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 0 1 5 1,289
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,550 0 0 3 4,415
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 0 0 1 187
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 1 1 2 1,755
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 1 1 2 165
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 1 554 0 0 3 1,312
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 0 0 1 1,094
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 0 0 386
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 204 1 1 3 612
Foreign Currency for Long-Term Investors 0 1 1 299 0 1 10 888
Foreign Currency for Long-Term Investors 0 0 0 5 0 0 2 66
Foreign Currency for Long-Term Investors 0 0 0 155 0 0 1 492
Global Currency Hedging 0 0 0 19 1 1 3 144
Global Currency Hedging 1 2 2 319 2 5 8 1,063
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 0 2 8 81
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 2 18 0 0 7 216
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 1 165 0 1 9 606
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 0 0 1 137
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 1 2 5 151
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 162 2 2 5 456
Monetary Policy Drivers of Bond and Equity Risks 0 0 0 104 2 2 11 269
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 221 0 1 3 749
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 746 0 1 5 1,949
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 0 1 2 253
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 80 0 0 3 372
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 1 6 320
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 0 4 125
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 45 0 1 1 164
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 0 2 2,439
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 0 2 1,581
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 34 0 0 5 113
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 0 2 600
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 0 0 1,634
Strategic Asset Allocation in a Continuous-Time VAR Model 0 1 2 22 0 1 4 122
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 2 208
The Excess Burden of Government Indecision 0 0 0 5 0 0 3 101
The Excess Burden of Government Indecision 0 0 1 30 0 0 6 206
The Excess Burden of Government Indecision 0 0 0 55 0 0 3 335
The Term Structure of the Risk-Return Tradeoff 0 0 1 282 0 1 3 850
The Term Structure of the Risk-Return Tradeoff 0 0 1 554 0 0 10 1,283
The euro as a reserve currency for global investors 0 0 0 75 1 1 3 175
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 1 2 83
Understanding Inflation-Indexed Bond Markets 0 0 3 418 0 2 5 982
Understanding Inflation-Indexed Bond Markets 0 0 0 317 1 2 6 689
Who Should Buy Long-Term Bonds? 0 0 0 652 1 1 5 2,376
Who Should Buy Long-Term Bonds? 0 0 2 491 1 3 15 2,678
Who Should Buy Long-Term Bonds? 0 0 0 136 1 3 14 1,203
Total Working Papers 1 4 23 10,857 16 40 206 37,374


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 3 803 1 2 10 2,045
Bond risk, bond return volatility, and the term structure of interest rates 0 1 2 72 0 4 20 231
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 4 800 3 6 18 1,740
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 211 0 1 7 723
Foreign Currency for Long-Term Investors 0 0 0 140 1 1 2 638
Global Currency Hedging 0 0 2 155 1 2 8 625
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 6 46 0 1 15 197
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 32 1 2 5 219
Macroeconomic Drivers of Bond and Equity Risks 0 2 15 42 6 10 51 245
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 119 1 1 3 414
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 1 4 238 1 4 15 763
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 1 2 52 0 1 3 213
Spectral GMM estimation of continuous-time processes 0 0 1 254 0 0 2 572
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 10 0 1 3 58
Strategic asset allocation in a continuous-time VAR model 0 0 3 187 0 0 7 658
The Excess Burden of Government Indecision 0 0 0 19 1 2 6 175
Understanding Inflation-Indexed Bond Markets 0 0 4 112 1 2 9 471
Who Should Buy Long-Term Bonds? 0 0 6 589 1 5 28 2,046
Total Journal Articles 0 5 57 3,881 18 45 212 12,033


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 8 27 101 1,119
Total Books 0 0 0 0 8 27 101 1,119


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 2 6 116
Total Chapters 0 0 0 13 0 2 6 116


Statistics updated 2025-08-05