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 1 1 3 4,416
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 2 2 2 189
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 1 3 8 1,292
Bond-Stock Comovements 25 25 25 25 9 9 9 9
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 1 1 3 1,756
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 4 4 6 169
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 1 2 3 1,314
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 0 1 2 1,095
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 1 1 1 205 4 4 5 616
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 2 4 4 390
Foreign Currency for Long-Term Investors 0 1 2 300 0 1 5 889
Foreign Currency for Long-Term Investors 0 0 0 5 0 1 3 67
Foreign Currency for Long-Term Investors 0 0 0 155 0 0 1 492
Global Currency Hedging 0 0 0 19 0 1 3 145
Global Currency Hedging 0 0 2 319 0 0 6 1,063
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 0 4 10 85
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 2 2 2 20 2 3 5 219
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 0 5 9 611
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 1 3 4 140
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 162 2 2 6 458
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 4 5 9 156
Monetary Policy Drivers of Bond and Equity Risks 0 1 1 105 2 3 13 272
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 0 1 1 747 5 6 8 1,955
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 80 0 1 4 373
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 1 3 254
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 1 3 6 323
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 0 14 14 14 1 9 9 9
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 45 5 5 6 169
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 1 2 5 127
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 0 710 0 2 4 1,583
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 34 2 3 6 116
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 2 22 1 1 4 123
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 1 1 1,635
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 55 1 1 4 336
The Excess Burden of Government Indecision 0 0 0 5 0 0 2 101
The Term Structure of the Risk-Return Tradeoff 0 0 1 554 3 4 12 1,287
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 0 3 175
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 0 2 83
Understanding Inflation-Indexed Bond Markets 0 0 0 317 0 2 7 691
Understanding Inflation-Indexed Bond Markets 0 0 1 418 0 0 3 982
Who Should Buy Long-Term Bonds? 0 0 0 652 1 2 4 2,378
Who Should Buy Long-Term Bonds? 0 0 2 491 4 7 17 2,685
Who Should Buy Long-Term Bonds? 0 0 0 136 2 4 14 1,207
Total Working Papers 28 45 58 10,902 63 118 262 37,492


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 3 3 11 2,048
Bond risk, bond return volatility, and the term structure of interest rates 1 1 3 73 2 3 17 234
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 3 800 3 3 15 1,743
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 211 3 4 10 727
Foreign Currency for Long-Term Investors 0 0 0 140 0 0 2 638
Global Currency Hedging 1 1 2 156 3 4 9 629
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 3 4 49 2 8 14 205
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 32 1 2 7 221
Macroeconomic Drivers of Bond and Equity Risks 2 2 12 44 7 17 53 262
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 119 2 2 4 416
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 0 4 238 5 7 20 770
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 2 2 4 60
Strategic asset allocation in a continuous-time VAR model 0 0 2 187 2 3 7 661
The Excess Burden of Government Indecision 0 0 0 19 0 0 5 175
Understanding Inflation-Indexed Bond Markets 0 0 3 112 1 5 12 476
Who Should Buy Long-Term Bonds? 1 2 6 591 3 8 31 2,054
Total Journal Articles 5 9 47 3,890 39 71 224 12,104


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 5 18 91 1,137
Total Books 0 0 0 0 5 18 91 1,137


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 2 2 8 118
Total Chapters 0 0 0 13 2 2 8 118


Statistics updated 2025-11-08