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 18 1,309
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 2 3 16 203
A Multivariate Model of Strategic Asset Allocation 0 0 0 1,550 1 1 30 4,445
Bond-Stock Comovements 1 2 32 32 3 10 55 55
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 1 3 27 1,782
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 1 4 37 202
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 1 3 24 1,337
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 0 0 18 1,113
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 2 132 520
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 205 0 0 16 628
Foreign Currency for Long-Term Investors 0 0 0 5 0 1 14 81
Foreign Currency for Long-Term Investors 0 0 0 300 1 2 12 901
Foreign Currency for Long-Term Investors 0 0 0 155 0 2 9 501
Global Currency Hedging 0 0 2 321 1 6 31 1,094
Global Currency Hedging 0 0 2 21 0 2 26 171
Global Portfolio Diversification for Long-Horizon Investors 0 0 1 39 0 2 24 109
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 4 22 0 2 21 238
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 1 1 1 166 3 14 42 653
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 37 3 3 18 157
Macroeconomic Drivers of Bond and Equity Risks 0 1 2 164 0 4 30 486
Macroeconomic Drivers of Bond and Equity Risks 0 0 1 50 1 3 38 190
Monetary Policy Drivers of Bond and Equity Risks 0 0 2 107 0 2 17 287
Optimal Currency Strategies Under Deviations From Interest Parity 21 22 22 22 1 82 82 82
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 2 223 5 7 27 777
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 748 0 6 35 1,985
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 1 1 15 269
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 1 81 1 4 27 400
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 1 1 12 334
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 0 1 4 18 2 6 39 47
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 1 46 1 4 24 188
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 1 14 140
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 0 1 15 1,598
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 34 0 0 8 122
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 0 2 18 2,460
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 0 3 9 609
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 22 0 1 12 134
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 0 2 21 1,656
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 0 13 221
The Excess Burden of Government Indecision 0 0 0 30 0 1 11 217
The Excess Burden of Government Indecision 0 0 0 5 0 0 4 105
The Excess Burden of Government Indecision 0 0 1 56 1 1 16 351
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 0 5 559 0 0 22 1,306
The euro as a reserve currency for global investors 0 0 1 76 0 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 30 721
Understanding Inflation-Indexed Bond Markets 0 0 0 418 0 5 21 1,003
Who Should Buy Long-Term Bonds? 0 0 3 139 0 1 27 1,232
Who Should Buy Long-Term Bonds? 0 0 0 652 0 0 13 2,390
Who Should Buy Long-Term Bonds? 0 0 1 492 1 3 38 2,719
Total Working Papers 23 28 95 10,969 33 210 1,251 38,680


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 1 3 806 0 5 90 2,135
Bond risk, bond return volatility, and the term structure of interest rates 0 0 4 76 0 0 25 257
Consumption and Portfolio Decisions when Expected Returns are Time Varying 1 1 5 805 6 9 35 1,775
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 211 0 1 22 746
Foreign Currency for Long-Term Investors 0 0 0 140 0 1 15 653
Global Currency Hedging 0 3 10 165 6 13 38 664
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 1 4 11 60 3 43 84 287
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 32 1 1 20 240
Macroeconomic Drivers of Bond and Equity Risks 0 4 10 52 3 16 65 320
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 0 119 0 1 9 423
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 1 2 11 249 6 12 51 816
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 52 1 2 15 228
Spectral GMM estimation of continuous-time processes 0 0 1 255 0 1 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 0 1 14 673
The Excess Burden of Government Indecision 0 0 0 19 0 2 14 189
Understanding Inflation-Indexed Bond Markets 0 2 3 115 1 7 31 506
Who Should Buy Long-Term Bonds? 0 0 3 593 1 4 35 2,086
Total Journal Articles 3 17 61 3,946 28 120 579 12,644


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 11 32 160 1,292
Total Books 0 0 0 0 11 32 160 1,292


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 2 11 127
Total Chapters 0 0 0 13 1 2 11 127


Statistics updated 2026-10-11