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About the Researcher(s)/Author(s)

Photo of Luis M. Viceira

Luis M. Viceira is a Research Associate in the NBER's Program on Asset Pricing. He is also the George E. Bates Professor at the Harvard Business School, where he has been in the faculty since 1998. He received his M.A. and Ph.D. in Economics from Harvard University. He is a director of the European Finance Association, a Research Fellow and member of the Scientific Council of Netspar, the Network for Studies on Pensions, Aging, and Retirement, a Fellow of the TIAA-CREF Institute, and a trustee of the Financial Accounting Foundation. Viceira is a financial economist interested in the study of asset allocation models, with an emphasis on models that explore the asset allocation implications of empirical regularities in asset pricing and on life-cycle investing, asset pricing, with an emphasis on models of the term structure of interest rates, household finance, and international finance. His research has been published in the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, the American Economic Review, the Quarterly Journal of Economics, and the Review of Finance, among others. He is also the author of the book Strategic Asset Allocation with John Y. Campbell. Viceira is also interested in the design of pension fund systems, the design of investment strategies for long-term investors, the management and organization of large institutional investors, and product innovation in the money management industry.

Viceira lives in Belmont MA with his wife Marta and his two children, Luis and Elena. He loves swimming, skiing, and reading history and fiction.

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