Luis M. Viceira : Citation Profile

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

21

H index

23

i10 index

3278

Citations

RESEARCH PRODUCTION:

18

Articles

47

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   24 years (1996 - 2020). See details.
   Cites by year: 136
   Journals where Luis M. Viceira has often published
   Relations with other researchers
   Recent citing documents: 91.    Total self citations: 37 (1.12 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pvi31
   Updated: 2025-04-12    RAS profile: 2020-09-06    
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Relations with other researchers

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:

Guidolin, Massimo (77)

Mitchell, Olivia (57)

Nicodano, Giovanna (54)

Campbell, John (51)

Guiso, Luigi (44)

Fagereng, Andreas (33)

Munk, Claus (29)

Haliassos, Michael (27)

Michaelides, Alexander (27)

Fugazza, Carolina (24)

Gottlieb, Charles (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

Production by document typearticlebookpaperchapter19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19961997199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920200255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200300Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202002505007501,000Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 21Most cited documents123456789101112131415161718192021222305001,000Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

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, Inc18
Scholarly Articles / Harvard University Department of Economics7
CEPR Discussion Papers / C.E.P.R. Discussion Papers6
Boston University - Department of Economics - Working Papers Series / Boston University - Department of Economics3
Harvard Business School Working Papers / Harvard Business School2
FAME Research Paper Series / International Center for Financial Asset Management and Engineering2

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

Year  ↓Title of citing document  ↓
2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2024Worst-Case Optimal Investment in Incomplete Markets. (2023). Merkel, Sebastian ; Desmettre, Sascha ; Steinicke, Alexander ; Mickel, Annalena. In: Papers. RePEc:arx:papers:2311.10021.

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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.

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

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

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2024.

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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.

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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.

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

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

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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.

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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.

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

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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.

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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.

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

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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.

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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.

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

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

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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

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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.

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

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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.

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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.

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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.

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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

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

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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.

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2024Putting the price in asset pricing. (2023). Polk, Christopher ; Cho, Thummim. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120805.

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2024Downward Nominal Rigidities and Bond Premia. (2024). Ngo, Phuong ; Gourio, Francois. In: Working Paper Series. RePEc:fip:fedhwp:98104.

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2024Monetary Policy Spillovers and Inter-Market Dynamics Perspective of Preferred Habitat Model. (2024). Kowalewski, Oskar ; Wahid, Abdul. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:5:p:98-:d:1382171.

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2024What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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2025Stock and sovereign returns linkages: time-varying causality and extreme-quantile determinants. (2025). Alves, José ; Afonso, Antonio ; Grabowski, Wojciech ; Monteiro, Sofia. In: Working Papers REM. RePEc:ise:remwps:wp03662025.

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2024A Dynamic Trading Model for Use with a One Step Ahead Optimal Strategy. (2024). Bhaya, Amit ; Kaszkurewicz, Eugenius ; Ferreira, Leonardo Valente. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10375-6.

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2025Machine learning forecasting in the macroeconomic environment: the case of the US output gap. (2025). Papadimitriou, Theophilos ; Gogas, Periklis ; Alexakis, Christos ; Sofianos, Emmanouil. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09849-w.

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2025A model of contagion without trading relations. (2025). Das, Pranab ; Rohit, Allena ; Basak, Gopal K. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00637-5.

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2025Listed Real Estate as an Inflation Hedge Across Regimes. (2025). Zhu, Bing ; Hoesli, Martin ; Muckenhaupt, Jan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:2:d:10.1007_s11146-023-09964-x.

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2025The tale of two tails and stock returns for two major emerging markets. (2025). Sehgal, Sanjay ; Deisting, Florent ; Agrawal, Tarunika Jain. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01301-4.

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2024Identifying Risk-Taking Behavior and Prudent Asset Allocation in Pension Funds in Indonesia. (2024). Ronaldo, Rizky Rizaldi ; Melati, Rosi ; Siregar, Reza Yamora ; Prabowosunu, Mohammad Alvin ; Hadrian, Devan. In: Economics and Finance in Indonesia. RePEc:lpe:efijnl:202402.

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2024Did the Bank of Englands quantitative easing programme become fiscally wasteful?. (2024). Bleaney, Michael. In: Discussion Papers. RePEc:not:notcfc:2024/01.

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2024Portfolio Management Using the Complex Wishart Distribution. (2024). Bahadursingh, Roman. In: Thesis Commons. RePEc:osf:thesis:ma2hx_v1.

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2024Quantifying the non-Gaussian gain. (2024). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00338-9.

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2024Liability-driven investment for pension funds: stochastic optimization with real assets. (2024). Owadally, Iqbal ; Clare, Andrew ; Jang, Chul. In: Risk Management. RePEc:pal:risman:v:26:y:2024:i:3:d:10.1057_s41283-024-00141-9.

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2025Solving DSGE models with incomplete markets by perturbation. (2025). Hausmann Guil, Guillermo ; Hausmann-Guil, Guillermo. In: Review of Economic Dynamics. RePEc:red:issued:24-34.txt.

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2024Surprise by Anticipated Inflation. (2024). Asfuroglu, Dila. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241245102.

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2024Regulated correlations - Climate policy and investment risks. (2024). Neupert-Zhuang, Menglu ; Schenker, Oliver. In: ZEW Discussion Papers. RePEc:zbw:zewdip:312183.

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Works by Luis M. Viceira:

Year  ↓Title  ↓Type  ↓Cited  ↓
2001Who Should Buy Long-Term Bonds? In: American Economic Review.
[Full Text][Citation analysis]		article258
1998Who Should Buy Long-Term Bonds?.(1998) In: FAME Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258		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: 258		paper
1998Who Should Buy Long-Term Bonds?.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 258		paper
2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds In: American Economic Review.
[Full Text][Citation analysis]		article91
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: 91		paper
2011Inflation-Indexed Bonds and the Expectations Hypothesis In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article25
2011Inflation-Indexed Bonds and the Expectations Hypothesis.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		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]		article70
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Cowles Foundation Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2009Understanding Inflation-Indexed Bond Markets.(2009) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 70		paper
2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income In: Journal of Finance.
[Full Text][Citation analysis]		article335
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: 335		paper
2010Global Currency Hedging In: Journal of Finance.
[Full Text][Citation analysis]		article125
2009Global Currency Hedging.(2009) In: Scholarly Articles.
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This paper has nother version. Agregated cites: 125		paper
2007Global Currency Hedging.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 125		paper
2007THE EXCESS BURDEN OF GOVERNMENT INDECISION In: Boston University - Department of Economics - Working Papers Series.
[Citation analysis]		paper37
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: 37		paper
2006The Excess Burden of Government Indecision.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012The Excess Burden of Government Indecision.(2012) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		chapter
2007The Excess Burden of Government Indecision.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		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: 37		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]		paper243
2003A multivariate model of strategic asset allocation.(2003) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 243		article
2003A Multivariate Model of Strategic Asset Allocation.(2003) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 243		paper
2001A Multivariate Model of Strategic Asset Allocation.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 243		paper
2002Foreign Currency for Long-Term Investors In: CEPR Discussion Papers.
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2003Foreign Currency for Long-Term Investors.(2003) In: Economic Journal.
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2003Foreign Currency for Long-Term Investors.(2003) In: Scholarly Articles.
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2002Foreign Currency for Long-Term Investors.(2002) In: NBER Working Papers.
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2004Strategic asset allocation in a continuous-time VAR model.(2004) In: Journal of Economic Dynamics and Control.
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2004Strategic Asset Allocation in a Continuous-Time VAR Model.(2004) In: Scholarly Articles.
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2003Strategic Asset Allocation in a Continuous-Time VAR Model.(2003) In: NBER Working Papers.
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2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets In: CEPR Discussion Papers.
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1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: FAME Research Paper Series.
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1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(1999) In: NBER Working Papers.
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2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets.(2005) In: The Review of Financial Studies.
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2005The Term Structure of the Risk-Return Tradeoff In: CEPR Discussion Papers.
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2005The Term Structure of the Risk-Return Tradeoff.(2005) In: NBER Working Papers.
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2006Optimal Value and Growth Tilts in Long-Horizon Portfolios In: CEPR Discussion Papers.
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2006Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2006) In: NBER Working Papers.
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2011Optimal Value and Growth Tilts in Long-Horizon Portfolios.(2011) In: Review of Finance.
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2003Spectral GMM estimation of continuous-time processes In: Journal of Econometrics.
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2012Bond risk, bond return volatility, and the term structure of interest rates In: International Journal of Forecasting.
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1998Consumption and Portfolio Decisions when Expected Returns are Time Varying In: Harvard Institute of Economic Research Working Papers.
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1999Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1999) In: Scholarly Articles.
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1996Consumption and Portfolio Decisions When Expected Returns are Time Varying.(1996) In: NBER Working Papers.
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1999Consumption and Portfolio Decisions when Expected Returns are Time Varying.(1999) In: The Quarterly Journal of Economics.
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2000Stock Market Mean Reversion and the Optimal Equity Allocation of Long-Lived Investor. In: Harvard Institute of Economic Research Working Papers.
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2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Scholarly Articles.
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2001Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(2001) In: Review of Finance.
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1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor.(1999) In: Computing in Economics and Finance 1999.
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2011Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity.(2011) In: NBER Working Papers.
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2018Macroeconomic Drivers of Bond and Equity Risks In: Harvard Business School Working Papers.
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2014Macroeconomic Drivers of Bond and Equity Risks.(2014) In: NBER Working Papers.
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2020Macroeconomic Drivers of Bond and Equity Risks.(2020) In: Journal of Political Economy.
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2017Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds.(2017) In: Critical Finance Review.
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2018Global Portfolio Diversification for Long-Horizon Investors In: NBER Working Papers.
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2002Strategic Asset Allocation: Portfolio Choice for Long-Term Investors In: OUP Catalogue.
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2014Monetary Policy Drivers of Bond and Equity Risks In: 2014 Meeting Papers.
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