Luis M. Viceira : Citation Profile

Are you Luis M. Viceira?

Harvard University (34% share)
Harvard University (33% share)
National Bureau of Economic Research (NBER) (33% share)

21

H index

23

i10 index

3140

Citations

RESEARCH PRODUCTION:

18

Articles

47

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 130
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 74.    Total self citations: 37 (1.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2024-01-16    RAS profile: 2020-09-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Luis M. Viceira.

Is cited by:

Guidolin, Massimo (76)

Mitchell, Olivia (57)

Nicodano, Giovanna (52)

Campbell, John (51)

Guiso, Luigi (44)

Fagereng, Andreas (33)

Munk, Claus (29)

Haliassos, Michael (27)

Fugazza, Carolina (24)

Gottlieb, Charles (23)

Wachter, Jessica (23)

Cites to:

Campbell, John (192)

Shiller, Robert (44)

merton, robert (25)

Vayanos, Dimitri (18)

Bekaert, Geert (18)

Wachter, Jessica (17)

Stambaugh, Robert (16)

French, Kenneth (15)

Cochrane, John (13)

Bollerslev, Tim (13)

Ait-Sahalia, Yacine (12)

Main data

Where Luis M. Viceira has published?

Journals with more than one article published# docs
Journal of Finance2
Review of Finance2
American Economic Review2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc18
Scholarly Articles / Harvard University Department of Economics7
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2
Harvard Business School Working Papers / Harvard Business School2

Recent works citing Luis M. Viceira (2024 and 2023)

YearTitle of citing document
2023Institutional Stock-Bond Portfolios Rebalancing and Financial Stability. (2023). Hasse, Jean-Baptiste ; Siagh, Souhila ; Lecourt, Christelle. In: AMSE Working Papers. RePEc:aim:wpaimx:2322.

Full description at Econpapers || Download paper

2023Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints. (2021). Tian, Dejian ; Feng, Zixin. In: Papers. RePEc:arx:papers:2111.09032.

Full description at Econpapers || Download paper

2023The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

Full description at Econpapers || Download paper

2023Optimal Investment with Stochastic Interest Rates and Ambiguity. (2023). Holzermann, Julian. In: Papers. RePEc:arx:papers:2306.13343.

Full description at Econpapers || Download paper

2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

Full description at Econpapers || Download paper

2023Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method. (2023). Huang, Weihuan. In: Papers. RePEc:arx:papers:2310.18658.

Full description at Econpapers || Download paper

2023Worst-Case Optimal Investment in Incomplete Markets. (2023). Merkel, Sebastian ; Desmettre, Sascha ; Steinicke, Alexander ; Mickel, Annalena. In: Papers. RePEc:arx:papers:2311.10021.

Full description at Econpapers || Download paper

2023Who uses robo?advising and how?. (2023). Jain, Pawan ; Baulkaran, Vishaal. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:1:p:65-89.

Full description at Econpapers || Download paper

2023Optimal investment with correlated stochastic volatility factors. (2023). Fouque, Jeanpierre ; Bichuch, Maxim. In: Mathematical Finance. RePEc:bla:mathfi:v:33:y:2023:i:2:p:342-369.

Full description at Econpapers || Download paper

2023Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042.

Full description at Econpapers || Download paper

2023From Patriarchy to Partnership: Gender Equality and Household Finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:968.

Full description at Econpapers || Download paper

2023Test for Trading Costs Effect in a Portfolio Selection Problem with Recursive Utility. (2023). Kon, N'Golo ; Carrasco, Marine. In: CIRANO Working Papers. RePEc:cir:cirwor:2023s-03.

Full description at Econpapers || Download paper

2023Long-term Investors, Demand Shifts, and Yields. (2023). Jansen, Kristy. In: Working Papers. RePEc:dnb:dnbwpp:769.

Full description at Econpapers || Download paper

2023Richer earnings dynamics, consumption and portfolio choice over the life cycle. (2023). Paz-Pardo, Gonzalo ; Galvez, Julio. In: Working Paper Series. RePEc:ecb:ecbwps:20232810.

Full description at Econpapers || Download paper

2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

Full description at Econpapers || Download paper

2023A discrete-time hedging framework with multiple factors and fat tails: On what matters. (2023). Begin, Jean-Franois ; Badescu, Alexandru ; Augustyniak, Maciej. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:416-444.

Full description at Econpapers || Download paper

2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

Full description at Econpapers || Download paper

2023Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850.

Full description at Econpapers || Download paper

2023On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962.

Full description at Econpapers || Download paper

2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Li, Yang ; Liu, Zhuqing ; Yu, Ziliang. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

Full description at Econpapers || Download paper

2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

Full description at Econpapers || Download paper

2023Investor sentiment and global economic conditions. (2023). Lutkebohmert, Eva ; Herculano, Miguel C. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:134-152.

Full description at Econpapers || Download paper

2023Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Javed, Farrukh ; Nguyen, Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

Full description at Econpapers || Download paper

2023Expected long-term rates of return when short-term returns are serially correlated. (2023). Tronnes, Haakon Andreas ; Mork, Knut Anton. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002120.

Full description at Econpapers || Download paper

2023Geopolitical risk and household stock market participation. (2023). Lee, Kiryoung. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005074.

Full description at Econpapers || Download paper

2023A class of portfolio optimization solvable problems. (2023). Escobar Anel, Marcos ; Escobar-Anel, Marcos ; Cheng, Yuyang. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005505.

Full description at Econpapers || Download paper

2023Financial stabilization policy, market sentiment, and stock market returns. (2023). Yang, Jianlei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005566.

Full description at Econpapers || Download paper

2023Safe haven for crude oil: Gold or currencies?. (2023). Dong, Minyi ; Yang, Shenggang ; Tian, Xinyi ; Ming, Lei. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001666.

Full description at Econpapers || Download paper

2023Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749.

Full description at Econpapers || Download paper

2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

Full description at Econpapers || Download paper

2023Explaining accruals quality over time. (2023). Nelson, Karen K ; D'Adduzio, Jenna ; Christensen, Theodore E. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:76:y:2023:i:1:s0165410122000982.

Full description at Econpapers || Download paper

2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

Full description at Econpapers || Download paper

2023Do required minimum distribution 401(k) rules matter, and for whom? Insights from a lifecycle model. (2023). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001462.

Full description at Econpapers || Download paper

2023Portfolio Choice with Endogenous Donations - Modeling University Endowments. (2023). Stoughton, Neal M ; Franz, Richard ; Cejnek, Georg. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300022x.

Full description at Econpapers || Download paper

2023Multilateral exchange rates: A multivariate regression framework. (2023). Kunkler, Michael. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000255.

Full description at Econpapers || Download paper

2023From patriarchy to partnership: Gender equality and household finance. (2023). Zaccaria, Luana ; Guiso, Luigi. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:573-595.

Full description at Econpapers || Download paper

2023Intervention uncertainty, household health, and pandemic. (2023). Zhao, Yikai ; Sun, Rui. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:105:y:2023:i:c:s0304406823000125.

Full description at Econpapers || Download paper

2023Government debt and risk premia. (2023). Liu, Yang. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:18-34.

Full description at Econpapers || Download paper

2023The empirical performance of option implied volatility surface-driven optimal portfolios. (2023). Guidolin, Massimo ; Wang, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:618:y:2023:i:c:s0378437123000511.

Full description at Econpapers || Download paper

2023Lifetime asset allocation with long run risk and time various risk aversion. (2023). Luo, Ronghua ; Tang, Tao ; Gu, Jing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:230-251.

Full description at Econpapers || Download paper

2023Welfare Implications of Asset Pricing Facts: Should Central Banks Fill Gaps or Remove Volatility?. (2021). Lopez, Pierlauro. In: Working Papers. RePEc:fip:fedcwq:93000.

Full description at Econpapers || Download paper

2023Nominal Rigidities and the Term Structures of Equity and Bond Returns. (2023). Vazquez-Grande, Francisco ; Lopez-Salido, David J. In: Working Papers. RePEc:fip:fedcwq:96114.

Full description at Econpapers || Download paper

2023Perceptions about Monetary Policy. (2023). Pflueger, Carolin ; Bauer, Michael D ; Sunderam, Adi. In: Working Paper Series. RePEc:fip:fedfwp:97242.

Full description at Econpapers || Download paper

2023Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648.

Full description at Econpapers || Download paper

2023Islamic vs. Conventional Equity Markets: A Multifractal Cross-Correlation Analysis with Economic Policy Uncertainty. (2023). Oliveira, Marcia ; Ali, Haider ; Ferreira, Paulo ; Aslam, Faheem. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:1:p:16-:d:1027087.

Full description at Econpapers || Download paper

2023Safe-Haven Currencies as Defensive Assets in Global Stocks Portfolios: A Reassessment of the Empirical Evidence (1999–2022). (2023). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:273-:d:1147407.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Population Diversity and Financial Risk-Taking. (2023). Ongena, Steven ; Dioikitopoulos, Evangelos V ; Delis, Manthos D. In: Post-Print. RePEc:hal:journl:hal-04083169.

Full description at Econpapers || Download paper

2023Health accidents and wealth decline in old age. (2023). d'Albis, Hippolyte ; Legendre, Berangere ; el Mekkaoui, Najat. In: PSE Working Papers. RePEc:hal:psewpa:halshs-04174032.

Full description at Econpapers || Download paper

2023Global Disaster Risk Matters. (2023). Zhu, Xiaoneng ; Zhang, Qunzi ; Yao, Jiaquan ; Chen, Jian. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:1:p:576-597.

Full description at Econpapers || Download paper

2023Extreme Inflation and Time-Varying Expected Consumption Growth. (2023). Schlag, Christian ; Meinerding, Christoph ; Dergunov, Ilya. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2972-3002.

Full description at Econpapers || Download paper

2023Gone with the Vol: A Decline in Asset Return Predictability During the Great Moderation. (2023). Qian, Liang ; Palomino, Francisco ; Hsu, Alex. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:3025-3047.

Full description at Econpapers || Download paper

2023Co-jumps and recursive preferences in portfolio choices. (2023). Stefani, Ilaria ; Oliva, Immacolata. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00425-2.

Full description at Econpapers || Download paper

2023Measuring Dependence in a Set of Asset Returns. (2023). Wang, King ; Madan, Dilip B. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09378-4.

Full description at Econpapers || Download paper

2023Stated Product Choices of Heterogeneous Agents are Largely Consistent with Standard Models. (2023). Soest, Arthur ; Nijman, Theo ; Dees, Bart. In: De Economist. RePEc:kap:decono:v:171:y:2023:i:3:d:10.1007_s10645-023-09424-0.

Full description at Econpapers || Download paper

2023Correcting estimation bias in regime switching dynamic term structure models. (2023). Liu, Liu ; Cho, Sungjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01182-z.

Full description at Econpapers || Download paper

2023Historical Relationships and International Market Return Predictability: The Role of the UK in the Former British Colonies, Protectorates and Mandates. (2023). Sakamoto, Jun ; Saito, Yuta ; Hidaka, Takuro. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2108r.

Full description at Econpapers || Download paper

2023Small Rebalanced Portfolios Often Beat the Market over Long Horizons. (2023). Hjalmarsson, Erik ; Farago, Adam. In: The Review of Asset Pricing Studies. RePEc:oup:rasset:v:13:y:2023:i:2:p:307-342..

Full description at Econpapers || Download paper

2023Social Interaction in the Family: Evidence from Investors’ Security Holdings*. (2023). Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:4:p:1297-1327..

Full description at Econpapers || Download paper

2023How does retirement affect optimal life cycle portfolio allocation between stocks and bonds?. (2023). Rudys, Valentinas. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-022-00298-6.

Full description at Econpapers || Download paper

2023Capital budgeting and Kelly betting. (2023). Johnstone, David J. In: Australian Journal of Management. RePEc:sae:ausman:v:48:y:2023:i:3:p:625-651.

Full description at Econpapers || Download paper

2023Multi-period power utility optimization under stock return predictability. (2023). Parolya, Nestor ; Schmid, Wolfgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Computational Management Science. RePEc:spr:comgts:v:20:y:2023:i:1:d:10.1007_s10287-023-00434-6.

Full description at Econpapers || Download paper

2023Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach. (2023). Zhang, Yumo. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:46:y:2023:i:1:d:10.1007_s10203-022-00374-x.

Full description at Econpapers || Download paper

2023The infinite-horizon investment–consumption problem for Epstein–Zin stochastic differential utility. I: Foundations. (2023). Jerome, Joseph ; Hobson, David ; Herdegen, Martin. In: Finance and Stochastics. RePEc:spr:finsto:v:27:y:2023:i:1:d:10.1007_s00780-022-00495-6.

Full description at Econpapers || Download paper

2023Synergy frontier of multi-factor stock selection model. (2023). Yeh, I-Cheng. In: OPSEARCH. RePEc:spr:opsear:v:60:y:2023:i:1:d:10.1007_s12597-022-00615-y.

Full description at Econpapers || Download paper

2023Does prior stock return correlation predict future stock return correlation?. (2023). Ross, Jonathan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:9:d:10.1007_s43546-023-00551-z.

Full description at Econpapers || Download paper

2023The ability of U.S. macroeconomic variables to predict Asian financial market returns. (2023). Tzeng, Kaeyih. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3529-3551.

Full description at Econpapers || Download paper

2023Forecasting energy prices: Quantile?based risk models. (2023). Apergis, Nicholas. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:17-33.

Full description at Econpapers || Download paper

2023Policy uncertainty and stock market volatility revisited: The predictive role of signal quality. (2023). Salisu, Afees ; Demirer, Riza ; Gupta, Rangan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:2307-2321.

Full description at Econpapers || Download paper

Works by Luis M. Viceira:

YearTitleTypeCited
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
[Full Text][Citation analysis]		article255
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 255		paper
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
[Full Text][Citation analysis]		article88
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2011Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article22
2011Inflation-Indexed Bonds and the Expectations Hypothesis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2010The euro as a reserve currency for global investors In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article66
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 66		paper
2001Optimal Portfolio Choice for Long?Horizon Investors with Nontradable Labor Income In: Journal of Finance.
[Full Text][Citation analysis]		article323
1999Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 323		paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]		article116
2009Global Currency Hedging.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 116		paper
2007THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper37
2010The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		chapter
2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper12
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper235
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 235		article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 235		paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 235		paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper26
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper205
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		paper
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 205		article
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper68
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper19
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article129
2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article43
1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper450
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		article
2000Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper27
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper27
2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper65
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		paper
2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 65		article
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper113
2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		article
2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 113		paper
2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
[Citation analysis]		book701
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper67

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team