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

2893

Citations

RESEARCH PRODUCTION:

18

Articles

47

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 120
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 176.    Total self citations: 37 (1.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2022-10-01    RAS profile: 2020-09-06    
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Relations with other researchers


Works with:

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 (74)

Mitchell, Olivia (56)

Campbell, John (51)

Nicodano, Giovanna (47)

Guiso, Luigi (38)

Fagereng, Andreas (30)

Munk, Claus (29)

Haliassos, Michael (24)

Wachter, Jessica (23)

Fugazza, Carolina (22)

Gollier, Christian (21)

Cites to:

Campbell, John (179)

Shiller, Robert (43)

merton, robert (25)

Bekaert, Geert (18)

Vayanos, Dimitri (18)

Wachter, Jessica (17)

Stambaugh, Robert (16)

French, Kenneth (14)

Bollerslev, Tim (12)

Ait-Sahalia, Yacine (12)

Cochrane, John (12)

Main data


Where Luis M. Viceira has published?


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

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
Harvard Business School Working Papers / Harvard Business School2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Luis M. Viceira (2022 and 2021)


YearTitle of citing document
2022Optimal investment with time-varying stochastic endowments. (2014). Chen, AN ; Stelzer, Robert ; Mereu, Carla . In: Papers. RePEc:arx:papers:1406.6245.

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2021An approximate solution for the power utility optimization under predictable returns. (2019). Ivasiuk, Dmytro. In: Papers. RePEc:arx:papers:1911.06552.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2021Perpetual callable American volatility options in a mean-reverting volatility model. (2021). Liu, Hsuan-Ku. In: Papers. RePEc:arx:papers:2104.01127.

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2021Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model. (2021). Sengupta, Indranil ; Lin, Minglian. In: Papers. RePEc:arx:papers:2104.06293.

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2021On the Investment Strategies in Occupational Pension Plans. (2021). Bosserhoff, Frank ; Stadje, Mitja ; Sorensen, Nils ; Chen, AN. In: Papers. RePEc:arx:papers:2104.08956.

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2021Optimal Claiming of Social Security Benefits. (2021). Greenberg, David ; Boyd, Stephen ; Diamond, Steven ; Ang, Andrew ; Kochenderfer, Mykel. In: Papers. RePEc:arx:papers:2106.00125.

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2021$N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction. (2021). Zariphopoulou, Thaleia ; Hu, Ruimeng. In: Papers. RePEc:arx:papers:2106.00581.

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2021Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence. (2021). He, Xue Dong ; Guo, Jing. In: Papers. RePEc:arx:papers:2107.05163.

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2021The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility. (2021). Jerome, Joseph ; Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2107.06593.

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2021Closed-form portfolio optimization under GARCH models. (2021). Zagst, Rudi ; Gollart, Maximilian ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2109.00433.

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

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2022Discrete-time risk sensitive portfolio optimization with proportional transaction costs. (2022). Stettner, Lukasz ; Pitera, Marcin. In: Papers. RePEc:arx:papers:2201.02828.

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2022Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain. (2022). Mayordomo, Sergio ; Pena, Juan Ignacio ; Rodriguez-Moreno, Mar'Ia. In: Papers. RePEc:arx:papers:2202.02280.

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2021Discount Rates, Debt Maturity, and the Fiscal Theory. (2021). Morales, Gonzalo ; Kung, Howard ; Kind, Thilo ; Corhay, Alexandre. In: Staff Working Papers. RePEc:bca:bocawp:21-58.

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2021Stock and Bond Return Comovement as a Different Way to Assess Information Content: The Case of Debt Covenant Violation Disclosures. (2021). Lont, David ; Purdon, Kurt ; Griffin, Paul A. In: Abacus. RePEc:bla:abacus:v:57:y:2021:i:1:p:101-125.

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2021Differential risk premiums and the UIP puzzle. (2021). Schreiber, Ben Z ; Piccotti, Louis R ; Biswas, Rita . In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:139-167.

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2021Currency hedging and quantitative easing: Evidence from global bond markets. (2021). Zhong, Rui ; Zhang, Jie ; Kryzanowski, Lawrence. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:555-597.

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2021Financial literacy and household asset allocation: Evidence from micro?data in China. (2021). Wu, YU ; Xiao, Jingna ; Lu, Xiaomeng. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:55:y:2021:i:4:p:1464-1488.

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2021Mortgage Design in an Equilibrium Model of the Housing Market. (2021). KRISHNAMURTHY, ARVIND ; Guren, Adam ; McQuade, Timothy J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:113-168.

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2021Which economic uncertainty measure matters for households portfolio decision?. (2021). Kim, Insik ; Jeon, Yoontae ; Lee, Kiryoung. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:2:p:343-369.

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2021Social Security and the increasing longevity gap. (2021). Caliendo, Frank ; Sheshinski, Eytan. In: Journal of Public Economic Theory. RePEc:bla:jpbect:v:23:y:2021:i:1:p:29-52.

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2022Portfolio diversification and model uncertainty: A robust dynamic mean?variance approach. (2022). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:349-404.

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2021The South African–United States sovereign bond spread and its association with macroeconomic fundamentals. (2021). Fedderke, Johannes. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:499-525.

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2021Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa. In: Carlo Alberto Notebooks. RePEc:cca:wpaper:666.

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2021Monetary Policy and Wealth Effects: The Role of Risk and Heterogeneity. (2021). Silva, Dejanir H ; Caramp, Nicolas. In: Working Papers. RePEc:cda:wpaper:341.

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2021Manufacturing Risk-Free Government Debt. (2021). Xiaolan, Mindy Z ; van Nieuwerburgh, Stijn ; Lustig, Hanno ; Jiang, Zhengyang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8902.

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2022Climate Change Mitigation: How Effective Is Green Quantitative Easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9828.

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2022Climate change mitigation: how effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael . In: Working Paper Series. RePEc:ecb:ecbwps:20222701.

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2021Sukuk Market and Economic Welfare Nexus: A Partial Equilibrium Approach. (2021). Boukhatem, Jamel. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-03-15.

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2021Stock prices and the risk-free rate: An internal rationality approach. (2021). Zhang, Tongbin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000385.

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2022Governance structure, technical change, and industry competition. (2022). Napoletano, Mauro ; Guerini, Mattia ; Harting, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188921002293.

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2021Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002042.

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2021Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474.

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2022Portfolio choice with return predictability and small trading frictions. (2022). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:111:y:2022:i:c:s0264999322000694.

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2021Dynamic portfolio choice and information trading with recursive utility. (2021). Ruan, Xinfeng ; Chen, Xingjiang ; Zhang, Wenjun. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:154-167.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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2022Optimal time-consistent reinsurance and investment strategies for a jump–diffusion financial market without cash. (2022). Liang, Zhibin ; Zhang, Caibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001820.

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2021Life-cycle welfare losses from rules-of-thumb asset allocation. (2021). Nicodano, Giovanna ; Fugazza, Carolina ; Bagliano, Fabio C. In: Economics Letters. RePEc:eee:ecolet:v:198:y:2021:i:c:s0165176520304158.

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2021Efficient estimation and filtering for multivariate jump–diffusions. (2021). Schwenkler, Gustavo ; Guay, Franois. In: Journal of Econometrics. RePEc:eee:econom:v:223:y:2021:i:1:p:251-275.

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2021Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet. (2021). Golinski, Adam ; Goliski, Adam. In: European Economic Review. RePEc:eee:eecrev:v:131:y:2021:i:c:s0014292120302439.

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2021Time-consistency of optimal investment under smooth ambiguity. (2021). Mahayni, Antje ; Balter, Anne G ; Schweizer, Nikolaus. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:643-657.

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2021Optimal investment for a retirement plan with deferred annuities allowing for inflation and labour income risk. (2021). Clare, Andrew ; Jang, Chul ; Owadally, Iqbal. In: European Journal of Operational Research. RePEc:eee:ejores:v:295:y:2021:i:3:p:1132-1146.

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2022Optimal investment and benefit adjustment problem for a target benefit pension plan with Cobb-Douglas utility and Epstein-Zin recursive utility. (2022). Wang, Suxin ; Zhao, Hui. In: European Journal of Operational Research. RePEc:eee:ejores:v:301:y:2022:i:3:p:1166-1180.

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2021Entrepreneurship and household portfolio choice: Evidence from the China Household Finance Survey. (2021). Zhou, Mingshan ; Wang, Tianyu ; Li, Rui. In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:1-15.

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2021Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings. (2021). Sextroh, Christoph J ; Merkle, Christoph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:159-178.

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2022Isolating momentum crashes. (2022). Krupski, Jan ; Dierkes, Maik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:66:y:2022:i:c:p:1-22.

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2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

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2021On equity market inefficiency during the COVID-19 pandemic. (2021). Vecer, Jan ; Taylor, Stephen ; Navratil, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100154x.

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2021Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Aharon, David Y ; Kizys, Renatas. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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2022Bitcoin and integration patterns in the forex market. (2022). Virk, Nader. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001732.

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2022The risk aversion and uncertainty channels between finance and macroeconomics. (2022). Rubio, Gonzalo ; Nieto, Belen. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002609.

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2022Predicting returns and dividend growth — The role of non-Gaussian innovations. (2022). Nguyen, Hoang ; Mazur, Stepan ; Kiss, Tamas. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003445.

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2022Time-varying pricing of risk in sovereign bond futures returns. (2022). Malinska, Barbora. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004955.

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2021On the stability of stock-bond comovements across market conditions in the Eurozone periphery. (2021). Lagoa-Varela, Dolores ; Flavin, Thomas J. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028318303144.

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2021Currency hedging for single-currency equity portfolios: Does cross-asset risk matter?. (2021). Kunkler, Michael. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028320302751.

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2021Long-term international diversification of equities. (2021). Jeong, Jin-Gil ; Mukherji, Sandip. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028320302842.

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2022Demand risk and diversification through international trade. (2022). Esposito, Federico. In: Journal of International Economics. RePEc:eee:inecon:v:135:y:2022:i:c:s0022199621001422.

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2022Can sticky portfolios explain international capital flows and asset prices?. (2022). van Wincoop, Eric ; Davenport, Margaret ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000150.

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2021Optimal investment for a retirement plan with deferred annuities. (2021). Jang, Chul ; Owadally, Iqbal ; Clare, Andrew. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:51-62.

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2021The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

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2021Optimal portfolio strategies in the presence of regimes in asset returns. (2021). Garcia, René ; Lewin, Marcelo ; Campani, Carlos Heitor. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302910.

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2021Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas ; Gronborg, Niels S ; Bodilsen, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

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2022Dissecting the yield curve: The international evidence. (2022). Plazzi, Alberto ; Berardi, Andrea. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002429.

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2022Does quantitative easing affect market liquidity?. (2022). Gillan, James M. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003009.

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2022Life-cycle portfolio choice with imperfect predictors. (2022). Zhang, Yuxin ; Michaelides, Alexander. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s0378426621003083.

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2022Does it pay to invest? The personal equity risk premium and stock market participation. (2022). Veld, Chris ; Merkoulova, Yulia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621001795.

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2022Bequest motives in consumption-portfolio decisions with recursive utility. (2022). Weiss, Farina ; Munk, Claus ; Kraft, Holger. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000280.

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2021Variations in investment advice provision: A study of financial advisors of millionaire investors. (2021). Marsh, Ian W ; Baeckstrom, Ylva ; Silvester, Joanne. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:716-735.

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2022Ignorance, pervasive uncertainty, and household finance. (2022). Luo, Yulei ; Wang, Haijun ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000211.

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2021Time-varying state variable risk premia in the ICAPM. (2021). Karehnke, Paul ; Boons, Martijn ; Barroso, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:428-451.

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2021Persistent government debt and aggregate risk distribution. (2021). Nguyen, Thien T ; Croce, M ; Raymond, S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:347-367.

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2021Macro risks and the term structure of interest rates. (2021). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:479-504.

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2021The short duration premium. (2021). Gonalves, Andrei S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:919-945.

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2021Common shocks in stocks and bonds. (2021). Pang, Hao ; Cieslak, Anna. In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:2:p:880-904.

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2022Portfolio choice with sustainable spending: A model of reaching for yield. (2022). Campbell, John ; Sigalov, Roman. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:188-206.

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2022Stocks for the long run? Evidence from a broad sample of developed markets. (2022). Odoherty, Michael S ; Cederburg, Scott ; Anarkulova, Aizhan. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:409-433.

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2022Equity tail risk and currency risk premiums. (2022). Londono, Juan M. ; Xiao, Xiao ; Fan, Zhenzhen. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:484-503.

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2022Treasury inconvenience yields during the COVID-19 crisis. (2022). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:1:p:57-79.

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2021Is the renminbi a safe-haven currency? Evidence from conditional coskewness and cokurtosis. (2021). Zhou, Yinggang ; Chen, Hongyi ; Cheng, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:113:y:2021:i:c:s0261560621000085.

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2022Firms’ exposures to geographic risks. (2022). Marston, Richard C ; Gabuniya, Tymur ; Dumas, Bernard. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100200x.

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2021Real estate and relative risk aversion with generalized recursive preferences. (2021). Kim, Insu ; Huh, Sungjun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000215.

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2021How financial literacy shapes the demand for financial advice at older ages. (2021). Mitchell, Olivia ; Kim, Hugh Hoikwang ; Maurer, Raimond. In: The Journal of the Economics of Ageing. RePEc:eee:joecag:v:20:y:2021:i:c:s2212828x21000220.

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2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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2021Where lies the silver lining when uncertainty hang dark clouds over the global financial markets?. (2021). Adediran, Idris ; Lakhani, Kanwal Hammad ; Yinusa, Olalekan D. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309624.

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2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Zhang, Hongwei ; Suleman, Muhammad Tahir ; Huang, Wanjun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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2021On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Adekoya, Oluwasegun B ; Fasanya, Ismail O ; Adetokunbo, Abiodun M. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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2021.

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2021A new preference model that allows for narrow framing. (2021). He, Xue Dong ; Guo, Jing. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:95:y:2021:i:c:s0304406820301476.

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2021Why have interest rates fallen far below the return on capital?. (2021). Velde, Francois ; Mojon, Benoit ; Marx, Magali. In: Journal of Monetary Economics. RePEc:eee:moneco:v:124:y:2021:i:s:p:s57-s76.

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2022Dynamics of bond and stock returns. (2022). Kozak, Serhiy. In: Journal of Monetary Economics. RePEc:eee:moneco:v:126:y:2022:i:c:p:188-209.

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2022Does fiscal policy matter for stock-bond return correlation?. (2022). Zhou, Hao ; Zhang, JI ; Rica, E. In: Journal of Monetary Economics. RePEc:eee:moneco:v:128:y:2022:i:c:p:20-34.

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2021Option replication with transaction cost under Knightian uncertainty. (2021). Li, Wei ; Han, Liyan ; Lin, Zhongguo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:567:y:2021:i:c:s037843712030978x.

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2021When, where, and how economic policy uncertainty predicts Bitcoin returns and volatility? A quantiles-based analysis. (2021). Mokni, Khaled. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:65-73.

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2021Ambiguity, long-run risks, and asset prices in continuous time. (2021). Ruan, Xinfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:115-126.

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2021A learning-based strategy for portfolio selection. (2021). Ge, Lei ; Chen, Shun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:936-942.

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2021Chinese Economic Policy Uncertainty and the Cross-Section of U.S. Asset Returns. (2021). Nam, Eun-Young ; Jeon, Yoontae ; Lee, Kiryoung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1063-1077.

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2022COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies. (2022). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192100194x.

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2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Perez, Katarzyna ; Grobelny, Przemysaw ; Bdowska-Sojka, Barbara ; Kaczmarek, Tomasz. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002312.

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2021From Patriarchy to Partnership: Gender Equality and Household Finance. (2021). Zaccaria, Luana ; Guiso, Luigi. In: EIEF Working Papers Series. RePEc:eie:wpaper:2101.

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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.
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article247
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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2000Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers.
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paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
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2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds.(2008) In: NBER Working Papers.
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paper
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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paper
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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article61
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
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paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
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paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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paper
2001Optimal Portfolio Choice for Long?Horizon Investors with Nontradable Labor Income In: Journal of Finance.
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article280
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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article105
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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paper33
2010The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series.
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paper
2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
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paper
2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
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chapter
2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
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paper
2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
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article
2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
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paper12
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
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paper225
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
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paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
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paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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paper26
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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paper
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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paper38
2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
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paper189
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
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paper
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
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paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: Review of Financial Studies.
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article
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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paper66
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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paper
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
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paper17
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
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paper
2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
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article
2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
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article125
2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
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article41
1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
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paper428
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
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paper
1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
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paper
1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
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article
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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paper22
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
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paper
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance.
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This paper has another version. Agregated cites: 22
article
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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This paper has another version. Agregated cites: 22
paper
2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers.
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paper26
2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers.
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paper
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
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paper49
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
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paper
2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
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article
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
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paper97
2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review.
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This paper has another version. Agregated cites: 97
article
2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers.
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paper
2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
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paper4
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
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book630
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
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paper65

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