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 1 1,550 0 1 4 4,414
A Multivariate Model of Strategic Asset Allocation 0 0 1 418 1 2 4 1,287
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 0 0 3 187
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 0 1 1 1,754
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 1 1 1 164
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 1 554 1 1 4 1,312
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 204 0 0 3 611
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 355 0 1 2 1,094
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 0 0 386
Foreign Currency for Long-Term Investors 0 0 0 5 0 1 1 65
Foreign Currency for Long-Term Investors 0 0 0 155 0 1 5 492
Foreign Currency for Long-Term Investors 0 0 0 298 0 1 16 887
Global Currency Hedging 0 0 1 19 0 0 4 143
Global Currency Hedging 0 0 0 317 0 1 3 1,058
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 1 4 10 79
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 2 18 0 2 8 216
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 2 165 1 2 12 605
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 0 0 1 136
Macroeconomic Drivers of Bond and Equity Risks 0 0 2 49 1 1 4 148
Macroeconomic Drivers of Bond and Equity Risks 0 0 2 162 1 1 6 454
Monetary Policy Drivers of Bond and Equity Risks 0 0 3 104 4 5 12 264
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 1 2 221 0 1 4 748
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 746 0 0 5 1,948
Optimal Value and Growth Tilts in Long-Horizon Portfolios 1 1 1 80 1 1 1 370
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 1 1 1 252
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 2 5 319
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 1 2 123
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 45 0 0 0 163
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 0 3 2,438
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 33 1 1 6 112
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 710 1 2 3 1,581
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 1 1 2 600
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 21 1 1 3 121
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 0 0 1,634
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 1 2 2 208
The Excess Burden of Government Indecision 0 0 1 30 2 3 5 205
The Excess Burden of Government Indecision 0 0 0 5 1 2 4 101
The Excess Burden of Government Indecision 0 0 0 55 1 2 2 334
The Term Structure of the Risk-Return Tradeoff 0 0 1 554 1 1 14 1,283
The Term Structure of the Risk-Return Tradeoff 0 0 1 282 1 1 2 849
The euro as a reserve currency for global investors 0 0 0 75 1 2 2 174
Understanding Inflation-Indexed Bond Markets 0 0 0 317 0 3 7 687
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 1 1 82
Understanding Inflation-Indexed Bond Markets 0 1 3 418 0 1 3 980
Who Should Buy Long-Term Bonds? 0 0 0 652 0 0 7 2,375
Who Should Buy Long-Term Bonds? 0 0 0 136 1 4 12 1,197
Who Should Buy Long-Term Bonds? 0 1 1 490 2 5 18 2,674
Total Working Papers 1 4 31 10,851 28 64 218 37,314


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 4 803 1 2 12 2,041
Bond risk, bond return volatility, and the term structure of interest rates 0 0 3 71 3 6 21 227
Consumption and Portfolio Decisions when Expected Returns are Time Varying 1 2 4 799 3 5 16 1,733
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 1 1 211 2 3 6 721
Foreign Currency for Long-Term Investors 0 0 0 140 0 0 1 636
Global Currency Hedging 0 1 2 155 0 2 9 623
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 6 45 1 4 19 195
Inflation-Indexed Bonds and the Expectations Hypothesis 0 1 1 31 0 1 3 216
Macroeconomic Drivers of Bond and Equity Risks 3 6 13 38 5 12 43 222
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 1 1 1 119 1 1 3 413
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 2 3 3 237 3 6 13 757
Optimal Value and Growth Tilts in Long-Horizon Portfolios 1 1 2 51 1 1 3 212
Spectral GMM estimation of continuous-time processes 0 0 1 254 0 0 4 572
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 3 10 1 1 5 57
Strategic asset allocation in a continuous-time VAR model 2 2 4 187 2 2 8 657
The Excess Burden of Government Indecision 0 0 0 19 0 2 4 173
Understanding Inflation-Indexed Bond Markets 1 2 4 112 1 2 8 468
Who Should Buy Long-Term Bonds? 2 2 5 587 2 7 22 2,034
Total Journal Articles 14 23 57 3,869 26 57 200 11,957


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 7 23 92 1,079
Total Books 0 0 0 0 7 23 92 1,079


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 2 111
Total Chapters 0 0 0 13 1 1 2 111


Statistics updated 2025-03-03