NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Luis M. Viceira

Working Papers and Chapters

May 2009Understanding Inflation-Indexed Bond Markets
with John Y. Campbell, Robert J. Shiller: w15014
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
May 2007Global Currency Hedging
with John Y. Campbell, Karine Serfaty-de Medeiros: w13088
January 2007The Excess Burden of Government Indecision
with Francisco J. Gomes, Laurence J. Kotlikoff: w12859
February 2006Optimal Value and Growth Tilts in Long-Horizon Portfolios
with Jakub W. Jurek: w12017
February 2005The Term Structure of the Risk-Return Tradeoff
with John Y. Campbell: w11119
March 2003Strategic Asset Allocation in a Continuous-Time VAR Model
with John Y. Campbell, George Chacko, Jorge Rodriguez: w9547
July 2002Foreign Currency for Long-Term Investors
with John Y. Campbell, Joshua S. White: w9075
October 2001A Multivariate Model of Strategic Asset Allocation
with John Y. Campbell, Yeung Lewis Chan: w8566
October 1999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets
with George Chacko: w7377
Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income
w7409
November 1998Who Should Buy Long-Term Bonds?
with John Y. Campbell: w6801
December 1996Consumption and Portfolio Decisions When Expected Returns are Time Varying
with John Y. Campbell: w5857

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