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 2 51 1 3 18 161
A Multivariate Model of Strategic Asset Allocation 0 0 3 1,548 0 2 19 4,378
A Multivariate Model of Strategic Asset Allocation 0 1 2 417 2 8 28 1,216
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 1 3 13 1,745
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 31 0 0 21 147
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 548 0 1 14 1,293
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 352 1 2 6 1,077
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 0 2 9 373
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 202 2 7 13 571
Foreign Currency for Long-Term Investors 0 0 0 154 0 1 12 482
Foreign Currency for Long-Term Investors 0 0 0 4 0 3 10 59
Foreign Currency for Long-Term Investors 0 0 0 298 0 4 11 851
Global Currency Hedging 0 2 4 315 1 11 19 962
Global Currency Hedging 0 1 2 18 1 6 13 117
Global Portfolio Diversification for Long-Horizon Investors 0 0 7 35 0 3 18 50
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 3 155 0 1 18 516
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 2 16 0 4 19 103
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 1 34 1 4 9 119
Macroeconomic Drivers of Bond and Equity Risks 0 0 3 147 3 7 28 386
Macroeconomic Drivers of Bond and Equity Risks 0 1 3 43 4 9 21 111
Monetary Policy Drivers of Bond and Equity Risks 0 2 14 84 1 7 39 188
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 1 1 5 215 2 2 14 719
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 3 742 2 4 26 1,912
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 79 0 0 3 356
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 2 2 61 1 6 8 242
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 1 1 6 295
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 20 1 3 14 100
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 42 1 2 12 147
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 2 5 25 3 7 18 88
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 1 4 9 2,424
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 2 707 2 4 18 1,571
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 1 201 0 1 10 590
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 15 1 1 13 100
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 628 0 3 15 1,620
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 0 1 5 199
The Excess Burden of Government Indecision 0 0 0 29 0 1 12 194
The Excess Burden of Government Indecision 0 0 0 5 1 3 9 88
The Excess Burden of Government Indecision 0 0 0 55 0 3 9 324
The Term Structure of the Risk-Return Tradeoff 0 0 3 279 1 3 18 822
The Term Structure of the Risk-Return Tradeoff 0 1 4 549 0 2 19 1,239
The euro as a reserve currency for global investors 0 0 2 72 0 2 5 164
Understanding Inflation-Indexed Bond Markets 0 0 3 43 0 2 14 238
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 1 10 75
Understanding Inflation-Indexed Bond Markets 0 0 1 412 0 3 16 958
Understanding Inflation-Indexed Bond Markets 1 1 2 311 2 2 11 644
Who Should Buy Long-Term Bonds? 0 0 1 478 1 7 20 2,517
Who Should Buy Long-Term Bonds? 0 0 1 131 0 4 11 1,165
Who Should Buy Long-Term Bonds? 0 0 1 651 1 6 28 2,334
Total Working Papers 2 14 85 10,730 39 166 711 36,030


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 2 3 12 780 4 9 43 1,969
Bond risk, bond return volatility, and the term structure of interest rates 0 1 13 49 0 2 29 149
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 0 775 3 5 25 1,636
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 1 4 197 2 4 17 668
Foreign Currency for Long-Term Investors 0 0 0 140 0 1 11 616
Global Currency Hedging 0 0 2 144 4 6 31 550
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 1 9 24 2 11 55 117
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 26 1 3 12 179
Macroeconomic Drivers of Bond and Equity Risks 2 2 2 2 7 21 21 21
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 1 1 3 115 5 6 15 376
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 1 1 3 225 3 7 28 699
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 41 0 0 9 186
Spectral GMM estimation of continuous-time processes 0 0 1 250 0 1 6 541
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 1 3 6 1 2 13 38
Strategic asset allocation in a continuous-time VAR model 0 0 3 173 1 4 30 589
The Excess Burden of Government Indecision 0 0 0 19 0 1 10 148
Understanding Inflation-Indexed Bond Markets 0 0 3 101 2 4 22 422
Who Should Buy Long-Term Bonds? 0 0 6 560 1 6 46 1,924
Total Journal Articles 6 11 64 3,627 36 93 423 10,828


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 12 39 127 666
Total Books 0 0 0 0 12 39 127 666


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 1 1 1 12 1 4 9 101
Total Chapters 1 1 1 12 1 4 9 101


Statistics updated 2020-11-03