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

2015

Citations

RESEARCH PRODUCTION:

16

Articles

48

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 91
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 264.    Total self citations: 37 (1.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2019-09-14    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 (69)

Campbell, John (42)

Nicodano, Giovanna (42)

Mitchell, Olivia (36)

Fugazza, Carolina (21)

Wachter, Jessica (20)

Guiso, Luigi (20)

Haliassos, Michael (18)

Gollier, Christian (18)

Michaelides, Alexander (16)

Georgarakos, Dimitris (16)

Cites to:

Campbell, John (164)

Shiller, Robert (44)

merton, robert (21)

Wachter, Jessica (18)

Stambaugh, Robert (16)

Bekaert, Geert (16)

French, Kenneth (15)

Vayanos, Dimitri (13)

Ait-Sahalia, Yacine (12)

Bollerslev, Tim (11)

Jagannathan, Ravi (11)

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
Scholarly Articles / Harvard University Department of Economics7
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 (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). Hu, Ruimeng ; Fouque, Jean-Pierre. 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). Fouque, Jean-Pierre ; Hu, Ruimeng. 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). Herdegen, Martin ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1711.06679.

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2019Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments. (2018). Hu, Ruimeng. In: Papers. RePEc:arx:papers:1803.07720.

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2019Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios. (2018). 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. (2018). Bauerle, Nicole ; Desmettre, Sascha. 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). Bichuch, Maxim ; Fouque, Jean-Pierre. In: Papers. RePEc:arx:papers:1908.07626.

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

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

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2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. 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). Damar, Evren H ; Mordel, Adi ; Gropp, Reint. In: Staff Working Papers. RePEc:bca:bocawp:19-29.

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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). Cieslak, Anna ; Schrimpf, Andreas. 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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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). Hacioglu Hoke, Sinem ; Bluwstein, Kristina ; Miranda-Agrippino, Silvia. 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). Ito, Yuichiro ; Fujiwara, Shigeaki ; Takizuka, Yasutaka. 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). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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

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2018Optimal Asset Allocation with Multivariate Bayesian Dynamic Linear Models. (2018). Carvalho, Carlos ; Pettenuzzo, Davide ; Fisher, Jared D. 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). Bagliano, Fabio C ; Nicodano, Giovanna ; 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). D'Acunto, Francesco ; Rossi, Alberto G ; PRABHALA, NAGPURNANAND . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6907.

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2018Heterogeneity and Persistence in Returns to Wealth. (2018). Fagereng, Andreas ; Pistaferri, Luigi ; Malacrino, Davide ; 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). Bhamra, Harjaat S ; Weber, Michael ; 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). Westerhout, ED ; Ciocyte, Ona . In: CPB Discussion Paper. RePEc:cpb:discus:344.

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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). Caballero, Ricardo ; Simsek, Alp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13815.

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2018Global Positioning Risk and FX Trading Strategies. (2002). 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). Schindelhauer, Kai ; Zhou, Chen. 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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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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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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2018Asset allocation with time series momentum and reversal. (2018). Li, Youwei ; He, Xuezhong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:441-457.

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2018Portfolio selection with consumption ratcheting. (2018). Jeon, Junkee ; Shin, Yong Hyun ; Koo, Hyeng Keun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:153-182.

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2018Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like. (2018). Oliva, I ; Reno, R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:94:y:2018:i:c:p:242-256.

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2018Stochastic volatility implies fourth-degree risk dominance: Applications to asset pricing. (2018). Gollier, Christian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:95:y:2018:i:c:p:155-171.

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2017Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations. (2017). Li, Shaoyu ; Xu, Zhiwei ; Wei, Lijia. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:113-125.

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2017The demand of energy from an optimal portfolio choice perspective. (2017). Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:478-494.

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2017Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model. (2017). Siu, Tak Kuen ; Ching, Wai-Ki ; Lu, Jiejun ; Zhu, Dong-Mei . In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:223-232.

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2017Long-term investment with stochastic interest and inflation rates: The need for inflation-indexed bonds. (2017). Prigent, Jean-Luc ; Abid, Ilyes ; Mkaouar, Farid. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:228-247.

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2018Time-consistent mean-variance portfolio selection with only risky assets. (2018). Pun, Chi Seng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:281-292.

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2018The importance of hedging currency risk: Evidence from CNY and CNH. (2018). Du, Jiangze ; Lai, Kin Keung ; Hsu, Yuan-Teng ; Wang, Jying-Nan. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:81-92.

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2017Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing. (2017). Liang, Hanchao ; Cai, Chuangqun ; Zhang, Rengui ; Yang, Chunpeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:85-102.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Approximate analytical solutions for consumption/investment problems under recursive utility and finite horizon. (2019). Garcia, Rene ; Campani, Carlos Heitor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:364-384.

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2018Testing for jumps and jump intensity path dependence. (2018). Corradi, Valentina ; Swanson, Norman R ; Silvapulle, Mervyn J. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:2:p:248-267.

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2019Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects. (2019). Gagliardini, Patrick ; Gourieroux, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:613-637.

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2019Mutual fund flows and investors’ expectations in BRICS economies: Implications for international diversification. (2019). Ghafoor, Abdul ; Ur, Ijaz ; Khan, Habib Hussain ; Qureshi, Fiza. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:1:p:130-150.

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2017Federal Reserve credibility and the term structure of interest rates. (2017). Lakdawala, Aeimit ; Wu, Shu. In: European Economic Review. RePEc:eee:eecrev:v:100:y:2017:i:c:p:364-389.

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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]		article140
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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1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
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This paper has another version. Agregated cites: 140		paper
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
[Full Text][Citation analysis]		article46
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 46		paper
2011Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article16
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.
[Full Text][Citation analysis]		paper0
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article31
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.
[Full Text][Citation analysis]		article232
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.
[Full Text][Citation analysis]		article65
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.
[Citation analysis]		paper13
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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2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
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2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
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2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
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2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper10
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper176
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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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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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.
[Full Text][Citation analysis]		paper28
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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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper134
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.
[Full Text][Citation analysis]		paper42
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.
[Full Text][Citation analysis]		paper11
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.
[Full Text][Citation analysis]		article107
2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article26
1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper324
1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
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1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
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1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
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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.
[Full Text][Citation analysis]		paper14
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
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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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2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper24
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.
[Full Text][Citation analysis]		paper20
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.
[Full Text][Citation analysis]		paper53
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.
[Citation analysis]		book447
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper34

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