Luis M. Viceira

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

Year: 1999
Journal: Review of Financial Studies
Authors: George Chacko; Luis M. Viceira

Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income

Year: 1999
Journal: Journal of Finance
Authors: Luis M. Viceira

A Multivariate Model of Strategic Asset Allocation

Year: 2001
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Yeung Lewis Chan; Luis M. Viceira

A Multivariate Model of Strategic Asset Allocation

Year: 2001
Journal: Journal of Financial Economics
Authors: John Y. Campbell; Yeung Lewis Chan; Luis M. Viceira

Foreign Currency for Long-Term Investors

Year: 2002
Journal: Economic Journal
Authors: John Y. Campbell; Luis M. Viceira; Josh S. White

Foreign Currency for Long-Term Investors

Year: 2002
Journal: Economic Journal
Authors: John Y. Campbell; Luis M. Viceira; Joshua S. White

Strategic Asset Allocation in a Continuous-Time VAR Model

Year: 2003
Journal: Journal of Economic Dynamics and Control
Authors: John Y. Campbell; George Chacko; Jorge Rodriguez; Luis M. Viceira

Strategic Asset Allocation in a Continuous Time VAR Model

Year: 2003
Journal: No Journal Matched
Authors: John Y. Campbell; George Chacko; Jorge Rodriguez; Luis M. Viceira

Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets

Year: 2005
Journal: Review of Financial Studies
Authors: George Chacko; Luis M. Viceira

The Term Structure of the Risk-Return Tradeoff

Year: 2005
Journal: Financial Analysts Journal
Authors: John Y. Campbell; Luis M. Viceira

The Term Structure of the Risk-Return Tradeoff

Year: 2005
Journal: No Journal Matched
Authors: John Y. Campbell; Luis M. Viceira

Optimal Value and Growth Tilts in Long-Horizon Portfolios

Year: 2006
Journal: Review of Finance
Authors: Jakub W. Jurek; Luis M. Viceira

Optimal Value and Growth Tilts in Long-Horizon Portfolios

Year: 2006
Journal: Review of Finance
Authors: Jakub W. Jurek; Luis M. Viceira

The Excess Burden of Government Indecision

Year: 2007
Journal: No Journal Matched
Authors: Francisco J. Gomes; Laurence J. Kotlikoff; Luis M. Viceira

Global Currency Hedging

Year: 2007
Journal: Journal of Finance
Authors: John Y. Campbell; Karine Serfaty-de Medeiros; Luis M. Viceira

Optimal Lifecycle Investing with Flexible Labor Supply: A Welfare Analysis of Lifecycle Funds

Year: 2008
Journal: American Economic Review
Authors: Francisco J. Gomes; Laurence J. Kotlikoff; Luis M. Viceira

Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds

Year: 2009
Journal: Critical Finance Review
Authors: John Y. Campbell; Adi Sunderam; Luis M. Viceira

Understanding Inflation-Indexed Bond Markets

Year: 2009
Journal: Brookings Papers on Economic Activity
Authors: John Y. Campbell; Robert J. Shiller; Luis M. Viceira

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity

Year: 2011
Journal: No Journal Matched
Authors: Carolin E. Pflueger; Luis M. Viceira

Inflation-Indexed Bonds and the Expectations Hypothesis

Year: 2011
Journal: Annual Review of Financial Economics
Authors: Carolin E. Pflueger; Luis M. Viceira

Macroeconomic Drivers of Bond and Equity Risks

Year: 2014
Journal: Journal of Political Economy
Authors: John Y. Campbell; Carolin Pflueger; Luis M. Viceira

Global Portfolio Diversification for Long-Horizon Investors

Year: 2018
Journal: No Journal Matched
Authors: Luis M. Viceira; Zixuan Kevin Wang