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 3 19 1,309
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 1 2 14 201
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,550 0 1 29 4,444
Bond-Stock Comovements 0 3 31 31 4 12 52 52
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 2 4 26 1,781
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 2 3 23 1,336
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 3 5 36 201
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 0 2 19 1,113
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 205 0 1 16 628
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 2 3 132 520
Foreign Currency for Long-Term Investors 0 0 0 155 2 3 9 501
Foreign Currency for Long-Term Investors 0 0 0 5 0 2 14 81
Foreign Currency for Long-Term Investors 0 0 1 300 1 1 12 900
Global Currency Hedging 0 0 2 321 4 7 30 1,093
Global Currency Hedging 0 1 2 21 1 4 26 171
Global Portfolio Diversification for Long-Horizon Investors 0 0 1 39 1 2 26 109
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 4 22 2 2 22 238
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 10 12 41 650
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 37 0 3 16 154
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 50 2 2 38 189
Macroeconomic Drivers of Bond and Equity Risks 1 1 2 164 3 4 30 486
Monetary Policy Drivers of Bond and Equity Risks 0 0 2 107 1 3 17 287
Optimal Currency Strategies Under Deviations From Interest Parity 0 1 1 1 79 81 81 81
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 2 223 2 5 22 772
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 1 2 748 5 7 36 1,985
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 1 14 268
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 81 2 3 26 399
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 0 11 333
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 1 1 13 18 3 8 39 45
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 1 2 14 140
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 1 46 3 4 23 187
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 2 3 18 2,460
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 34 0 1 8 122
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 1 1 15 1,598
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 3 4 9 609
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 2 2 21 1,656
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 22 0 1 12 134
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 13 221
The Excess Burden of Government Indecision 0 0 0 30 1 2 11 217
The Excess Burden of Government Indecision 0 1 1 56 0 1 15 350
The Excess Burden of Government Indecision 0 0 0 5 0 1 4 105
The Term Structure of the Risk-Return Tradeoff 0 0 0 282 0 0 10 861
The Term Structure of the Risk-Return Tradeoff 0 1 5 559 0 2 22 1,306
The euro as a reserve currency for global investors 0 0 1 76 2 2 8 183
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 2 25 108
Understanding Inflation-Indexed Bond Markets 0 1 3 320 1 4 29 720
Understanding Inflation-Indexed Bond Markets 0 0 0 418 2 5 21 1,003
Who Should Buy Long-Term Bonds? 0 0 1 492 2 3 39 2,718
Who Should Buy Long-Term Bonds? 0 0 3 139 0 1 28 1,232
Who Should Buy Long-Term Bonds? 0 0 0 652 0 3 13 2,390
Total Working Papers 2 11 83 10,946 153 230 1,234 38,647


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 3 806 5 5 90 2,135
Bond risk, bond return volatility, and the term structure of interest rates 0 2 4 76 0 2 26 257
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 4 804 3 6 29 1,769
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 211 1 3 22 746
Foreign Currency for Long-Term Investors 0 0 0 140 0 3 15 653
Global Currency Hedging 3 4 10 165 4 9 32 658
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 1 4 12 59 31 44 86 284
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 32 0 0 20 239
Macroeconomic Drivers of Bond and Equity Risks 3 5 10 52 11 15 65 317
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 119 1 3 9 423
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 3 10 248 4 15 47 810
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 52 1 2 14 227
Spectral GMM estimation of continuous-time processes 0 0 1 255 0 2 8 580
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 0 1 8 66
Strategic asset allocation in a continuous-time VAR model 0 0 0 187 1 1 15 673
The Excess Burden of Government Indecision 0 0 0 19 2 3 14 189
Understanding Inflation-Indexed Bond Markets 0 2 3 115 3 6 31 505
Who Should Buy Long-Term Bonds? 0 0 3 593 1 4 36 2,085
Total Journal Articles 8 21 60 3,943 68 124 567 12,616


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 16 27 159 1,281
Total Books 0 0 0 0 16 27 159 1,281


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 1 10 126
Total Chapters 0 0 0 13 0 1 10 126


Statistics updated 2026-09-10