19
H index
23
i10 index
2290
Citations
Harvard University (34% share) | 19 H index 23 i10 index 2290 Citations RESEARCH PRODUCTION: 18 Articles 48 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luis M. Viceira. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Review of Finance | 2 |
Journal of Finance | 2 |
American Economic Review | 2 |
Year | Title of citing document | |
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2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Risk 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. Full description at Econpapers || Download paper | |
2020 | Optimal Investment with Correlated Stochastic Volatility Factors. (2019). Fouque, Jean-Pierre ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:1908.07626. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds. (2020). Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2004.01506. Full description at Econpapers || Download paper | |
2020 | Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096. Full description at Econpapers || Download paper | |
2020 | Optimal control of multiple Markov switching stochastic system with application to portfolio decision. (2020). Shi, Jianmin. In: Papers. RePEc:arx:papers:2010.16102. Full description at Econpapers || Download paper | |
2020 | Dissecting Time-Varying Risk Exposures in Cryptocurrency Markets. (2020). Pedio, Manuela ; Guidolin, Massimo ; Bianchi, Daniele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20143. Full description at Econpapers || Download paper | |
2020 | Learning, Equilibrium Trend, Cycle, and Spread in Bond Yields. (2020). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:20-14. Full description at Econpapers || Download paper | |
2020 | A Portfolio-Balance Model of Inflation and Yield Curve Determination. (2020). de los Rios, Antonio Diez. In: Staff Working Papers. RePEc:bca:bocawp:20-6. Full description at Econpapers || Download paper | |
2020 | Financial frictions and the wealth distribution. (2020). Nuño Barrau, Galo ; Hurtado, Samuel ; Fernandez-Villaverde, Jesus ; Nuo, Galo. In: Working Papers. RePEc:bde:wpaper:2013. Full description at Econpapers || Download paper | |
2020 | Break-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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Bank 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. Full description at Econpapers || Download paper | |
2020 | Term structure determinants of timeâ€varying risk of 1â€year bond returns. (2020). Khanapure, Revansiddha Basavaraj. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:3:p:365-384. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Sovereign 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. Full description at Econpapers || Download paper | |
2020 | Lifetime 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. Full description at Econpapers || Download paper | |
2020 | Economic 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2020 | Demographic Shifts and Asset Returns in Japan. (2020). Chen, Jau-er ; Mitra, Rajarshi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00133. Full description at Econpapers || Download paper | |
2020 | Stock market prediction models. (2020). Trainor, William J ; Traian, Anca ; Shelley, Garry L. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00486. Full description at Econpapers || Download paper | |
2020 | Price 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. Full description at Econpapers || Download paper | |
2020 | On the inflation risks embedded in sovereign bond yields. (2020). Camba-Mendez, Gonzalo. In: Working Paper Series. RePEc:ecb:ecbwps:20202423. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Factor 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. Full description at Econpapers || Download paper | |
2020 | Gain/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. Full description at Econpapers || Download paper | |
2020 | Can 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Positional 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Quantile 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. Full description at Econpapers || Download paper | |
2020 | Testing identification strength. (2020). Antoine, Bertille ; Renault, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:271-293. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | Importance 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. Full description at Econpapers || Download paper | |
2020 | Forecasting 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. Full description at Econpapers || Download paper | |
2020 | Forced 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. Full description at Econpapers || Download paper | |
2020 | Stock-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. Full description at Econpapers || Download paper | |
2020 | Speculator 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. Full description at Econpapers || Download paper | |
2020 | Business 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. Full description at Econpapers || Download paper | |
2020 | Impact 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. Full description at Econpapers || Download paper | |
2020 | Flight-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. Full description at Econpapers || Download paper | |
2020 | Unhedgeable 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Long-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. Full description at Econpapers || Download paper | |
2020 | Sustainability 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Volatility 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. Full description at Econpapers || Download paper | |
2020 | Putting 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. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | VIX 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Survival 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. Full description at Econpapers || Download paper | |
2020 | Portfolio 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. Full description at Econpapers || Download paper | |
2020 | Liquidity 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. Full description at Econpapers || Download paper | |
2020 | Time-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. Full description at Econpapers || Download paper | |
2020 | Global 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. Full description at Econpapers || Download paper | |
2020 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | The 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. Full description at Econpapers || Download paper | |
2020 | Domestically 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. Full description at Econpapers || Download paper | |
2020 | Fiscal 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. Full description at Econpapers || Download paper | |
2020 | Nonrecursive 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Reaching for dividends. (2020). Sun, Zheng ; Jiang, Hao. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:321-338. Full description at Econpapers || Download paper | |
2020 | Investing 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. Full description at Econpapers || Download paper | |
2020 | Are 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. Full description at Econpapers || Download paper | |
2020 | Optimal 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. Full description at Econpapers || Download paper | |
2020 | Departing 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. Full description at Econpapers || Download paper | |
2020 | Approximating 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. Full description at Econpapers || Download paper | |
2020 | Risk Premia at the ZLB: A Macroeconomic Interpretation. (2020). Gourio, Francois ; Ngo, Phuong. In: Working Paper Series. RePEc:fip:fedhwp:87504. Full description at Econpapers || Download paper | |
2020 | Portfolio 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. Full description at Econpapers || Download paper | |
2020 | Safe-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. Full description at Econpapers || Download paper | |
2020 | Portfolio choice with time horizon risk. (2020). Direr, Alexis. In: Working Papers. RePEc:hal:wpaper:hal-02879759. Full description at Econpapers || Download paper | |
2020 | Health and the share of wealth held in risky assets. (2020). Velli, Evangelia ; Vega, Alejandro. In: Umeå Economic Studies. RePEc:hhs:umnees:0972. Full description at Econpapers || Download paper | |
2020 | New 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. Full description at Econpapers || Download paper | |
2020 | Deviations 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. Full description at Econpapers || Download paper | |
2020 | Too 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. Full description at Econpapers || Download paper | |
2020 | Two 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. Full description at Econpapers || Download paper | |
2020 | Dynamic 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. Full description at Econpapers || Download paper | |
2020 | Consumption 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. Full description at Econpapers || Download paper | |
2020 | How People React to Pension Risk. (2020). de Grip, Andries ; Sleijpen, Olaf ; Salamanca, Nicolas. In: IZA Discussion Papers. RePEc:iza:izadps:dp13077. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Pricing 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. Full description at Econpapers || Download paper | |
2020 | Financial 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. Full description at Econpapers || Download paper | |
2020 | Euro Area Monetary Communications: Excess Sensitivity and Perception Shocks. (2020). Mikaliunaite, Ieva ; Jouvanceau, Valentin. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:79. Full description at Econpapers || Download paper | |
2020 | Target Date Funds and Portfolio Choice in 401(k) Plans. (2020). Mitchell, Olivia ; Utkus, Stephen. In: NBER Working Papers. RePEc:nbr:nberwo:26684. Full description at Econpapers || Download paper | |
2020 | A 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. Full description at Econpapers || Download paper | |
2020 | Necessary 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. Full description at Econpapers || Download paper | |
2020 | Treasury Inconvenience Yields during the COVID-19 Crisis. (2020). Nagel, Stefan ; He, Zhiguo ; Song, Zhaogang. In: NBER Working Papers. RePEc:nbr:nberwo:27416. Full description at Econpapers || Download paper | |
2020 | Demand Risk and Diversification through International Trade. (2020). Esposito, Federico. In: MPRA Paper. RePEc:pra:mprapa:100865. Full description at Econpapers || Download paper | |
2020 | Can Income Differences Explain the Racial Wealth Gap: A Quantitative Analysis. (). Neumuller, Seth ; Ashman, Hero. In: Review of Economic Dynamics. RePEc:red:issued:18-559. Full description at Econpapers || Download paper | |
2020 | Asset 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. Full description at Econpapers || Download paper | |
2020 | Does 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. Full description at Econpapers || Download paper | |
2020 | Consumption 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. Full description at Econpapers || Download paper | |
2020 | Währungsabsicherung 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2001 | Who Should Buy Long-Term Bonds? In: American Economic Review. [Full Text][Citation analysis] | article | 156 |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2000 | Who Should Buy Long-Term Bonds?.(2000) In: Harvard Institute of Economic Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
1998 | Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 156 | paper | |
2008 | Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review. [Full Text][Citation analysis] | article | 53 |
2008 | Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2011 | Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 17 |
2011 | Inflation-Indexed Bonds and the Expectations Hypothesis.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | The euro as a reserve currency for global investors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Understanding Inflation-Indexed Bond Markets In: Brookings Papers on Economic Activity. [Full Text][Citation analysis] | article | 34 |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2009 | Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2009 | Understanding 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 | |
2001 | Optimal Portfolio Choice for Longâ€Horizon Investors with Nontradable Labor Income In: Journal of Finance. [Full Text][Citation analysis] | article | 261 |
1999 | Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.(1999) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 261 | paper | |
2010 | Global Currency Hedging In: Journal of Finance. [Full Text][Citation analysis] | article | 77 |
2009 | Global Currency Hedging.(2009) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2007 | Global Currency Hedging.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 77 | paper | |
2007 | THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 19 |
2010 | The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2006 | The Excess Burden of Government Indecision.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2012 | The Excess Burden of Government Indecision.(2012) In: NBER Chapters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | chapter | |
2007 | The Excess Burden of Government Indecision.(2007) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2012 | The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2007 | PUTTY-CLAY TECHNOLOGY AND STOCK MARKET VOLATILITY In: Boston University - Department of Economics - Working Papers Series. [Citation analysis] | paper | 12 |
2001 | A Multivariate Model of Strategic Asset Allocation In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 193 |
2003 | A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | article | |
2003 | A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2001 | A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 193 | paper | |
2002 | Foreign Currency for Long-Term Investors In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 23 |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Economic Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | article | |
2003 | Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2002 | Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 23 | paper | |
2003 | Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 31 |
2004 | Strategic 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 | |
2004 | Strategic 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 | |
2003 | Strategic 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 | |
2005 | Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 154 |
1999 | Dynamic 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 | |
1999 | Dynamic 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 | |
2005 | Dynamic 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 | |
2005 | The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 50 |
2005 | The 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 | |
2006 | Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
2006 | Optimal 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 | |
2011 | Optimal 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 | |
2003 | Spectral GMM estimation of continuous-time processes In: Journal of Econometrics. [Full Text][Citation analysis] | article | 117 |
2012 | Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 32 |
1998 | Consumption and Portfolio Decisions When Expected Returns Are Time Varying In: Harvard Institute of Economic Research Working Papers. [Citation analysis] | paper | 362 |
1999 | Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles. [Full Text][Citation analysis] This paper has another version. Agregated cites: 362 | paper | |
1996 | Consumption 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 | |
1999 | Consumption 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 | |
2000 | Stock 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] | paper | 17 |
2001 | Stock 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 | |
2001 | Stock 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 | |
1999 | Stock 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 | |
2013 | Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 28 |
2011 | Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2018 | Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers. [Full Text][Citation analysis] | paper | 22 |
2014 | Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2020 | Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2009 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers. [Full Text][Citation analysis] | paper | 72 |
2017 | Inflation 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 | |
2008 | Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 72 | paper | |
2018 | Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue. [Citation analysis] | book | 509 |
2014 | Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 38 |
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