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 5 10 27 4,442
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 5 6 12 199
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 1 2 18 1,306
Bond-Stock Comovements 1 1 28 28 5 13 37 37
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 11 13 23 1,777
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 17 18 32 196
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 10 11 21 1,333
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 2 6 17 1,111
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 1 2 131 517
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 205 4 6 16 627
Foreign Currency for Long-Term Investors 0 0 2 300 1 2 12 899
Foreign Currency for Long-Term Investors 0 0 0 5 2 3 11 77
Foreign Currency for Long-Term Investors 0 0 0 155 2 2 6 498
Global Currency Hedging 0 0 1 20 6 11 23 166
Global Currency Hedging 0 1 4 321 7 14 26 1,084
Global Portfolio Diversification for Long-Horizon Investors 0 1 1 39 3 8 23 102
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 4 22 0 4 19 235
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 6 12 29 634
Inflation-Indexed Bonds and the Expectations Hypothesis 0 2 2 37 3 5 14 151
Macroeconomic Drivers of Bond and Equity Risks 0 1 1 163 4 12 27 481
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 5 9 34 183
Monetary Policy Drivers of Bond and Equity Risks 0 1 3 107 3 6 17 284
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 2 223 1 5 19 767
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 747 1 5 28 1,976
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 81 5 6 22 394
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 3 3 13 265
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 3 5 14 333
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 0 1 17 17 4 9 31 31
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 1 46 4 8 19 182
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 6 7 12 137
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 4 5 16 1,597
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 2 5 16 2,455
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 34 0 1 8 121
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 1 5 605
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 22 0 0 9 130
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 9 9 19 1,653
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 3 5 13 221
The Excess Burden of Government Indecision 0 0 0 30 2 3 9 215
The Excess Burden of Government Indecision 0 0 0 5 2 2 3 104
The Excess Burden of Government Indecision 0 0 0 55 1 5 14 349
The Term Structure of the Risk-Return Tradeoff 0 0 0 282 1 4 12 861
The Term Structure of the Risk-Return Tradeoff 2 3 4 558 2 6 21 1,304
The euro as a reserve currency for global investors 0 1 1 76 1 2 7 181
Understanding Inflation-Indexed Bond Markets 1 2 2 319 6 15 28 715
Understanding Inflation-Indexed Bond Markets 0 0 0 418 0 4 18 998
Understanding Inflation-Indexed Bond Markets 0 0 0 10 3 10 23 105
Who Should Buy Long-Term Bonds? 0 0 0 652 1 5 11 2,386
Who Should Buy Long-Term Bonds? 0 1 1 492 5 8 40 2,715
Who Should Buy Long-Term Bonds? 0 3 3 139 6 13 31 1,231
Total Working Papers 4 18 81 10,934 178 326 1,036 38,370


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 2 2 805 6 24 85 2,128
Bond risk, bond return volatility, and the term structure of interest rates 0 0 3 74 6 12 28 255
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 4 4 804 2 8 29 1,763
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 211 3 6 20 742
Foreign Currency for Long-Term Investors 0 0 0 140 5 6 13 650
Global Currency Hedging 0 3 5 160 3 9 22 645
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 3 6 52 7 18 35 231
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 32 1 8 20 237
Macroeconomic Drivers of Bond and Equity Risks 0 2 7 47 9 19 64 299
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 119 2 3 7 420
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 1 2 6 243 5 12 33 792
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 52 1 2 11 223
Spectral GMM estimation of continuous-time processes 0 1 1 255 0 2 5 577
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 1 1 7 64
Strategic asset allocation in a continuous-time VAR model 0 0 0 187 3 5 12 670
The Excess Burden of Government Indecision 0 0 0 19 2 3 13 186
Understanding Inflation-Indexed Bond Markets 1 1 1 113 7 10 30 499
Who Should Buy Long-Term Bonds? 0 0 4 593 2 4 36 2,077
Total Journal Articles 2 18 40 3,916 65 152 470 12,458


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 26 48 139 1,231
Total Books 0 0 0 0 26 48 139 1,231


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 11 125
Total Chapters 0 0 0 13 0 0 11 125


Statistics updated 2026-05-06