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 1,550 2 9 11 4,424
A Multivariate Model of Strategic Asset Allocation 0 0 0 418 4 10 15 1,301
A Multivariate Model of Strategic Asset Allocation 0 0 0 55 0 3 3 190
Bond-Stock Comovements 1 27 27 27 2 19 19 19
Consumption and Portfolio Decisions When Expected Returns Are Time Varying 0 0 0 4 3 5 6 1,760
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 554 2 4 6 1,317
Consumption and Portfolio Decisions When Expected Returns are Time Varying 0 0 0 34 1 6 8 171
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 1 1 205 0 4 5 616
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 355 1 5 6 1,100
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 0 145 63 67 69 455
Foreign Currency for Long-Term Investors 0 0 2 300 2 5 7 894
Foreign Currency for Long-Term Investors 0 0 0 155 0 0 0 492
Foreign Currency for Long-Term Investors 0 0 0 5 1 2 5 69
Global Currency Hedging 0 0 2 319 0 0 6 1,063
Global Currency Hedging 0 0 0 19 0 1 3 146
Global Portfolio Diversification for Long-Horizon Investors 0 0 0 38 2 6 15 91
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 3 3 21 4 9 10 226
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 0 165 2 6 14 617
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 0 35 1 2 5 141
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 49 1 16 21 168
Macroeconomic Drivers of Bond and Equity Risks 0 0 0 162 1 3 6 459
Monetary Policy Drivers of Bond and Equity Risks 0 1 2 106 0 4 15 274
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 1 1 1 222 3 5 7 755
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income 0 0 1 747 5 11 13 1,961
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 1 2 81 2 7 11 380
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 0 62 1 2 5 256
PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY 0 0 0 79 0 1 5 323
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect 2 2 16 16 5 8 16 16
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 45 1 7 8 171
Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity 0 0 0 25 0 3 7 129
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 1 34 2 4 7 118
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 243 4 7 11 2,449
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 710 1 2 5 1,585
Strategic Asset Allocation in a Continuous Time VAR Model 0 0 0 202 1 2 3 602
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 0 629 3 6 7 1,641
Strategic Asset Allocation in a Continuous-Time VAR Model 0 0 1 22 3 4 6 126
THE EXCESS BURDEN OF GOVERNMENT INDECISION 0 0 0 47 1 1 3 209
The Excess Burden of Government Indecision 0 0 0 5 0 0 2 101
The Excess Burden of Government Indecision 0 0 0 30 0 0 4 206
The Excess Burden of Government Indecision 0 0 0 55 2 5 8 340
The Term Structure of the Risk-Return Tradeoff 0 0 0 554 2 7 9 1,291
The Term Structure of the Risk-Return Tradeoff 0 0 0 282 1 3 6 854
The euro as a reserve currency for global investors 0 0 0 75 1 2 5 177
Understanding Inflation-Indexed Bond Markets 0 0 0 317 5 5 11 696
Understanding Inflation-Indexed Bond Markets 0 0 0 10 0 0 1 83
Understanding Inflation-Indexed Bond Markets 0 0 1 418 1 4 7 986
Who Should Buy Long-Term Bonds? 0 0 1 491 3 14 24 2,695
Who Should Buy Long-Term Bonds? 0 0 0 136 3 9 20 1,214
Who Should Buy Long-Term Bonds? 0 0 0 652 1 2 4 2,379
Total Working Papers 4 36 61 10,910 143 307 470 37,736


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 1 803 36 42 48 2,087
Bond risk, bond return volatility, and the term structure of interest rates 1 2 3 74 4 7 15 239
Consumption and Portfolio Decisions when Expected Returns are Time Varying 0 0 2 800 0 9 20 1,749
Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets 0 0 1 211 6 10 16 734
Foreign Currency for Long-Term Investors 0 0 0 140 0 1 3 639
Global Currency Hedging 0 1 2 156 0 3 7 629
Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds 0 0 4 49 2 7 19 210
Inflation-Indexed Bonds and the Expectations Hypothesis 0 0 2 32 1 3 8 223
Macroeconomic Drivers of Bond and Equity Risks 1 3 12 45 6 16 58 271
Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds 0 0 1 119 0 3 5 417
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income 0 1 4 239 0 10 23 775
Optimal Value and Growth Tilts in Long-Horizon Portfolios 0 0 2 52 2 4 6 217
Spectral GMM estimation of continuous-time processes 0 0 0 254 0 0 0 572
Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor 0 0 0 10 1 4 6 62
Strategic asset allocation in a continuous-time VAR model 0 0 2 187 1 5 9 664
The Excess Burden of Government Indecision 0 0 0 19 4 5 8 180
Understanding Inflation-Indexed Bond Markets 0 0 2 112 3 10 19 485
Who Should Buy Long-Term Bonds? 1 2 7 592 4 13 35 2,064
Total Journal Articles 3 9 45 3,894 70 152 305 12,217


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 21 41 110 1,173
Total Books 0 0 0 0 21 41 110 1,173


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 4 7 13 123
Total Chapters 0 0 0 13 4 7 13 123


Statistics updated 2026-01-09