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)

19

H index

23

i10 index

2290

Citations

RESEARCH PRODUCTION:

18

Articles

48

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 95
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 107.    Total self citations: 37 (1.59 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvi31
   Updated: 2021-01-16    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 (71)

Campbell, John (43)

Nicodano, Giovanna (42)

Mitchell, Olivia (41)

Haliassos, Michael (22)

Guiso, Luigi (21)

Fugazza, Carolina (21)

Munk, Claus (20)

Wachter, Jessica (20)

Gollier, Christian (20)

Georgarakos, Dimitris (17)

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)

Bollerslev, Tim (11)

Jagannathan, Ravi (11)

Main data

Where Luis M. Viceira has published?

Journals with more than one article published# docs
Review of Finance2
Journal 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 (2021 and 2020)

YearTitle of citing document
2020Optimal Asset Allocation for Commodity Sovereign Wealth Funds. (2020). Parra-Alvarez, Juan ; Ma, Lin ; Irarrazabal, Alfonso A. In: CREATES Research Papers. RePEc:aah:create:2020-10.

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2020Risk Analysis of a Hedge Fund Oriented on Sustainable and Responsible Investments for Emerging Markets. (2020). Prelipcean, Gabriela ; Boscoianu, Mircea . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:22:y:2020:i:55:p:653.

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2020Optimal Investment with Correlated Stochastic Volatility Factors. (2019). Fouque, Jean-Pierre ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1908.07626.

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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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2020Decomposition 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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2020Optimal control of multiple Markov switching stochastic system with application to portfolio decision. (2020). Shi, Jianmin. In: Papers. RePEc:arx:papers:2010.16102.

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2020Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143.

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2020Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14.

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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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2020Financial frictions and the wealth distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:2013.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2020Optimal portfolio choices using financial leverage. (2020). Olmo, Jose ; Laborda, Ricardo. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:2:p:146-166.

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2020Bank capital buffers in a dynamic model. (2020). Pagratis, Spyros ; Michaelides, Alexander ; Mankart, Jochen. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:2:p:473-502.

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2020Term structure determinants of time‐varying risk of 1‐year bond returns. (2020). Khanapure, Revansiddha Basavaraj. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:365-384.

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2020A Macrofinance View of U.S. Sovereign CDS Premiums. (2020). Chernov, Mikhail ; Schneider, Andres ; Schmid, Lukas. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2809-2844.

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2020Sovereign Debt Portfolios, Bond Risks, and the Credibility of Monetary Policy. (2020). Pflueger, Carolin E ; Du, Wenxin ; Schreger, Jesse. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3097-3138.

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2020Lifetime investment and consumption with recursive preferences and small transaction costs. (2020). Seifried, Frank Thomas ; Muhlekarbe, Johannes ; Melnyk, Yaroslav. In: Mathematical Finance. RePEc:bla:mathfi:v:30:y:2020:i:3:p:1135-1167.

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2020Economic Policy Uncertainty and House Prices: Evidence from Geographical Regions of England and Wales. (2020). Choudhry, Taufiq. In: Real Estate Economics. RePEc:bla:reesec:v:48:y:2020:i:2:p:504-529.

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2020Financial Frictions and the Wealth Distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8482.

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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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2020Demographic Shifts and Asset Returns in Japan. (2020). Chen, Jau-er ; Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00133.

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2020Stock market prediction models. (2020). Trainor, William J ; Traian, Anca ; Shelley, Garry L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00486.

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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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2020On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423.

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2020Optimal consumption and portfolio decision with stochastic covariance in incomplete markets. (2020). Hu, Zhijun ; Wang, Hang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920301776.

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2020Dynamic asset allocation with relative wealth concerns in incomplete markets. (2020). Seifried, Frank Thomas ; Meyer-Wehmann, Andre ; Kraft, Holger. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300270.

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2020Factor Investing for the Long Run. (2020). Tarelli, Andrea ; Lioui, Abraham. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301287.

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2020Gain/loss asymmetric stochastic differential utility. (2020). Shigeta, Yuki. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301433.

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2020Can investment advisors promote rational investment? Evidence from micro-data in China. (2020). Wang, Lin ; Zhang, Yixing ; Lu, Xiaomeng. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:251-263.

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2020Optimal investment and consumption with return predictability and execution costs. (2020). Zhu, Song-Ping ; Siu, Chi Chung ; Ma, Guiyuan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:408-419.

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2020Positional momentum and liquidity management; a bivariate rank approach. (2020). Panahidargahloo, Akram. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302232.

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2020Does bank capitalization matter for bank stock returns?. (2020). Scholtens, Bert ; Huang, Qiubin ; de Haan, Jakob. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300681.

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2020Quantile selection in non-linear GMM quantile models. (2020). Montes-Rojas, Gabriel ; Galvao, Antonio F ; de Castro, Luciano. In: Economics Letters. RePEc:eee:ecolet:v:195:y:2020:i:c:s0165176520302470.

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2020Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293.

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2020The role of labor-income risk in household risk-taking. (2020). Li, Jian ; Koulovatianos, Christos ; Hubar, Sylwia. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301537.

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2020Fiscal policy shocks and stock prices in the United States. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301926.

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2020Importance sampling in stochastic optimization: An application to intertemporal portfolio choice. (2020). Blomvall, J ; Ekblom, J. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:1:p:106-119.

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2020Forecasting stock returns: A predictor-constrained approach. (2020). Wang, Yudong ; Pettenuzzo, Davide ; Pan, Zhiyuan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:200-217.

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2020Forced retirement risk and portfolio choice. (2020). Lee, Minjoon ; Chen, Guodong ; Nam, Tong-Yob. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:293-315.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2020Speculator activity and the cross-asset predictability of FX returns. (2020). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302052.

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2020Business cycle variations in exchange rate correlations: Revisiting global currency hedging. (2020). Meyer, Steffen ; Bovers, Kim J ; de Boer, Jantke. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318304161.

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2020Impact of US unconventional monetary policy on dynamic stock-bond correlations: Portfolio rebalancing and signalling channel effects. (2020). Gokmenoglu, Korhan ; al Al, Abobaker. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612318307323.

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2020Flight-to-safety and the risk-return trade-off: European evidence. (2020). Savva, Christos ; Christiansen, Charlotte ; Aslanidis, Nektarios. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319305276.

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2020Unhedgeable inflation risk within pension schemes. (2020). van Wijnbergen, Sweder ; van Wijnbergen, S. J. G., ; Beetsma, R. M. W. J., ; Chen, D. H. J., . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:90:y:2020:i:c:p:7-24.

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2020Dynamic consumption and portfolio choice under prospect theory. (2020). Laeven, Roger ; van Bilsen, Servaas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:91:y:2020:i:c:p:224-237.

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2020Long-term real dynamic investment planning. (2020). Vodika, Peter ; Nielsen, Jens Perch ; Hiabu, Munir ; Gerrard, Russell. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:92:y:2020:i:c:p:90-103.

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2020Sustainability of pension systems with voluntary participation. (2020). Beetsma, Roel ; Romp, Ward. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:125-140.

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2020The participation puzzle with reference-dependent expected utility preferences. (2020). Neilson, William ; Liu, Liqun ; Wang, Jianli. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:93:y:2020:i:c:p:278-287.

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2020Optimal retirement with borrowing constraints and forced unemployment risk. (2020). Zhao, Huainan ; Park, Seyoung ; Jang, Bong-Gyu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:94:y:2020:i:c:p:25-39.

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2020Volatility and dynamic currency hedging. (2020). McDonald, Judith Ann ; Min, Hong-Ghi ; Cho, Jae-Beom. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:64:y:2020:i:c:s104244311930321x.

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2020Putting the pension back in 401(k) retirement plans: Optimal versus default deferred longevity income annuities. (2020). Mitchell, Olivia ; Maurer, Raimond ; Horneff, Vanya. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300510.

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2020A mean-variance benchmark for household portfolios over the life cycle. (2020). Munk, Claus. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s037842662030100x.

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2020VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump. (2020). Wang, Zerong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301114.

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2020Optimal life-cycle labour supply, consumption, and investment: The role of longevity-linked assets. (2020). Regis, Luca ; Menoncin, Francesco. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:120:y:2020:i:c:s0378426620301977.

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2020Survival ambiguity and welfare. (2020). Gorry, Aspen ; Slavov, Sita ; Caliendo, Frank N. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:170:y:2020:i:c:p:20-42.

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2020Portfolio rebalancing in general equilibrium. (2020). Kimball, Miles ; Shumway, Tyler ; Shapiro, Matthew D ; Zhang, Jing. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:816-834.

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2020Liquidity regimes and optimal dynamic asset allocation. (2020). Salam, Mehmet ; Daniel, Kent ; Collin-Dufresne, Pierre. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:379-406.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2020Global currency hedging with common risk factors. (2020). Riddiough, Steven J ; Opie, Wei. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:3:p:780-805.

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2020Fiscal policy driven bond risk premia. (2020). Tamoni, Andrea ; Hsu, Alex ; Bretscher, Lorenzo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:1:p:53-73.

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2020The term structure and inflation uncertainty. (2020). Orphanides, Athanasios ; Breach, Tomas ; Damico, Stefania. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:388-414.

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2020The impact of health insurance on stockholding: A regression discontinuity approach. (2020). Georgarakos, Dimitris ; Christelis, Dimitris ; Sanz-De, Anna. In: Journal of Health Economics. RePEc:eee:jhecon:v:69:y:2020:i:c:s0167629617306951.

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2020Domestically formed international diversification. (2020). Vivian, Andrew ; Lu, Qinye. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:103:y:2020:i:c:s0261560619306473.

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2020Fiscal policy uncertainty and the business cycle: Time series evidence from Italy. (2020). Tommasino, Pietro ; Rossi, Luca ; Anzuini, Alessio. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:65:y:2020:i:c:s0164070420301646.

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2020Nonrecursive separation of risk and time preferences. (2020). Steffensen, Mogens ; Jensen, Ninna Reitzel ; Fahrenwaldt, Matthias Albrecht. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:90:y:2020:i:c:p:95-108.

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2020Dynamic effects of monetary policy shocks on macroeconomic volatility. (2020). Theodoridis, Konstantinos ; Mumtaz, Haroon. In: Journal of Monetary Economics. RePEc:eee:moneco:v:114:y:2020:i:c:p:262-282.

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2020Reaching for dividends. (2020). Sun, Zheng ; Jiang, Hao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:321-338.

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2020Investing for the long run when expected equity premium is nonnegative. (2020). Zhu, Jie ; Zhang, Yugui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302274.

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2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

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2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds. (2020). Noureldin, Diaa ; Moutanabbir, Khouzeima. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:708-730.

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2020Departing from Bayesian inference toward minimaxity to the extent that the posterior distribution is unreliable. (2020). Bickel, David R. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s016771522030105x.

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2020Approximating sums of products of dependent random variables. (2020). Krajewska, Elbieta ; Gajek, Lesaw. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220301061.

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2020Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504.

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2020Portfolio Choice for a Resource-Based Sovereign Wealth Fund: An Analysis of Cash Flows. (2020). Eap, Hanna Marisela ; Mork, Knut Anton ; Haraldsen, Magnus Eskedal. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:8:y:2020:i:1:p:14-:d:329849.

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2020Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:3:p:40-:d:326016.

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2020Portfolio choice with time horizon risk. (2020). Direr, Alexis. In: Working Papers. RePEc:hal:wpaper:hal-02879759.

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2020Health and the share of wealth held in risky assets. (2020). Velli, Evangelia ; Vega, Alejandro. In: Umeå Economic Studies. RePEc:hhs:umnees:0972.

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2020New Policies for Mandatory Defined Contribution Pensions: Industrial Organization Models and Investment Products. (2010). Garcia-Huitron, Manuel ; Lasagabaster, Esperanza ; Impavido, Gregorio. In: IDB Publications (Books). RePEc:idb:idbbks:365.

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2020Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets. (2020). Soegner, Leopold ; Reynolds, Julia ; Wagner, Martin. In: IHS Working Paper Series. RePEc:ihs:ihswps:17.

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2020Too central to fail firms in bi-layered financial networks: Evidence of linkages from the US corporate bond and stock markets. (2020). Chakrabarti, Anindya S ; Srivastava, Pranjal ; Mishra, Abinash. In: IIMA Working Papers. RePEc:iim:iimawp:14628.

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2020Two Birds, One Stone: Joint Timing of Returns and Capital Gains Taxes. (2020). Xu, Jing ; Li, YA ; Ali, Y ; Lei, Yaoting . In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:2:p:823-843.

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2020Dynamic Attention Behavior Under Return Predictability. (2020). Hasler, Michael ; Andrei, Daniel. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:7:p:2906-2928.

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2020Consumption and Portfolio Choice Under Loss Aversion and Endogenous Updating of the Reference Level. (2020). Nijman, Theo E ; van Bilsen, Servaas. In: Management Science. RePEc:inm:ormnsc:v:66:y:2020:i:9:p:3927-3955.

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2020How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13077.

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2020A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. (2020). Kang, Boda ; Zhu, Song-Ping ; Ma, Guiyuan. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09923-w.

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2020Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. (2020). Ma, Chaoqun ; Wu, Hui ; Yue, Shengjie. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09929-4.

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2020Financial econometrics, mathematics, statistics, and financial technology: an overall view. (2020). Lee, Chengfew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:4:d:10.1007_s11156-020-00883-z.

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2020Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks. (2020). Mikaliunaite, Ieva ; Jouvanceau, Valentin. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:79.

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2020Target Date Funds and Portfolio Choice in 401(k) Plans. (2020). Mitchell, Olivia ; Utkus, Stephen. In: NBER Working Papers. RePEc:nbr:nberwo:26684.

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2020A Model of Asset Price Spirals and Aggregate Demand Amplification of a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp. In: NBER Working Papers. RePEc:nbr:nberwo:27044.

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2020Necessary Evidence For A Risk Factor’s Relevance. (2020). Sussman, Abigail B ; Hartzmark, Samuel M ; Chinco, Alexander M. In: NBER Working Papers. RePEc:nbr:nberwo:27227.

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2020Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416.

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2020Demand Risk and Diversification through International Trade. (2020). Esposito, Federico. In: MPRA Paper. RePEc:pra:mprapa:100865.

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2020Can Income Differences Explain the Racial Wealth Gap: A Quantitative Analysis. (). Neumuller, Seth ; Ashman, Hero. In: Review of Economic Dynamics. RePEc:red:issued:18-559.

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2020Asset allocation under predictability and parameter uncertainty using LASSO. (2020). Rigamonti, Andrea ; Weissensteiner, Alex. In: Computational Management Science. RePEc:spr:comgts:v:17:y:2020:i:2:d:10.1007_s10287-020-00367-4.

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2020Does surplus/deficit sharing increase risk-taking in a corporate defined benefit pension plan?. (2020). Romaniuk, Katarzyna. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:43:y:2020:i:1:d:10.1007_s10203-019-00252-z.

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2020Consumption in incomplete markets. (2020). Guasoni, Paolo ; Wang, GU. In: Finance and Stochastics. RePEc:spr:finsto:v:24:y:2020:i:2:d:10.1007_s00780-020-00420-9.

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2020Währungsabsicherung bei Immobilienaktien außerhalb des Euroraums. (2020). Sebastian, Steffen ; Memis, Halil I. In: Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research). RePEc:spr:gjorer:v:6:y:2020:i:1:d:10.1365_s41056-019-00043-y.

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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]		article156
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
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This paper has another version. Agregated cites: 156		paper
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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2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
[Full Text][Citation analysis]		article53
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.
[Full Text][Citation analysis]		paper0
2009Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article34
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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This paper has another version. Agregated cites: 34		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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This paper has another version. Agregated cites: 34		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income In: Journal of Finance.
[Full Text][Citation analysis]		article261
1999Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.(1999) In: NBER Working Papers.
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This paper has another version. Agregated cites: 261		paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]		article77
2009Global Currency Hedging.(2009) In: Scholarly Articles.
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This paper has another version. Agregated cites: 77		paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 77		paper
2007THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper19
2010The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series.
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This paper has another version. Agregated cites: 19		paper
2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 19		paper
2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
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This paper has another version. Agregated cites: 19		chapter
2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
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This paper has another version. Agregated cites: 19		paper
2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
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This paper has another version. Agregated cites: 19		article
2007PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper12
2001A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper193
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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This paper has another version. Agregated cites: 193		article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 193		paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 193		paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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This paper has another version. Agregated cites: 23		article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper31
2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper154
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 154		article
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper50
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 50		paper
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper13
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		paper
2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13		article
2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article117
2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article32
1998Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper362
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
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This paper has another version. Agregated cites: 362		paper
1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 362		paper
1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 362		article
2000Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor In: Harvard Institute of Economic Research Working Papers.
[Full Text][Citation analysis]		paper17
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999.
[Citation analysis]
This paper has another version. Agregated cites: 17		paper
2013Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper28
2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers.
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This paper has another version. Agregated cites: 28		paper
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper22
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
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This paper has another version. Agregated cites: 22		paper
2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 22		article
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper72
2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 72		article
2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers.
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This paper has another version. Agregated cites: 72		paper
2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
[Citation analysis]		book509
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper38

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