Luis Viceira's AcademicInfluence.com Rankings Luis Viceira's Degrees Similar Degrees You Can Earn Why Is Luis Viceira Influential? (Suggest an Edit or Addition)
According to Wikipedia , Luis M. Viceira is an American economist currently the George E. Bates Professor at Harvard Business School. He graduated from Autonomous University of Madrid and Harvard University .
(See a Problem?) Luis Viceira's Published Works
Number of citations in a given year to any of this author's works
Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
2000 2010 2020 0 125 250 375 500 625 750 875 1000 1125 1250 1375 1500 1625 Published Works Consumption and Portfolio Decisions When Expected Returns are Time Varying (1996) Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income (1999) Who Should Buy Long-Term Bonds? (1998) Appendix for "Strategic Asset Allocation: Portfolio Choice for Long-Term Investors" (2001) (599)Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (1999) Strategic Asset Allocation (2002) Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2009) Spectral GMM Estimation of Continuous-Time Processes (1999) Global Currency Hedging (2007) Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds (2008) The Term Structure of the Risk–Return Trade-Off (2005) Understanding Inflation-Indexed Bond Markets (2009) Do Executive Stock Options Encourage Risk-Taking? (2000) (160)Bond Risk, Bond Return Volatility, and the Term Structure of Interest Rates (2007) Strategic Asset Allocation in a Continuous-Time VAR Model (2002) Appendix: Monetary Policy Drivers of Bond and Equity Risks (2020) Life-Cycle Funds (2007) Macroeconomic Drivers of Bond and Equity Risks (2014) Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (2000) Foreign Currency for Long-Term Investors (2002) An Empirical Decomposition of Risk and Liquidity in Nominal and Inflation-Indexed Government Bonds (2011) Inflation-Indexed Bonds and the Expectations Hypothesis (2011) Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (2011) Testing for Structural Change in the Predictability of Asset Returns (1996) (50)The Euro as a Reserve Currency for Global Investors (2010) Long-Horizon Mean-Variance Analysis: A User Guide (2004) (47)NBER WORKING PAPER SERIES MONETARY POLICY DRIVERS OF BOND AND EQUITY RISKS (2015) (44)Asset Allocation with Endogenous Labor Income: The Case of Incomplete Markets (2000) 10. Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity (2016) Strategic Asset Allocation for Pension Plans (2006) Global Portfolio Diversification for Long-Horizon Investors (2018) Research Paper Number 5 Who Should Buy Long -Term Bonds? Winner of the 1999 FAME Research Prize Authors: (2001) (11)Retail Investors’ Contrarian Behavior Around News and the Momentum Effect (2020) Houses as ATMs? Mortgage Renancing and Macroeconomic Uncertainty (2014) (9)Appendix for "A Multivariate Model of Strategic Asset Allocation" (2003) (9)Investing in Japan (2003) (8)The Harvard Management Company and Inflation-Protected Bonds (2002) (6)Appendix for "Who Should Buy Long-Term Bonds?" (2001) (6)Pension Policy at The Boots Company PLC (2003) (6)Understanding In ation-Indexed Bond Markets : Appendix (2009) (6)Myopic Portfolio Choice (2002) A Solution manual to the econometrics of financial markets (1997) (4)Barclays Global Investors and Exchange Traded Funds (2007) (3)No . 09-08 First Draft : February 2009 This Version : May 2009 Understanding Inflation ‐ Indexed Bond Markets (2009) (3)Appendix for "Global Currency Hedging" (2010) (3)Inflation-Indexed Bonds (2013) (3)Martingale Asset Management LP in 2008, 130/30 Funds, and a Low-Volatility Strategy (TN) (2008) (2)Oxford Handbook of Pensions and Retirement Income Strategic Asset Allocation for Pension Plans (2005) (2)The Vanguard Group, Inc. in 2015: Celebrating 40 (2015) (2)Is the Stock Market Safer for Long‐Term Investors? (2002) General Motors U.S. Pension Funds (2005) (2)Strategic Asset Allocation in Continuous Time (2002) The Investment Fund for Foundations (TIFF) in 2009 (2010) (1)Shelley Capital and the Hedge Fund Secondary Market (2011) (1)The Wealthfront Generation (2016) (1)The U.S. Retirement Savings Market and the Pension Protection Act of 2006 (2007) (1)The Private Company Council (2013) (1)Texas Teachers and the New Texas Way (2014) (1)Is there a bubble in the bond market ? 27 October 2010 (2012) (1)Quantopian: A New Model for Active Management (2017) (1)Moral Values and Corporate Social Responsibility (2020) (1)Trian Partners and DuPont (A) (2016) (1)LOYAL3: Own What You Love™ (2015) (0)Mortgage Backed Securities and the Covid-19 Pandemic (2020) (0)Valuing Yahoo! in 2013 (2015) (0)Puerto Rico's COFINA Bonds: Hold or Fold? (2017) (0)Sustainable Investing in Private Markets at TIFF (2020) (0)Appendix for "Macroeconomic Drivers of Bond and Equity Risks" (2013) (0)Dell Computer Corporation: Share Repurchase Program (2000) (0)S&P Indices and the Indexing Business in 2012 (2013) (0)Appendix to Global Diversi cation for Long-Horizon Investors (2018) (0)Paradigm Capital Value Fund (2019) (0)Prudential Financial - General Motors Pension Risk Transfer: Back to the Future? (2013) (0)The Harmonized Savings Plan at BP Amoco (2000) (0)Harvard University Defined Contribution Pension Plan in 2013: Looking Ahead (2013) (0)High Noon at Vail Mountain (2011) (0)Investment Policy at the Hewlett Foundation (2005) (2006) (0)Asset Allocation: A Half-Course Module Note (2006) (0)Nextel Peru: Emerging Market Cost of Capital, Spreadsheet for Instructors (Brief Case) (2015) (0)Investing in Volatility at Evanston Capital Management (2017) (0)Grantham, Mayo, and Van Otterloo, 2012: Estimating the Equity Risk Premium (Abridged) Spreadsheet Supplement (2014) (0)Zillow Offers: Winning Online Real Estate 2.0 (2019) (0)Human Wealth and Financial Wealth (2002) Investing Over the Life Cycle (2002) Investment Policy at New England Healthcare (2003) (0)Baupost Group: Finding a Margin of Safety in London Real Estate (2018) (0)Retail Investors ’ Contrarian Behavior Around Earnings , Attention , and the Momentum Effect * (2021) (0)Blackstone Alternative Asset Management in 2018 (2019) (0)Models of Endowment Management: King's College, Cambridge (2016) (0)Understanding Inflation-Indexed Bond Markets share how this access benefits you. Your story matters (2009) (0)APG Group: Managing Pensions for the Future (2014) (0)Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect (2022) (0)Francisco Partners Private Credit Opportunity Fund (2020) (0)High Noon at Vail Mountain, Spreadsheet (2011) (0)Nextel Peru: Emerging Market Cost of Capital (Brief Case) (2015) (0)APG Group: Managing Pensions for the Future (Abridged) (2016) (0)Clare College: Seeking Investment Opportunity in a Financial Crisis (2015) (0)Amplification of Uncertainty in Illiquid Markets ∗ ( JOB MARKET PAPER ) Elias (2009) (0)Ajeej Capital: Investing in Emerging Markets (2019) (0)Pension Policy at the Boots Co. PLC (2003) (0)Sustainable Investing at J.P. Morgan Private Bank (2019) (0)Prudential Financial and Asset-Liability Management (2016) (0)North Forty: Managing a Microsoft Family Office (2017) (0)Windward Investment Management (2010) (0)Blackstone Alternative Asset Management (2013) (0)Focus Financial Partners and the U.S. RIA Industry in 2014 (2014) (0)Nextel Peru: Emerging Market Cost of Capital (2015) (0)Grantham, Mayo, and Van Otterloo, 2012: Estimating the Equity Risk Premium (CW) (2012) (0)The Long and Short of Apollo Group and the University of Phoenix (A) (2011) (0)More Papers This paper list is powered by the following services:
Other Resources About Luis Viceira What Schools Are Affiliated With Luis Viceira? Luis Viceira is affiliated with the following schools:
