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 1,550 0 0 2 4,415
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 1 2 7 1,291
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 0 0 0 187
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 0 1 2 1,755
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 0 1 2 1,313
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 0 1 2 165
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 1 1 2 1,095
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 204 0 1 2 612
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 2 2 388
Foreign Currency for Long-Term Investors 1 1 2 300 1 1 9 889
Foreign Currency for Long-Term Investors 0 0 0 155 0 0 1 492
Foreign Currency for Long-Term Investors 0 0 0 5 0 1 3 67
Global Currency Hedging 0 1 2 319 0 2 7 1,063
Global Currency Hedging 0 0 0 19 0 2 3 145
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 2 4 12 85
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 1 165 2 5 10 611
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 18 1 1 4 217
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 1 2 3 139
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 162 0 2 4 456
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 1 2 6 152
Monetary Policy Drivers of Bond and Equity Risks 0 1 1 105 0 3 11 270
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 221 0 1 4 750
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 1 1 1 747 1 1 3 1,950
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 1 3 254
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 80 0 1 4 373
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 2 7 322
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 9 14 14 14 2 8 8 8
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 1 4 126
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 45 0 0 1 164
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 3 4 2,442
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 34 0 1 5 114
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 2 4 1,583
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 0 1 600
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 1 1 1,635
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 2 22 0 0 4 122
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 2 208
The Excess Burden of Government Indecision 0 0 0 30 0 0 4 206
The Excess Burden of Government Indecision 0 0 0 5 0 0 2 101
The Excess Burden of Government Indecision 0 0 0 55 0 0 3 335
The Term Structure of the Risk-Return Tradeoff 0 0 1 554 0 1 10 1,284
The Term Structure of the Risk-Return Tradeoff 0 0 1 282 0 1 4 851
The euro as a reserve currency for global investors 0 0 0 75 0 1 3 175
Understanding Inflation-Indexed Bond Markets 0 0 1 418 0 0 3 982
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 0 2 83
Understanding Inflation-Indexed Bond Markets 0 0 0 317 0 3 7 691
Who Should Buy Long-Term Bonds? 0 0 0 652 0 2 4 2,377
Who Should Buy Long-Term Bonds? 0 0 0 136 1 3 13 1,205
Who Should Buy Long-Term Bonds? 0 0 2 491 2 4 14 2,681
Total Working Papers 11 18 31 10,874 16 71 218 37,429


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 2 803 0 1 8 2,045
Bond risk, bond return volatility, and the term structure of interest rates 0 0 2 72 1 1 19 232
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 3 800 0 3 14 1,740
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 211 0 1 8 724
Foreign Currency for Long-Term Investors 0 0 0 140 0 1 2 638
Global Currency Hedging 0 0 1 155 0 2 6 626
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 2 3 5 49 5 6 13 203
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 32 1 2 6 220
Macroeconomic Drivers of Bond and Equity Risks 0 0 11 42 3 16 50 255
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 119 0 1 3 414
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 0 4 238 2 3 15 765
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 2 52 0 0 3 213
Spectral GMM estimation of continuous-time processes 0 0 0 254 0 0 0 572
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 0 0 2 58
Strategic asset allocation in a continuous-time VAR model 0 0 2 187 1 1 6 659
The Excess Burden of Government Indecision 0 0 0 19 0 1 6 175
Understanding Inflation-Indexed Bond Markets 0 0 3 112 1 5 11 475
Who Should Buy Long-Term Bonds? 0 1 5 590 2 6 28 2,051
Total Journal Articles 2 4 44 3,885 16 50 200 12,065


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 10 21 95 1,132
Total Books 0 0 0 0 10 21 95 1,132


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 0 6 116
Total Chapters 0 0 0 13 0 0 6 116


Statistics updated 2025-10-06