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 1 1 1,550 0 2 3 4,412
A Multivariate Model of Strategic Asset Allocation 0 1 1 418 0 1 2 1,284
A Multivariate Model of Strategic Asset Allocation 0 0 1 55 1 1 6 187
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 0 0 1 1,753
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 553 1 1 4 1,310
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 0 0 3 163
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 0 0 386
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 1 1 355 0 1 2 1,093
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 204 0 0 4 609
Foreign Currency for Long-Term Investors 0 0 0 5 0 0 1 64
Foreign Currency for Long-Term Investors 0 0 0 298 0 3 19 878
Foreign Currency for Long-Term Investors 0 0 1 155 0 2 5 491
Global Currency Hedging 0 0 0 317 1 1 1 1,056
Global Currency Hedging 0 1 1 19 1 2 3 142
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 0 2 9 73
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 16 0 1 3 209
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 1 164 1 2 7 598
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 0 0 2 136
Macroeconomic Drivers of Bond and Equity Risks 0 0 2 161 0 1 8 451
Macroeconomic Drivers of Bond and Equity Risks 0 1 4 49 0 1 7 146
Monetary Policy Drivers of Bond and Equity Risks 0 1 3 104 1 2 13 259
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 2 220 0 0 4 746
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 745 2 3 5 1,946
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 79 0 0 0 369
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 62 0 0 1 251
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 1 1 2 315
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 1 45 0 0 2 163
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 0 2 121
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 1 2 3 2,438
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 1 1 2 33 1 2 3 109
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 710 0 0 1 1,579
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 1 1 2 599
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 0 1 1,634
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 20 0 0 1 118
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 1 206
The Excess Burden of Government Indecision 1 1 1 30 2 2 2 202
The Excess Burden of Government Indecision 0 0 0 55 0 0 0 332
The Excess Burden of Government Indecision 0 0 0 5 1 2 2 99
The Term Structure of the Risk-Return Tradeoff 0 0 0 281 0 0 1 847
The Term Structure of the Risk-Return Tradeoff 0 0 0 553 1 3 10 1,274
The euro as a reserve currency for global investors 0 0 0 75 0 0 1 172
Understanding Inflation-Indexed Bond Markets 1 1 1 416 1 1 1 978
Understanding Inflation-Indexed Bond Markets 0 0 2 317 0 1 7 683
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 0 0 81
Who Should Buy Long-Term Bonds? 0 0 0 136 2 3 12 1,191
Who Should Buy Long-Term Bonds? 0 0 2 489 3 6 21 2,666
Who Should Buy Long-Term Bonds? 0 0 0 652 2 3 10 2,373
Total Working Papers 3 9 30 10,837 24 53 198 37,192


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 1 1 5 801 1 2 13 2,036
Bond risk, bond return volatility, and the term structure of interest rates 0 1 2 70 1 3 9 212
Consumption and Portfolio Decisions when Expected Returns are Time Varying 1 1 8 797 4 6 28 1,726
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 210 0 1 3 716
Foreign Currency for Long-Term Investors 0 0 0 140 0 0 5 636
Global Currency Hedging 1 1 1 154 3 4 8 620
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 1 1 3 41 2 3 10 184
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 30 0 1 2 214
Macroeconomic Drivers of Bond and Equity Risks 0 1 9 27 1 7 33 195
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 118 0 0 4 411
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 0 4 234 2 4 11 750
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 1 3 50 0 1 6 210
Spectral GMM estimation of continuous-time processes 1 1 1 254 1 3 8 571
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 1 2 3 10 1 2 4 56
Strategic asset allocation in a continuous-time VAR model 1 1 3 185 1 1 4 652
The Excess Burden of Government Indecision 0 0 0 19 0 0 0 169
Understanding Inflation-Indexed Bond Markets 0 0 0 108 0 1 4 462
Who Should Buy Long-Term Bonds? 2 2 9 585 4 6 26 2,022
Total Journal Articles 9 13 52 3,833 21 45 178 11,842


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 6 21 65 1,024
Total Books 0 0 0 0 6 21 65 1,024


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 3 110
Total Chapters 0 0 0 13 0 0 3 110


Statistics updated 2024-09-04