Luis M. Viceira : Citation Profile

Harvard University (34% share)
Harvard University (33% share)
National Bureau of Economic Research (NBER) (33% share)

22

H index

23

i10 index

3370

Citations

RESEARCH PRODUCTION:

18

Articles

49

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   29 years (1996 - 2025). See details.
   Cites by year: 116
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 155.    Total self citations: 37 (1.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2025-12-20    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Campbell, John (2)

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 (77)

Mitchell, Olivia (57)

Nicodano, Giovanna (54)

Campbell, John (51)

Guiso, Luigi (44)

Fagereng, Andreas (33)

Munk, Claus (29)

Michaelides, Alexander (27)

Haliassos, Michael (27)

Fugazza, Carolina (24)

Wachter, Jessica (23)

Cites to:

Campbell, John (193)

Shiller, Robert (44)

merton, robert (25)

Vayanos, Dimitri (18)

Bekaert, Geert (18)

Wachter, Jessica (17)

Stambaugh, Robert (16)

French, Kenneth (15)

Bollerslev, Tim (13)

Cochrane, John (13)

Ait-Sahalia, Yacine (12)

Main data

Where Luis M. Viceira has published?

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

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc20
Scholarly Articles / Harvard University Department of Economics7
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
Harvard Business School Working Papers / Harvard Business School2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

Recent works citing Luis M. Viceira (2025 and 2024)

YearTitle of citing document
2024The Elasticity of Quantitative Investment. (2024). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

Full description at Econpapers || Download paper

2024Worst-Case Optimal Investment in Incomplete Markets. (2024). Merkel, Sebastian ; Desmettre, Sascha ; Mickel, Annalena ; Steinicke, Alexander. In: Papers. RePEc:arx:papers:2311.10021.

Full description at Econpapers || Download paper

2025Learning Mertons Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration. (2023). Dong, Yuchao ; Jia, Yanwei ; Yu, Xun ; Dai, Min. In: Papers. RePEc:arx:papers:2312.11797.

Full description at Econpapers || Download paper

2024Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors. (2024). Yu, Xiang ; Wang, Wenyuan ; Yan, Kaixin. In: Papers. RePEc:arx:papers:2401.14672.

Full description at Econpapers || Download paper

2024Portfolio Optimization under Transaction Costs with Recursive Preferences. (2024). Herdegen, Martin ; Hobson, David. In: Papers. RePEc:arx:papers:2402.08387.

Full description at Econpapers || Download paper

2024Method of Moments Estimation for Affine Stochastic Volatility Models. (2024). Wu, Yan-Feng ; Yang, Xiangyu ; Hu, Jian-Qiang. In: Papers. RePEc:arx:papers:2408.09185.

Full description at Econpapers || Download paper

2024Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates. (2024). Hao, Nicole ; Li, Echo ; Luong-Le, Diep. In: Papers. RePEc:arx:papers:2408.15416.

Full description at Econpapers || Download paper

2024Optimal post-retirement investment under longevity risk in collective funds. (2024). Dalby, James ; Buescu, Cristin ; Armstrong, John. In: Papers. RePEc:arx:papers:2409.15325.

Full description at Econpapers || Download paper

2025Two-fund separation under hyperbolically distributed returns and concave utility function. (2025). Bayraktar, Erhan ; Sayit, Hasanjan ; Hayashi, Takaki ; Abudurexiti, Nuerxiati. In: Papers. RePEc:arx:papers:2410.04459.

Full description at Econpapers || Download paper

2024Optimal mutual insurance against systematic longevity risk. (2024). Dalby, James ; Armstrong, John. In: Papers. RePEc:arx:papers:2410.07749.

Full description at Econpapers || Download paper

2024A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics. (2024). Kou, Steven ; Peng, Xianhua ; Zhang, Lekang. In: Papers. RePEc:arx:papers:2411.08668.

Full description at Econpapers || Download paper

2024Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints. (2024). Yu, Xiang ; Yan, Kaixin ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2411.13579.

Full description at Econpapers || Download paper

2025Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints. (2025). Cui, Xiangyu ; Shi, Yun ; Jin, Chengneng ; Gao, Jianjun. In: Papers. RePEc:arx:papers:2502.17915.

Full description at Econpapers || Download paper

2025Target-Date Funds: A State-of-the-Art Review with Policy Applications to Chiles Pension Reform. (2025). Larr, Omar ; Su, Fernando. In: Papers. RePEc:arx:papers:2504.17713.

Full description at Econpapers || Download paper

2025Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation. (2025). Fabozzi, Frank J ; Rachev, Svetlozar T ; Jha, Ayush ; Shirvani, Abootaleb ; Jaffri, Ali. In: Papers. RePEc:arx:papers:2505.12198.

Full description at Econpapers || Download paper

2025Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios. (2025). Jha, Ayush ; Rachev, Svetlozar T ; Fabozzi, Frank J ; Jaffri, Ali ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:2505.24250.

Full description at Econpapers || Download paper

2025Solving dynamic portfolio selection problems via score-based diffusion models. (2025). Bayraktar, Erhan ; Yuan, Fengyi ; Aghapour, Ahmad. In: Papers. RePEc:arx:papers:2507.09916.

Full description at Econpapers || Download paper

2025Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility. (2025). Chan, Patrick ; Zimbidis, Iosif ; Sircar, Ronnie. In: Papers. RePEc:arx:papers:2507.17162.

Full description at Econpapers || Download paper

2025Dynamic Factor Models with Forward-Looking Views. (2025). Abdelhakmi, Anas. In: Papers. RePEc:arx:papers:2509.11528.

Full description at Econpapers || Download paper

2025Community-level Contagion among Diverse Financial Assets. (2025). Crane, Martin ; Bezbradica, Marija ; Ngoc, An Pham. In: Papers. RePEc:arx:papers:2509.15232.

Full description at Econpapers || Download paper

2024Deriving Longer-Term Inflation Expectations and Inflation Risk Premium Measures for Canada. (2024). Feunou, Bruno ; Tarshi, Zabi. In: Discussion Papers. RePEc:bca:bocadp:24-09.

Full description at Econpapers || Download paper

2024Estimating the Portfolio-Balance Effects of the Bank of Canada’s Government of Canada Bond Purchase Program. (2024). Diez de los Rios, Antonio. In: Staff Working Papers. RePEc:bca:bocawp:24-34.

Full description at Econpapers || Download paper

2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

Full description at Econpapers || Download paper

2025Money Talks: Transaction Costs, the Value of Convenience, and the Cross-Section of Safe Asset Returns. (2025). Nenov, Plamen ; Schneider, Fabienne ; Syrstad, Olav ; Juelsrud, Ragnar. In: Staff Working Papers. RePEc:bca:bocawp:25-34.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1448_24.

Full description at Econpapers || Download paper

2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

Full description at Econpapers || Download paper

2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

Full description at Econpapers || Download paper

2025Global or Regional Safe Assets: Evidence from Bond Substitution Patterns. (2025). Nenova, Tsvetelina. In: BIS Working Papers. RePEc:bis:biswps:1254.

Full description at Econpapers || Download paper

2024Currency Management by International Fixed‐Income Mutual Funds. (2024). Sialm, Clemens ; Zhu, Qifei. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4037-4081.

Full description at Econpapers || Download paper

2024Machine Learning for Continuous-Time Finance. (2024). Duarte, Victor ; Silva, Dejanir H. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10909.

Full description at Econpapers || Download paper

2025Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667.

Full description at Econpapers || Download paper

2024Portfolio management with big data. (2024). Sentana, Enrique ; Pearanda, Francisco. In: Working Papers. RePEc:cmf:wpaper:wp2024_2411.

Full description at Econpapers || Download paper

2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

Full description at Econpapers || Download paper

2025Hedging against inflation: International evidence on investor clientele effects in the bond market. (2025). Boermans, Martijn. In: Working Papers. RePEc:dnb:dnbwpp:838.

Full description at Econpapers || Download paper

2025From Pandemics to Portfolios: Long-Term Impacts of the 2009 H1N1 Outbreak on Household Investment Choices. (2025). Leung, Charles ; Zhang, Shumeng ; Ka, Charles ; Guo, Naijia. In: ISER Discussion Paper. RePEc:dpr:wpaper:1274.

Full description at Econpapers || Download paper

2024A look back at 25 years of the ECB SPF. (2024). Meyler, Aidan ; Fonseca, Luís ; Bates, Colm ; Arioli, Rodolfo ; Fagandini, Bruno ; Zahrt, Octavia ; Allayioti, Anastasia ; Healy, Peter ; Botelho, Vasco ; Minasian, Ryan. In: Occasional Paper Series. RePEc:ecb:ecbops:2024364.

Full description at Econpapers || Download paper

2025Climate-linked bonds. (2025). Verhoeven, Niek ; Dimitrov, Daniel ; Broeders, Dirk. In: Working Paper Series. RePEc:ecb:ecbwps:20253011.

Full description at Econpapers || Download paper

2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

Full description at Econpapers || Download paper

2025The implications of CIP deviations for international capital flows. (2025). Kubitza, Christian ; Vandeweyer, Quentin ; Sigaux, Jean-David. In: Working Paper Series. RePEc:ecb:ecbwps:20253017.

Full description at Econpapers || Download paper

2025Financial distress and return: A finite mixture approach. (2025). Cheng, Zhuo ; Fang, Jing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:92:y:2025:i:c:s0929119925000471.

Full description at Econpapers || Download paper

2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Li, Junye ; Zinna, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

Full description at Econpapers || Download paper

2024Replicating business cycles and asset returns with sentiment and low risk aversion. (2024). Lansing, Kevin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001131.

Full description at Econpapers || Download paper

2024Optimal early retirement with target wealth. (2024). Tian, Weidong ; Ivanov, Katerina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001180.

Full description at Econpapers || Download paper

2025Health-behavior link: The impact of health shocks on asset allocation and consumption in older households. (2025). Cang, Han ; Li, Chao ; Zhu, Qixuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1244-1260.

Full description at Econpapers || Download paper

2024Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy. (2024). Wang, Hailong ; Hu, Duni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000688.

Full description at Econpapers || Download paper

2024Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

Full description at Econpapers || Download paper

2025Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications. (2025). Escobar Anel, Marcos ; Yang, Yu-Jung ; Escobar-Anel, Marcos ; Zagst, Rudi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000166.

Full description at Econpapers || Download paper

2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

Full description at Econpapers || Download paper

2024Estimating option pricing models using a characteristic function-based linear state space representation. (2024). Laeven, Roger ; Vladimirov, Evgenii ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624002094.

Full description at Econpapers || Download paper

2025The term structure of macroeconomic risks at the effective lower bound. (2025). Roussellet, Guillaume. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623000143.

Full description at Econpapers || Download paper

2025When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706.

Full description at Econpapers || Download paper

2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

Full description at Econpapers || Download paper

2025Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646.

Full description at Econpapers || Download paper

2024FX-hedging for Latin American investors. (2024). Alfaro, Rodrigo ; Goldberger, Natan. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000128.

Full description at Econpapers || Download paper

2024Aggregate portfolio choice. (2024). Inkmann, Joachim. In: Journal of Empirical Finance. RePEc:eee:empfin:v:77:y:2024:i:c:s092753982400029x.

Full description at Econpapers || Download paper

2024Time-varying relative risk aversion: Theoretical mechanism and empirical evidence. (2024). Liu, Haiyong ; Cai, Zongwu. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000707.

Full description at Econpapers || Download paper

2024Time-varying variance decomposition of macro-finance term structure models. (2024). Hansen, Anne Lundgaard. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000975.

Full description at Econpapers || Download paper

2025What drives robo-advice?. (2025). Lehner, Sebastian ; Scherer, Bernd. In: Journal of Empirical Finance. RePEc:eee:empfin:v:80:y:2025:i:c:s0927539824001087.

Full description at Econpapers || Download paper

2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

Full description at Econpapers || Download paper

2025The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275.

Full description at Econpapers || Download paper

2024Carbon emissions and liquidity management. (2024). Gurdgiev, Constantin ; Karim, Sitara ; Goodell, John W ; Palma, Alessia. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002990.

Full description at Econpapers || Download paper

2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

Full description at Econpapers || Download paper

2024Mean–variance optimization under affine GARCH: A utility-based solution. (2024). Escobar Anel, Marcos ; Zagst, Rudi ; Escobar-Anel, Marcos ; Spies, Ben. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011212.

Full description at Econpapers || Download paper

2024Inequality, premium and the timing of resolution of uncertainty. (2024). Giannikos, Christos ; Koimisis, Georgios. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012357.

Full description at Econpapers || Download paper

2024Population aging, digital divide, and household financial asset choices—An empirical study based on prefecture-level population census data. (2024). Zhao, Zhenkun ; Liu, Tao ; Gao, Genghe. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007219.

Full description at Econpapers || Download paper

2024How green screening influences risk transmission among stock-bond indices: Insight into the dependence structure. (2024). Pan, Zhijie ; Zheng, Yanting ; Xu, Dandan ; Wang, Ting. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011759.

Full description at Econpapers || Download paper

2025A data-driven prediction method for multi-period portfolio optimization using the real options approach. (2025). Arasteh, Abdollah. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006634.

Full description at Econpapers || Download paper

2025Subjective survival beliefs and the life-cycle model. (2025). Haberman, Steven ; Owadally, Iqbal ; Jeong, Seung Yeon ; Wright, Douglas. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:122:y:2025:i:c:p:11-29.

Full description at Econpapers || Download paper

2025News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368.

Full description at Econpapers || Download paper

2024Back to the funding ratio! Addressing the duration puzzle and retirement income risk of defined contribution pension plans. (2024). Martinez-Carrasco, Miguel ; Garcia-Huitron, Manuel E ; Martellini, Lionel ; Mantilla-Garcia, Daniel. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002479.

Full description at Econpapers || Download paper

2024Cash holdings in pension funds. (2024). Hasa, Sidita ; Salva, Carolina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:161:y:2024:i:c:s0378426624000323.

Full description at Econpapers || Download paper

2024Debt-stabilizing properties of GDP-linked securities: A macro-finance perspective. (2024). Sahuc, Jean-Guillaume ; Renne, Jean-Paul ; Mouabbi, Sarah. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000517.

Full description at Econpapers || Download paper

2024When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model. (2024). Yang, Yiwen ; Xie, Jinyan ; Yao, Jing ; Gao, Jianjun ; Li, Duan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000797.

Full description at Econpapers || Download paper

2024Left behind: Partisan identity, stock market participation, and wealth inequality. (2024). Ke, DA. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:164:y:2024:i:c:s0378426624001183.

Full description at Econpapers || Download paper

2025Global currency hedging with ambiguity. (2025). Vasiljevi, Nikola ; Ulrych, Urban. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002802.

Full description at Econpapers || Download paper

2025From pandemics to portfolios: Long-term impacts of the 2009 H1N1 outbreak on household investment choices. (2025). Leung, Charles ; Guo, Naijia ; Zhang, Shumeng. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:231:y:2025:i:c:s0167268125000514.

Full description at Econpapers || Download paper

2024Human capital risk and portfolio choices: Evidence from university admission discontinuities. (2024). Shore, Stephen H ; D'Astous, Philippe. In: Journal of Financial Economics. RePEc:eee:jfinec:v:154:y:2024:i:c:s0304405x24000163.

Full description at Econpapers || Download paper

2024Robo advisors and access to wealth management. (2024). Sokolinski, Stanislav ; Reher, Michael. In: Journal of Financial Economics. RePEc:eee:jfinec:v:155:y:2024:i:c:s0304405x24000527.

Full description at Econpapers || Download paper

2024Are cryptos different? Evidence from retail trading. (2024). Kogan, Shimon ; Niessner, Marina ; Makarov, Igor ; Schoar, Antoinette. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x2400120x.

Full description at Econpapers || Download paper

2024Inflation and Disintermediation. (2024). Baron, Matthew ; Agarwal, Isha. In: Journal of Financial Economics. RePEc:eee:jfinec:v:160:y:2024:i:c:s0304405x24001259.

Full description at Econpapers || Download paper

2025Back to the 1980s or not? The drivers of inflation and real risks in Treasury bonds. (2025). Pflueger, Carolin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:167:y:2025:i:c:s0304405x25000352.

Full description at Econpapers || Download paper

2025Reaching for yield: Evidence from households. (2025). Zhu, Ning ; Smirnova, Oksana ; Peng, Cameron ; Gomes, Francisco. In: Journal of Financial Economics. RePEc:eee:jfinec:v:168:y:2025:i:c:s0304405x25000650.

Full description at Econpapers || Download paper

2024Inflation at risk in advanced and emerging market economies. (2024). Zampolli, Fabrizio ; Mehrotra, Aaron ; Contreras, Juan ; Banerjee, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000123.

Full description at Econpapers || Download paper

2024Prices and returns: Role of inflation. (2024). Sun, Yulong. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001360.

Full description at Econpapers || Download paper

2025A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile. (2025). Romero, Damian ; Ceballos, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:150:y:2025:i:c:s0261560624002213.

Full description at Econpapers || Download paper

2024Oil price shocks in real time. (2024). Gazzani, Andrea Giovanni ; Veronese, Giovanni ; Venditti, Fabrizio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:144:y:2024:i:c:s0304393223001630.

Full description at Econpapers || Download paper

2025Equilibrium yield curves with imperfect information. (2025). Tanaka, Hiroatsu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:149:y:2025:i:c:s0304393224000746.

Full description at Econpapers || Download paper

2024Do jumps matter in discrete-time portfolio optimization?. (2024). Escobar Anel, Marcos ; Spies, Ben ; Escobar-Anel, Marcos ; Zagst, Rudi. In: Operations Research Perspectives. RePEc:eee:oprepe:v:13:y:2024:i:c:s2214716024000162.

Full description at Econpapers || Download paper

2024Predicting the equity premium with financial ratios: A comprehensive look over a long period in Korea. (2024). Ho, Young ; Hahn, Jaehoon ; Park, Dojoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000714.

Full description at Econpapers || Download paper

2024Hedging global currency risk: A dynamic machine learning approach. (2024). Pagnottoni, Paolo ; Spelta, Alessandro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004576.

Full description at Econpapers || Download paper

2025Robust non-zero-sum investment–consumption games under multivariate stochastic covariance models. (2025). Zhang, Yumo ; Zhu, Huainian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001558.

Full description at Econpapers || Download paper

2024Examining the New Keynesian Phillips Curve in the U.S.: Why has the relationship between inflation and unemployment weakened?. (2024). Haschka, Rouven E. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000516.

Full description at Econpapers || Download paper

2024CBDC and banking stability: Modeling cascading effects on reserves, lending, and liquidity. (2024). Tchounga, Anatole ; Brice, Gilles. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000693.

Full description at Econpapers || Download paper

2024Life-cycle risk-taking with personal disaster risk. (2024). Nicodano, Giovanna ; Bagliano, Fabio ; Fugazza, Carolina. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:378-396.

Full description at Econpapers || Download paper

2024Strategic asset allocation with distorted beliefs. (2024). Wei, Tzu-Wen ; Chung, San-Lin ; Yeh, Chung-Ying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:804-831.

Full description at Econpapers || Download paper

2024Interest rate liberalization and household investment in China. (2024). Peng, Zhiyu ; Lan, Jiajun ; Liu, Yihan ; Pan, Yinghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024006233.

Full description at Econpapers || Download paper

2025High-dimensional multi-period portfolio allocation using deep reinforcement learning. (2025). Olmo, Jose ; Atwi, Majed ; Jiang, Yifu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001595.

Full description at Econpapers || Download paper

2024Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

Full description at Econpapers || Download paper

2024Putting the price in asset pricing. (2024). Polk, Christopher ; Cho, Thummim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120805.

Full description at Econpapers || Download paper

2024Are cryptos different? Evidence from retail trading. (2024). Kogana, Shimon ; Niessnerc, Marina ; Makarov, Igor ; Schoar, Antoinette. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:122266.

Full description at Econpapers || Download paper

2025Reaching for yield: evidence from households. (2025). Zhu, Ning ; Smirnova, Oksana ; Peng, Cameron ; Gomes, Francisco. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125397.

Full description at Econpapers || Download paper

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]		article266
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		paper
2000Who Should Buy Long-Term Bonds?..(2000) In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 266		paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 266		paper
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
[Full Text][Citation analysis]		article96
2008Optimal 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 nother version. Agregated cites: 96		paper
2011Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article26
2011Inflation-Indexed Bonds and the Expectations Hypothesis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
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]		article73
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income In: Journal of Finance.
[Full Text][Citation analysis]		article348
1999Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 348		paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]		article127
2009Global Currency Hedging.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2007THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper38
2010The Excess Burden of Government Indecision.(2010) In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		chapter
2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		paper
2012The Excess Burden of Government Indecision.(2012) In: Tax Policy and the Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		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]		paper248
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 248		article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 248		paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 248		paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper27
2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2003Strategic Asset Allocation in a Continuous Time VAR Model In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper43
2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		article
2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 43		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper220
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		paper
1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		paper
2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 220		article
2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper69
2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 69		paper
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper23
2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article132
2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
[Full Text][Citation analysis]		article49
1998Consumption and Portfolio Decisions when Expected Returns are Time Varying In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper479
1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 479		paper
1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 479		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 nother version. Agregated cites: 479		article
2000Stock Market Mean Reversion and the Optimal Equity Allocation of Long-Lived Investor. In: Harvard Institute of Economic Research Working Papers.
[Citation analysis]		paper27
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 nother version. Agregated cites: 27		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 nother version. Agregated cites: 27		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 nother version. Agregated cites: 27		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
[Full Text][Citation analysis]		paper94
2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		paper
2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 94		article
2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper127
2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		article
2008Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2008) In: 2008 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 127		paper
2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2025Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect In: NBER Working Papers.
[Full Text][Citation analysis]		paper3
2025Bond-Stock Comovements In: NBER Working Papers.
[Full Text][Citation analysis]		paper0
2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
[Citation analysis]		book741
2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper68

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team