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 55 0 1 13 200
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 0 2 19 1,308
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,550 0 2 29 4,444
Bond-Stock Comovements 1 3 31 31 3 11 48 48
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 0 2 24 1,779
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 0 2 33 198
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 0 1 22 1,334
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 0 145 0 1 132 518
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 205 0 1 16 628
Foreign Currency for Long-Term Investors 0 0 0 5 1 4 15 81
Foreign Currency for Long-Term Investors 0 0 0 155 0 1 7 499
Foreign Currency for Long-Term Investors 0 0 1 300 0 0 11 899
Global Currency Hedging 0 0 2 321 1 5 26 1,089
Global Currency Hedging 0 1 2 21 1 4 26 170
Global Portfolio Diversification for Long-Horizon Investors 0 0 1 39 1 6 27 108
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 1 6 34 640
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 4 22 0 1 20 236
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 37 0 3 17 154
Macroeconomic Drivers of Bond and Equity Risks 0 1 1 50 0 4 36 187
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 163 1 2 27 483
Monetary Policy Drivers of Bond and Equity Risks 0 0 3 107 1 2 17 286
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 2 223 0 3 21 770
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 1 2 748 1 4 31 1,980
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 81 1 3 25 397
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 3 15 268
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 0 13 333
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 0 0 17 17 1 11 42 42
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 1 46 0 2 20 184
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 2 14 139
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 0 16 1,597
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 34 0 1 9 122
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 3 19 2,458
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 1 6 606
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 22 1 4 12 134
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 1 20 1,654
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 13 221
The Excess Burden of Government Indecision 0 0 0 5 0 1 4 105
The Excess Burden of Government Indecision 0 1 1 56 0 1 15 350
The Excess Burden of Government Indecision 0 0 0 30 0 1 10 216
The Term Structure of the Risk-Return Tradeoff 0 1 5 559 0 2 23 1,306
The Term Structure of the Risk-Return Tradeoff 0 0 0 282 0 0 11 861
The euro as a reserve currency for global investors 0 0 1 76 0 0 6 181
Understanding Inflation-Indexed Bond Markets 0 0 0 10 2 3 25 108
Understanding Inflation-Indexed Bond Markets 0 0 0 418 3 3 19 1,001
Understanding Inflation-Indexed Bond Markets 1 1 3 320 2 4 30 719
Who Should Buy Long-Term Bonds? 0 0 0 652 0 4 14 2,390
Who Should Buy Long-Term Bonds? 0 0 3 139 1 1 29 1,232
Who Should Buy Long-Term Bonds? 0 0 1 492 0 1 38 2,716
Total Working Papers 2 9 86 10,943 22 122 1,118 38,492
1 registered items for which data could not be found


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 2 805 0 2 85 2,130
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 0 3 26 1,766
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 211 0 3 22 745
Foreign Currency for Long-Term Investors 0 0 0 140 1 3 15 653
Global Currency Hedging 0 2 7 162 3 9 29 654
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 2 6 12 58 9 22 56 253
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 32 0 2 20 239
Macroeconomic Drivers of Bond and Equity Risks 1 2 7 49 2 7 61 306
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 119 0 2 8 422
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 1 5 10 248 2 14 43 806
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 52 0 3 13 226
Spectral GMM estimation of continuous-time processes 0 0 1 255 1 3 8 580
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 1 2 8 66
Strategic asset allocation in a continuous-time VAR model 0 0 0 187 0 2 14 672
The Excess Burden of Government Indecision 0 0 0 19 0 1 12 187
Understanding Inflation-Indexed Bond Markets 2 2 3 115 3 3 31 502
Who Should Buy Long-Term Bonds? 0 0 4 593 2 7 38 2,084
Total Journal Articles 6 19 54 3,935 24 90 515 12,548


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 34 146 1,265
Total Books 0 0 0 0 5 34 146 1,265


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


Statistics updated 2026-08-07