NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Luis M. Viceira

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers

April 2014Monetary Policy Drivers of Bond and Equity Risks
with John Y. Campbell, Carolin Pflueger: w20070
March 2011Inflation-Indexed Bonds and the Expectations Hypothesis
with Carolin E. Pflueger: w16903
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
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

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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