NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Luis M. Viceira

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

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with John Campbell, Adi Sunderam
Forthcoming from


with John Campbell, Adi Sunderam
Forthcoming from


with John Campbell
Forthcoming from

Working Papers and Chapters

April 2014Monetary Policy Drivers of Bond and Equity Risks
with John Y. Campbell, Carolin Pflueger: w20070
July 2012The Excess Burden of Government Indecision
with Francisco J. Gomes, Laurence J. Kotlikoff
in Tax Policy and the Economy, Volume 26, Jeffrey Brown, editor
March 2011Inflation-Indexed Bonds and the Expectations Hypothesis
with Carolin E. Pflueger: w16903

Published: Carolin E. Pflueger & Luis M. Viceira, 2011. "Inflation-Indexed Bonds and the Expectations Hypothesis," Annual Review of Financial Economics, Annual Reviews, vol. 3(1), pages 139-158, December. citation courtesy of

Return Predictability in the Treasury Market: Real Rates, Inflation, and Liquidity
with Carolin E. Pflueger: w16892
May 2009Understanding Inflation-Indexed Bond Markets
with John Y. Campbell, Robert J. Shiller: w15014

Published: John Y. Campbell & Robert J. Shiller & Luis M. Viceira, 2009. "Understanding Inflation-Indexed Bond Markets," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 40(1 (Spring), pages 79-138. citation courtesy of

February 2009Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds
with John Y. Campbell, Adi Sunderam: w14701
April 2008Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds
with Francisco J. Gomes, Laurence J. Kotlikoff: w13966

Published: Francisco J. Gomes & Laurence J. Kotlikoff & Luis M. Viceira, 2008. "Optimal Life-Cycle Investing with Flexible Labor Supply: A Welfare Analysis of Life-Cycle Funds," American Economic Review, American Economic Association, vol. 98(2), pages 297-303, May. citation courtesy of

May 2007Global Currency Hedging
with John Y. Campbell, Karine Serfaty-de Medeiros: w13088

Published: John Y. Campbell & Karine Serfaty-De Medeiros & Luis M. Viceira, 2010. "Global Currency Hedging," Journal of Finance, American Finance Association, vol. 65(1), pages 87-121, 02. citation courtesy of

January 2007The Excess Burden of Government Indecision
with Francisco J. Gomes, Laurence J. Kotlikoff: w12859

Published:

February 2006Optimal Value and Growth Tilts in Long-Horizon Portfolios
with Jakub W. Jurek: w12017

Published: Jakub W. Jurek & Luis M. Viceira, 2011. "Optimal Value and Growth Tilts in Long-Horizon Portfolios," Review of Finance, European Finance Association, vol. 15(1), pages 29-74. citation courtesy of

February 2005The Term Structure of the Risk-Return Tradeoff
with John Y. Campbell: w11119

Published: Campbell, John Y. and Luis Viceira. "The Term Structure of the Risk-Return Tradeoff.” Financial Analysts Journal 61 (January/February 2005): 34-44.

March 2003Strategic Asset Allocation in a Continuous-Time VAR Model
with John Y. Campbell, George Chacko, Jorge Rodriguez: w9547

Published: Campbell, John Y. & Chacko, George & Rodriguez, Jorge & Viceira, Luis M., 2004. "Strategic asset allocation in a continuous-time VAR model," Journal of Economic Dynamics and Control, Elsevier, vol. 28(11), pages 2195-2214, October. citation courtesy of

July 2002Foreign Currency for Long-Term Investors
with John Y. Campbell, Joshua S. White: w9075

Published: Campbell, John Y., Luis M. Viceira and Joshua S. White. "Foreign Currency For Long-Term Investors," Economic Journal, 2003, v113(486,Mar), C1-C25. citation courtesy of

October 2001A Multivariate Model of Strategic Asset Allocation
with John Y. Campbell, Yeung Lewis Chan: w8566

Published: Campbell, John Y. & Chan, Yeung Lewis & Viceira, Luis M., 2003. "A multivariate model of strategic asset allocation," Journal of Financial Economics, Elsevier, vol. 67(1), pages 41-80, January. citation courtesy of

October 1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
with George Chacko: w7377

Published: George Chacko & Luis M. Viceira, 2005. "Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 18(4), pages 1369-1402. citation courtesy of

Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income
w7409

Published: Viceira, Luis M. "Optimal Portfolio Choice For Long-Horizon Investors With Nontradable Labor Income," Journal of Finance, 2001, v56(2,Apr), 433-470. citation courtesy of

November 1998Who Should Buy Long-Term Bonds?
with John Y. Campbell: w6801

Published: Campbell, John Y. and Luis M. Viceira. "Who Should Buy Long-Term Bonds?," American Economic Review, 2001, v91(1,Mar), 99-127. citation courtesy of

December 1996Consumption and Portfolio Decisions When Expected Returns are Time Varying
with John Y. Campbell: w5857

Published: The Quarterly Journal of Economics, Vol. CXIV (May 1999), Issue 2: 433-496. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers onlyInformation about this author at RePEc

 
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