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)

18

H index

23

i10 index

2122

Citations

RESEARCH PRODUCTION:

16

Articles

48

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 96
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 337.    Total self citations: 37 (1.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2020-05-16    RAS profile: 2016-03-29    
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Relations with other researchers


Works with:

Pflueger, Carolin (4)

Campbell, John (3)

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 (70)

Nicodano, Giovanna (42)

Campbell, John (42)

Mitchell, Olivia (39)

Guiso, Luigi (21)

Fugazza, Carolina (21)

Wachter, Jessica (20)

Haliassos, Michael (20)

Gollier, Christian (18)

Munk, Claus (17)

Fagereng, Andreas (16)

Cites to:

Campbell, John (164)

Shiller, Robert (44)

merton, robert (21)

Wachter, Jessica (17)

Stambaugh, Robert (16)

Bekaert, Geert (16)

French, Kenneth (14)

Vayanos, Dimitri (13)

Ait-Sahalia, Yacine (12)

Jagannathan, Ravi (11)

Bollerslev, Tim (11)

Main data


Where Luis M. Viceira has published?


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

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics7
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 (2018 and 2017)


YearTitle of citing document
2017The TIPS Liquidity Premium. (2017). Riddell, Simon ; Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2017-27.

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2017Flight to Safety from European Stock Markets. (2017). Christiansen, Charlotte ; Aslanidis, Nektarios. In: CREATES Research Papers. RePEc:aah:create:2017-38.

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2018Consistent Inference for Predictive Regressions in Persistent VAR Economies. (2018). Andersen, Torben ; Varneskov, Rasmus T. In: CREATES Research Papers. RePEc:aah:create:2018-09.

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2017Zipfs Law, Paretos Law, and the Evolution of Top Incomes in the United States. (2017). Nirei, Makoto ; Aoki, Shuhei. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:9:y:2017:i:3:p:36-71.

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2017Heterogeneity and Clustering of Defaults. (2017). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Girogos ; Karlis, Alexandros . In: Economic Research Papers. RePEc:ags:uwarer:270011.

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2017A Primer on Portfolio Choice with Small Transaction Costs. (2017). Muhle-Karbe, Johannes ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1612.01302.

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2018Optimal investment problem with M-CEV model: closed form solution and applications to the algorithmic trading. (2018). Muravey, Dmitry . In: Papers. RePEc:arx:papers:1703.01574.

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2017Optimal Portfolio under Fractional Stochastic Environment. (2017). Fouque, Jean-Pierre ; Hu, Ruimeng. In: Papers. RePEc:arx:papers:1703.06969.

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2017Investing for the Long Run. (2017). Platen, Eckhard ; Leisen, Dietmar . In: Papers. RePEc:arx:papers:1705.03929.

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2018Optimal Portfolio under Fast Mean-reverting Fractional Stochastic Environment. (2018). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1706.03139.

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2017Market Efficiency and Growth Optimal Portfolio. (2017). Platen, Eckhard ; Rendek, Renata. In: Papers. RePEc:arx:papers:1706.06832.

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2018Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436.

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2019Forecasting dynamic return distributions based on ordered binary choice. (2019). Baruník, Jozef ; Anatolyev, Stanislav. In: Papers. RePEc:arx:papers:1711.05681.

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2017Strict Local Martingales and Optimal Investment in a Black-Scholes Model with a Bubble. (2017). Herrmann, Sebastian ; Herdegen, Martin. In: Papers. RePEc:arx:papers:1711.06679.

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2019Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments. (2019). Hu, Ruimeng. In: Papers. RePEc:arx:papers:1803.07720.

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2019Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2019). Parolya, Nestor ; Schmid, Wofgang ; Ivasiuk, Dmytro ; Bodnar, Taras. In: Papers. RePEc:arx:papers:1806.08005.

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2019Portfolio Optimization in Fractional and Rough Heston Models. (2019). Desmettre, Sascha ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:1809.10716.

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2019Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment. (2019). Hu, Ruimeng ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1902.06883.

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2019Optimal Investment with Correlated Stochastic Volatility Factors. (2019). Fouque, Jean-Pierre ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1908.07626.

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2019Optimal life-cycle consumption and investment decisions under age-dependent risk preferences. (2019). Zagst, Rudi ; Shevchenko, Pavel V ; Lichtenstern, Andreas. In: Papers. RePEc:arx:papers:1908.09976.

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2019An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2020Optimal portfolio choice with path dependent labor income: the infinite horizon case. (2020). Gozzi, Fausto ; Prosdocimi, Cecilia ; Biffis, Enrico. In: Papers. RePEc:arx:papers:2002.00201.

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2020Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506.

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2017The Interest Rate Sensitivity of Value and Growth Stocks - Evidence from Listed Real Estate. (2017). Sebastian, Steffen ; Woltering, Rene-Ojas ; Christian, Weis. In: ERES. RePEc:arz:wpaper:eres2017_325.

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2019Flight from Safety: How a Change to the Deposit Insurance Limit Affects Households’ Portfolio Allocation. (2019). Gropp, Reint ; Damar, Evren ; Mordel, Adi. In: Staff Working Papers. RePEc:bca:bocawp:19-29.

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2020A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6.

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2018Oil prices and inflation expectations. (2018). Conflitti, Cristina ; Cristadoro, Riccardo . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_423_18.

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2017Medium and long term implications of financial integration without financial development. (2017). Corneli, Flavia. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1120_17.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2018Non-monetary news in central bank communication. (2018). Schrimpf, Andreas ; Cieslak, Anna. In: BIS Working Papers. RePEc:bis:biswps:761.

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2017Design of MySuper default funds: influences and outcomes. (2017). Thorp, Susan ; Smith, Tom ; Warren, Geoffrey J ; Foster, Douglas F ; Donald, Scott M ; Butt, Adam. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:47-85.

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2018What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:529-571.

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2018Financial risk exposure of returns to education: Panel evidence from Korea*. (2018). Lee, Jaeram ; Ihm, Jungjoon . In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:83-97.

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2018DOES GLOBAL SHAPES OF UTILITY FUNCTIONS MATTER FOR INVESTMENT DECISIONS?. (2018). Ranganathan, Kavitha. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:4:p:341-361.

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2018The Performance of Market†Timing Strategies of Italian Mutual Fund Investors. (2018). Cagnazzo, Alberto ; Borri, Nicola. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:5-20.

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2017Dynamic Asset Allocation with Liabilities. (2017). Giamouridis, Daniel ; Tessaromatis, Nikolaos ; Sakkas, Athanasios. In: European Financial Management. RePEc:bla:eufman:v:23:y:2017:i:2:p:254-291.

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2018Non†myopic portfolio choice with unpredictable returns: The jump†to†default case. (2018). Battauz, Anna ; Sbuelz, Alessandro. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:192-208.

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2017Specification Error, Estimation Risk, and Conditional Portfolio Rules. (2017). Tian, Weidong ; Yan, Hong ; Kaniel, Ron ; Chapman, David A ; Carlson, Murray. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:263-288.

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2017MANAGING FINANCIALLY DISTRESSED PENSION PLANS IN THE INTEREST OF BENEFICIARIES. (2017). Blake, David ; Shi, Zhen ; Inkmann, Joachim . In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:2:p:539-565.

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2018Small†cost asymptotics for long†term growth rates in incomplete markets. (2018). Seifried, Frank Thomas ; Melnyk, Yaroslav . In: Mathematical Finance. RePEc:bla:mathfi:v:28:y:2018:i:2:p:668-711.

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2017Effects of capital flow on the equity and housing markets in Hong Kong. (2017). Cheung, Yin-Wong ; Yiu, Matthew S ; Chow, Kenneth K. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:332-349.

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2017Safe-haven currency: An empirical identification. (2017). Lee, Kang-Soek. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:4:p:924-947.

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2017Has Greater Stock Market Participation Increased Wealth Inequality in the Us?. (2017). Haliassos, Michael ; Georgarakos, Dimitris ; Bilias, Yannis . In: Review of Income and Wealth. RePEc:bla:revinw:v:63:y:2017:i:1:p:169-188.

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2019When creativity strikes: news shocks and business cycle fluctuations. (2019). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0788.

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2017Why does portfolio choice correlate across generations. (2017). Sarvimäki, Matti ; Knüpfer, Samuli ; Sarvimaki, Matti ; Rantapuska, Elias ; Knupfer, Samuli. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_025.

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2017Portfolio Selection by Households: An Empirical Analysis Using Dynamic Panel Data Models. (2017). Fujiwara, Shigeaki ; Takizuka, Yasutaka ; Ito, Yuichiro . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp17e06.

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2018Risk-Taking, Inequality and Output in the Long-Run. (2018). Yamana, Kazufumi ; Nirei, Makoto ; Aoki, Shuhei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e04.

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2017Optimal Consumption and Portfolio Decision with Heston’s SV Model Under HARA Utility Criterion. (2017). Chunfeng, Wang ; Zhenming, Fang ; Hao, Chang. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:5:y:2017:i:1:p:21-33:n:2.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Wang, Yudong ; Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2018Forecasting Stock Returns: A Predictor-Constrained Approach. (2018). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Pettenuzzo, Davide ; Fisher, Jared D ; Carvalho, Carlos. In: Working Papers. RePEc:brd:wpaper:123.

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2018Forced Retirement Risk and Portfolio Choice. (2018). Lee, Minjoon ; Nam, Tong-Yob ; Chen, Guodong. In: Carleton Economic Papers. RePEc:car:carecp:18-06.

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2019A Life-Cycle Model with Unemployment Traps. (2019). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:514.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6861.

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2018The Promises and Pitfalls of Robo-advising. (2018). Rossi, Alberto G ; Prabhala, Nagpurnanand ; D'Acunto, Francesco. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6907.

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2018Heterogeneity and Persistence in Returns to Wealth. (2018). Malacrino, Davide ; Fagereng, Andreas ; Pistaferri, Luigi ; Guiso, Luigi. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7107.

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2018Low Inflation: High Default Risk AND High Equity Valuations. (2018). Weber, Michael ; Bhamra, Harjoat ; Jeanneret, Alexandre ; Dorion, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7391.

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2017The Fiscal Theory of the Price Level in a World of Low Interest Rates. (2017). Cui, Wei ; Bassetto, Marco. In: Discussion Papers. RePEc:cfm:wpaper:1731.

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2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

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2017Compensación inflacionaria y premios por riesgo: evidencia para Chile. (2017). Ceballos, Luis ; Beyzaga, Camilo. In: Notas de Investigación Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchni:v:20:y:2017:i:2:p:150-165.

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2018Sovereign Risk and Asset Market Dynamics in the Euro Area. (2018). Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2018-18.

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2017The role of inflation-linked bonds. (2017). Ciocyte, Ona ; Westerhout, ED. In: CPB Discussion Paper. RePEc:cpb:discus:344.

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2017The role of inflation-linked bonds. (2017). Ciocyte, Ona ; Westerhout, ED. In: CPB Discussion Paper. RePEc:cpb:discus:344.rdf.

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2017Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). Bacchetta, Philippe ; van Wincoop, Eric. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11983.

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2017Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows. (2017). Kaniel, Ron ; Zhou, TI ; Tompaidis, Stathis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12285.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2018Misallocation: Markups and Technology. (2018). Meier, Matthias ; Bayer, Christian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12727.

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2018Liquidity Regimes and Optimal Dynamic Asset Allocation. (2018). Collin-Dufresne, Pierre ; Saglam, Mehmet ; Daniel, Kent. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12737.

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2018Pockets of Predictability. (2018). Farmer, Leland ; Timmermann, Allan G ; Schmidt, Lawrence . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12885.

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2018Tactical Target Date Funds. (2018). Gomes, Francisco J ; Zhang, Yuxin ; Michaelides, Alexander. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13019.

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2018Conditional dynamics and the multi-horizon risk-return trade-off. (2018). Chernov, Mikhail ; Lundeby, Stig ; Lochstoer, Lars . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13365.

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2018Real Interest Rates, Inflation, and Default. (2018). Hur, Sewon ; Perri, Fabrizio ; Kondo, Illenin . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13388.

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2019Unhedgeable Inflation Risk within Pension Schemes. (2019). van Wijnbergen, Sweder ; Beetsma, Roel ; Chen, Damiaan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13742.

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2019A Risk-centric Model of Demand Recessions and Speculation. (2019). Simsek, Alp ; Caballero, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2019A Supply and Demand Approach to Equity Pricing. (2019). Jo, Evan ; Calvet, Laurent ; Betermier, Sebastien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13974.

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2019Financial Frictions and the Wealth Distribution. (2019). Fernandez-Villaverde, Jesus ; Nuo, Galo ; Hurtado, Samuel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14002.

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2019Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil. (2019). Timmermann, Allan ; Qu, Ritong ; Burjack, Rafael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14097.

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2019Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model. (2019). Venditti, Fabrizio ; Petrella, Ivan ; delle Monache, Davide. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14107.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2018Global Positioning Risk and FX Trading Strategies. (2018). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:1:tong.

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2017Market Timing under Limited Information: An Empirical Investigation in US Treasury Market. (2017). Tong, Guoshi. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2017:v:18:i:2:tong.

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2018Price Overreactions in the Cryptocurrency Market. (2018). Plastun, Alex ; Caporale, Guglielmo Maria. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1718.

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2018Value-at-Risk prediction using option-implied risk measures. (2018). Zhou, Chen ; Schindelhauer, Kai. In: DNB Working Papers. RePEc:dnb:dnbwpp:613.

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2019Fair Pensions. (2019). Broeders, Dirk ; Boelaars, Ilja. In: DNB Working Papers. RePEc:dnb:dnbwpp:630.

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2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

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2020Price dividend ratio and long-run stock returns: a score driven state space model. (2020). Petrella, Ivan ; Delle Monache, Davide ; Venditti, Fabrizio. In: Working Paper Series. RePEc:ecb:ecbwps:20202369.

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2018Employees risk attitude and corporate risk taking: Evidence from pension asset allocations. (2018). Guan, Yanling ; Tang, Dragon Yongjun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:261-274.

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2019Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models. (2019). Guidolin, Massimo ; Pedio, Manuela. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:1.

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2019Portfolio selection with inflation-linked bonds and indexation lags. (2019). Li, Kai. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:10.

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2019Hedging recessions. (2019). Munk, Claus ; Larsen, Linda Sandris ; Branger, Nicole. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:2.

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2017Volatility risk and economic welfare. (2017). Xu, Shaofeng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:80:y:2017:i:c:p:17-33.

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2017The impact of EMU on bond yield convergence: Evidence from a time-varying dynamic factor model. (2017). Kishor, N ; Ma, Jun ; Bhatt, Vipul. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:206-222.

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2017Optimal portfolios when variances and covariances can jump. (2017). Branger, Nicole ; Weisheit, Stefan ; Seifried, Frank Thomas ; Muck, Matthias. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:85:y:2017:i:c:p:59-89.

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2018Dynamic derivative strategies with stochastic interest rates and model uncertainty. (2018). Escobar, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:49-71.

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2018The fiscal theory of the price level in a world of low interest rates. (2018). Bassetto, Marco ; Cui, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:89:y:2018:i:c:p:5-22.

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More than 100 citations found, this list is not complete...

Works by Luis M. Viceira:


YearTitleTypeCited
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
[Full Text][Citation analysis]
article149
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149
paper
2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149
paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 149
paper
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
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article47
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds.(2008) In: NBER Working Papers.
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2011Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics.
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2011Inflation-Indexed Bonds and the Expectations Hypothesis.(2011) In: NBER Working Papers.
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2010The euro as a reserve currency for global investors In: Working Papers.
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2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
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2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income In: Journal of Finance.
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1999Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.(1999) In: NBER Working Papers.
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2010Global Currency Hedging In: Journal of Finance.
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2009Global Currency Hedging.(2009) In: Scholarly Articles.
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2007Global Currency Hedging.(2007) In: NBER Working Papers.
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2007THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series.
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2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
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2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
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2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
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2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
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2010The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series.
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2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
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2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
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2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
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1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
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1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
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2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: Review of Financial Studies.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
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2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
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2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
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2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
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2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
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1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
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1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
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1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
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1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
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2000Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers.
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2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance.
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1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999.
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2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
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2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers.
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2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers.
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2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
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2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
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2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
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2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers.
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2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
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2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
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2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
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