements 0 1 27 27 6 13 30 30
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 1 8 11 1,765
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 0 8 14 178
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 0 7 10 1,322
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 205 1 6 11 622
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 1 124 130 516
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 2 8 13 1,107
Foreign Currency for Long-Term Investors 0 0 2 300 0 5 10 897
Foreign Currency for Long-Term Investors 0 0 0 5 1 7 10 75
Foreign Currency for Long-Term Investors 0 0 0 155 0 4 4 496
Global Currency Hedging 0 1 3 320 4 11 16 1,074
Global Currency Hedging 0 1 1 20 3 12 15 158
Global Portfolio Diversification for Long-Horizon Investors 1 1 1 39 2 7 17 96
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 1 4 22 4 13 19 235
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 4 11 21 626
Inflation-Indexed Bonds and the Expectations Hypothesis 1 1 1 36 1 7 11 147
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 0 7 26 174
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 162 5 16 20 474
Monetary Policy Drivers of Bond and Equity Risks 1 1 3 107 3 7 17 281
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 2 2 223 4 14 18 766
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 747 1 16 24 1,972
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 7 10 262
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 81 0 10 18 388
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 2 7 11 330
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 1 3 17 17 3 14 25 25
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 1 1 46 2 6 13 176
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 1 7 130
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 3 8 15 2,453
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 34 1 5 9 121
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 8 11 1,592
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 1 4 5 605
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 22 0 7 9 130
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 6 10 1,644
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 1 9 9 217
The Excess Burden of Government Indecision 0 0 0 5 0 1 1 102
The Excess Burden of Government Indecision 0 0 0 30 1 7 8 213
The Excess Burden of Government Indecision 0 0 0 55 4 10 14 348
The Term Structure of the Risk-Return Tradeoff 0 0 0 282 3 7 11 860
The Term Structure of the Risk-Return Tradeoff 0 1 1 555 2 11 17 1,300
The euro as a reserve currency for global investors 1 1 1 76 1 4 6 180
Understanding Inflation-Indexed Bond Markets 1 1 1 318 6 15 19 706
Understanding Inflation-Indexed Bond Markets 0 0 0 418 2 11 16 996
Understanding Inflation-Indexed Bond Markets 0 0 0 10 7 19 20 102
Who Should Buy Long-Term Bonds? 0 0 0 652 1 4 7 2,382
Who Should Buy Long-Term Bonds? 0 0 1 491 1 16 34 2,708
Who Should Buy Long-Term Bonds? 2 2 2 138 5 12 26 1,223
Total Working Papers 8 18 73 10,924 94 545 824 38,138


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 0 0 0 803 11 64 74 2,115
Bond risk, bond return volatility, and the term structure of interest rates 0 1 3 74 2 10 18 245
Consumption and Portfolio Decisions when Expected Returns are Time Varying 4 4 5 804 5 11 27 1,760
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 211 2 10 17 738
Foreign Currency for Long-Term Investors 0 0 0 140 0 5 8 644
Global Currency Hedging 3 4 5 160 4 11 17 640
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 1 1 5 50 4 9 22 217
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 1 32 4 11 17 233
Macroeconomic Drivers of Bond and Equity Risks 1 2 8 46 6 21 64 286
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 119 1 1 5 418
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 1 3 5 242 3 8 26 783
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 52 0 6 9 221
Spectral GMM estimation of continuous-time processes 0 0 0 254 1 4 4 576
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 0 2 6 63
Strategic asset allocation in a continuous-time VAR model 0 0 0 187 1 3 9 666
The Excess Burden of Government Indecision 0 0 0 19 0 7 10 183
Understanding Inflation-Indexed Bond Markets 0 0 0 112 0 7 21 489
Who Should Buy Long-Term Bonds? 0 2 6 593 1 14 40 2,074
Total Journal Articles 10 17 39 3,908 45 204 394 12,351


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Strategic Asset Allocation: Portfolio Choice for Long-Term Investors 0 0 0 0 12 43 116 1,195
Total Books 0 0 0 0 12 43 116 1,195


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Excess Burden of Government Indecision 0 0 0 13 0 6 14 125
Total Chapters 0 0 0 13 0 6 14 125


Statistics updated 2026-03-04